Trading Metrics calculated at close of trading on 19-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2012 |
19-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
1,655.0 |
1,663.2 |
8.2 |
0.5% |
1,618.3 |
High |
1,665.4 |
1,673.3 |
7.9 |
0.5% |
1,665.7 |
Low |
1,645.0 |
1,652.0 |
7.0 |
0.4% |
1,609.0 |
Close |
1,662.6 |
1,657.2 |
-5.4 |
-0.3% |
1,633.6 |
Range |
20.4 |
21.3 |
0.9 |
4.4% |
56.7 |
ATR |
29.6 |
29.0 |
-0.6 |
-2.0% |
0.0 |
Volume |
35,025 |
18,636 |
-16,389 |
-46.8% |
86,430 |
|
Daily Pivots for day following 19-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,724.7 |
1,712.3 |
1,668.9 |
|
R3 |
1,703.4 |
1,691.0 |
1,663.1 |
|
R2 |
1,682.1 |
1,682.1 |
1,661.1 |
|
R1 |
1,669.7 |
1,669.7 |
1,659.2 |
1,665.3 |
PP |
1,660.8 |
1,660.8 |
1,660.8 |
1,658.6 |
S1 |
1,648.4 |
1,648.4 |
1,655.2 |
1,644.0 |
S2 |
1,639.5 |
1,639.5 |
1,653.3 |
|
S3 |
1,618.2 |
1,627.1 |
1,651.3 |
|
S4 |
1,596.9 |
1,605.8 |
1,645.5 |
|
|
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 |
1,673.3 |
1,628.7 |
44.6 |
2.7% |
24.2 |
1.5% |
64% |
True |
False |
23,756 |
10 |
1,673.3 |
1,601.0 |
72.3 |
4.4% |
23.6 |
1.4% |
78% |
True |
False |
19,060 |
20 |
1,673.3 |
1,526.2 |
147.1 |
8.9% |
26.0 |
1.6% |
89% |
True |
False |
11,473 |
40 |
1,769.7 |
1,526.2 |
243.5 |
14.7% |
31.0 |
1.9% |
54% |
False |
False |
8,126 |
60 |
1,808.0 |
1,526.2 |
281.8 |
17.0% |
31.3 |
1.9% |
46% |
False |
False |
6,053 |
80 |
1,808.0 |
1,526.2 |
281.8 |
17.0% |
33.3 |
2.0% |
46% |
False |
False |
4,785 |
100 |
1,925.0 |
1,526.2 |
398.8 |
24.1% |
37.2 |
2.2% |
33% |
False |
False |
3,946 |
120 |
1,925.0 |
1,526.2 |
398.8 |
24.1% |
38.1 |
2.3% |
33% |
False |
False |
3,358 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,763.8 |
2.618 |
1,729.1 |
1.618 |
1,707.8 |
1.000 |
1,694.6 |
0.618 |
1,686.5 |
HIGH |
1,673.3 |
0.618 |
1,665.2 |
0.500 |
1,662.7 |
0.382 |
1,660.1 |
LOW |
1,652.0 |
0.618 |
1,638.8 |
1.000 |
1,630.7 |
1.618 |
1,617.5 |
2.618 |
1,596.2 |
4.250 |
1,561.5 |
|
|
Fisher Pivots for day following 19-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
1,662.7 |
1,656.3 |
PP |
1,660.8 |
1,655.4 |
S1 |
1,659.0 |
1,654.6 |
|