Trading Metrics calculated at close of trading on 13-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2012 |
13-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
1,646.7 |
1,652.1 |
5.4 |
0.3% |
1,618.3 |
High |
1,665.7 |
1,652.6 |
-13.1 |
-0.8% |
1,665.7 |
Low |
1,645.3 |
1,628.7 |
-16.6 |
-1.0% |
1,609.0 |
Close |
1,650.7 |
1,633.6 |
-17.1 |
-1.0% |
1,633.6 |
Range |
20.4 |
23.9 |
3.5 |
17.2% |
56.7 |
ATR |
30.3 |
29.8 |
-0.5 |
-1.5% |
0.0 |
Volume |
14,119 |
21,469 |
7,350 |
52.1% |
86,430 |
|
Daily Pivots for day following 13-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,710.0 |
1,695.7 |
1,646.7 |
|
R3 |
1,686.1 |
1,671.8 |
1,640.2 |
|
R2 |
1,662.2 |
1,662.2 |
1,638.0 |
|
R1 |
1,647.9 |
1,647.9 |
1,635.8 |
1,643.1 |
PP |
1,638.3 |
1,638.3 |
1,638.3 |
1,635.9 |
S1 |
1,624.0 |
1,624.0 |
1,631.4 |
1,619.2 |
S2 |
1,614.4 |
1,614.4 |
1,629.2 |
|
S3 |
1,590.5 |
1,600.1 |
1,627.0 |
|
S4 |
1,566.6 |
1,576.2 |
1,620.5 |
|
|
Weekly Pivots for week ending 13-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,806.2 |
1,776.6 |
1,664.8 |
|
R3 |
1,749.5 |
1,719.9 |
1,649.2 |
|
R2 |
1,692.8 |
1,692.8 |
1,644.0 |
|
R1 |
1,663.2 |
1,663.2 |
1,638.8 |
1,678.0 |
PP |
1,636.1 |
1,636.1 |
1,636.1 |
1,643.5 |
S1 |
1,606.5 |
1,606.5 |
1,628.4 |
1,621.3 |
S2 |
1,579.4 |
1,579.4 |
1,623.2 |
|
S3 |
1,522.7 |
1,549.8 |
1,618.0 |
|
S4 |
1,466.0 |
1,493.1 |
1,602.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,665.7 |
1,609.0 |
56.7 |
3.5% |
21.8 |
1.3% |
43% |
False |
False |
17,286 |
10 |
1,665.7 |
1,549.8 |
115.9 |
7.1% |
25.8 |
1.6% |
72% |
False |
False |
12,392 |
20 |
1,665.7 |
1,526.2 |
139.5 |
8.5% |
26.5 |
1.6% |
77% |
False |
False |
8,265 |
40 |
1,789.2 |
1,526.2 |
263.0 |
16.1% |
31.7 |
1.9% |
41% |
False |
False |
6,204 |
60 |
1,808.0 |
1,526.2 |
281.8 |
17.3% |
31.1 |
1.9% |
38% |
False |
False |
4,742 |
80 |
1,818.8 |
1,526.2 |
292.6 |
17.9% |
35.0 |
2.1% |
37% |
False |
False |
3,764 |
100 |
1,925.0 |
1,526.2 |
398.8 |
24.4% |
39.0 |
2.4% |
27% |
False |
False |
3,130 |
120 |
1,925.0 |
1,526.2 |
398.8 |
24.4% |
37.7 |
2.3% |
27% |
False |
False |
2,674 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,754.2 |
2.618 |
1,715.2 |
1.618 |
1,691.3 |
1.000 |
1,676.5 |
0.618 |
1,667.4 |
HIGH |
1,652.6 |
0.618 |
1,643.5 |
0.500 |
1,640.7 |
0.382 |
1,637.8 |
LOW |
1,628.7 |
0.618 |
1,613.9 |
1.000 |
1,604.8 |
1.618 |
1,590.0 |
2.618 |
1,566.1 |
4.250 |
1,527.1 |
|
|
Fisher Pivots for day following 13-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
1,640.7 |
1,647.2 |
PP |
1,638.3 |
1,642.7 |
S1 |
1,636.0 |
1,638.1 |
|