Trading Metrics calculated at close of trading on 18-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2012 |
18-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
1,641.7 |
1,655.0 |
13.3 |
0.8% |
1,618.3 |
High |
1,670.8 |
1,665.4 |
-5.4 |
-0.3% |
1,665.7 |
Low |
1,635.8 |
1,645.0 |
9.2 |
0.6% |
1,609.0 |
Close |
1,658.4 |
1,662.6 |
4.2 |
0.3% |
1,633.6 |
Range |
35.0 |
20.4 |
-14.6 |
-41.7% |
56.7 |
ATR |
30.3 |
29.6 |
-0.7 |
-2.3% |
0.0 |
Volume |
29,535 |
35,025 |
5,490 |
18.6% |
86,430 |
|
Daily Pivots for day following 18-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,718.9 |
1,711.1 |
1,673.8 |
|
R3 |
1,698.5 |
1,690.7 |
1,668.2 |
|
R2 |
1,678.1 |
1,678.1 |
1,666.3 |
|
R1 |
1,670.3 |
1,670.3 |
1,664.5 |
1,674.2 |
PP |
1,657.7 |
1,657.7 |
1,657.7 |
1,659.6 |
S1 |
1,649.9 |
1,649.9 |
1,660.7 |
1,653.8 |
S2 |
1,637.3 |
1,637.3 |
1,658.9 |
|
S3 |
1,616.9 |
1,629.5 |
1,657.0 |
|
S4 |
1,596.5 |
1,609.1 |
1,651.4 |
|
|
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 |
1,628.7 |
42.1 |
2.5% |
23.0 |
1.4% |
81% |
False |
False |
24,645 |
10 |
1,670.8 |
1,597.6 |
73.2 |
4.4% |
23.9 |
1.4% |
89% |
False |
False |
17,832 |
20 |
1,670.8 |
1,526.2 |
144.6 |
8.7% |
26.1 |
1.6% |
94% |
False |
False |
10,740 |
40 |
1,769.7 |
1,526.2 |
243.5 |
14.6% |
31.1 |
1.9% |
56% |
False |
False |
7,726 |
60 |
1,808.0 |
1,526.2 |
281.8 |
16.9% |
31.3 |
1.9% |
48% |
False |
False |
5,780 |
80 |
1,808.0 |
1,526.2 |
281.8 |
16.9% |
34.6 |
2.1% |
48% |
False |
False |
4,567 |
100 |
1,925.0 |
1,526.2 |
398.8 |
24.0% |
37.6 |
2.3% |
34% |
False |
False |
3,763 |
120 |
1,925.0 |
1,526.2 |
398.8 |
24.0% |
38.0 |
2.3% |
34% |
False |
False |
3,211 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,752.1 |
2.618 |
1,718.8 |
1.618 |
1,698.4 |
1.000 |
1,685.8 |
0.618 |
1,678.0 |
HIGH |
1,665.4 |
0.618 |
1,657.6 |
0.500 |
1,655.2 |
0.382 |
1,652.8 |
LOW |
1,645.0 |
0.618 |
1,632.4 |
1.000 |
1,624.6 |
1.618 |
1,612.0 |
2.618 |
1,591.6 |
4.250 |
1,558.3 |
|
|
Fisher Pivots for day following 18-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
1,660.1 |
1,658.3 |
PP |
1,657.7 |
1,654.0 |
S1 |
1,655.2 |
1,649.8 |
|