Trading Metrics calculated at close of trading on 17-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2012 |
17-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
1,652.1 |
1,641.7 |
-10.4 |
-0.6% |
1,618.3 |
High |
1,652.6 |
1,670.8 |
18.2 |
1.1% |
1,665.7 |
Low |
1,628.7 |
1,635.8 |
7.1 |
0.4% |
1,609.0 |
Close |
1,633.6 |
1,658.4 |
24.8 |
1.5% |
1,633.6 |
Range |
23.9 |
35.0 |
11.1 |
46.4% |
56.7 |
ATR |
29.8 |
30.3 |
0.5 |
1.8% |
0.0 |
Volume |
21,469 |
29,535 |
8,066 |
37.6% |
86,430 |
|
Daily Pivots for day following 17-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,760.0 |
1,744.2 |
1,677.7 |
|
R3 |
1,725.0 |
1,709.2 |
1,668.0 |
|
R2 |
1,690.0 |
1,690.0 |
1,664.8 |
|
R1 |
1,674.2 |
1,674.2 |
1,661.6 |
1,682.1 |
PP |
1,655.0 |
1,655.0 |
1,655.0 |
1,659.0 |
S1 |
1,639.2 |
1,639.2 |
1,655.2 |
1,647.1 |
S2 |
1,620.0 |
1,620.0 |
1,652.0 |
|
S3 |
1,585.0 |
1,604.2 |
1,648.8 |
|
S4 |
1,550.0 |
1,569.2 |
1,639.2 |
|
|
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 |
1,670.8 |
1,612.7 |
58.1 |
3.5% |
25.2 |
1.5% |
79% |
True |
False |
21,604 |
10 |
1,670.8 |
1,572.3 |
98.5 |
5.9% |
25.8 |
1.6% |
87% |
True |
False |
14,834 |
20 |
1,670.8 |
1,526.2 |
144.6 |
8.7% |
26.5 |
1.6% |
91% |
True |
False |
9,190 |
40 |
1,772.7 |
1,526.2 |
246.5 |
14.9% |
31.9 |
1.9% |
54% |
False |
False |
6,910 |
60 |
1,808.0 |
1,526.2 |
281.8 |
17.0% |
31.4 |
1.9% |
47% |
False |
False |
5,225 |
80 |
1,808.0 |
1,526.2 |
281.8 |
17.0% |
35.0 |
2.1% |
47% |
False |
False |
4,131 |
100 |
1,925.0 |
1,526.2 |
398.8 |
24.0% |
38.4 |
2.3% |
33% |
False |
False |
3,416 |
120 |
1,925.0 |
1,526.2 |
398.8 |
24.0% |
38.0 |
2.3% |
33% |
False |
False |
2,920 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,819.6 |
2.618 |
1,762.4 |
1.618 |
1,727.4 |
1.000 |
1,705.8 |
0.618 |
1,692.4 |
HIGH |
1,670.8 |
0.618 |
1,657.4 |
0.500 |
1,653.3 |
0.382 |
1,649.2 |
LOW |
1,635.8 |
0.618 |
1,614.2 |
1.000 |
1,600.8 |
1.618 |
1,579.2 |
2.618 |
1,544.2 |
4.250 |
1,487.1 |
|
|
Fisher Pivots for day following 17-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
1,656.7 |
1,655.5 |
PP |
1,655.0 |
1,652.6 |
S1 |
1,653.3 |
1,649.8 |
|