Trading Metrics calculated at close of trading on 20-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2012 |
20-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
1,663.2 |
1,659.8 |
-3.4 |
-0.2% |
1,641.7 |
High |
1,673.3 |
1,670.0 |
-3.3 |
-0.2% |
1,673.3 |
Low |
1,652.0 |
1,648.0 |
-4.0 |
-0.2% |
1,635.8 |
Close |
1,657.2 |
1,666.8 |
9.6 |
0.6% |
1,666.8 |
Range |
21.3 |
22.0 |
0.7 |
3.3% |
37.5 |
ATR |
29.0 |
28.5 |
-0.5 |
-1.7% |
0.0 |
Volume |
18,636 |
19,544 |
908 |
4.9% |
102,740 |
|
Daily Pivots for day following 20-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,727.6 |
1,719.2 |
1,678.9 |
|
R3 |
1,705.6 |
1,697.2 |
1,672.9 |
|
R2 |
1,683.6 |
1,683.6 |
1,670.8 |
|
R1 |
1,675.2 |
1,675.2 |
1,668.8 |
1,679.4 |
PP |
1,661.6 |
1,661.6 |
1,661.6 |
1,663.7 |
S1 |
1,653.2 |
1,653.2 |
1,664.8 |
1,657.4 |
S2 |
1,639.6 |
1,639.6 |
1,662.8 |
|
S3 |
1,617.6 |
1,631.2 |
1,660.8 |
|
S4 |
1,595.6 |
1,609.2 |
1,654.7 |
|
|
Weekly Pivots for week ending 20-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,771.1 |
1,756.5 |
1,687.4 |
|
R3 |
1,733.6 |
1,719.0 |
1,677.1 |
|
R2 |
1,696.1 |
1,696.1 |
1,673.7 |
|
R1 |
1,681.5 |
1,681.5 |
1,670.2 |
1,688.8 |
PP |
1,658.6 |
1,658.6 |
1,658.6 |
1,662.3 |
S1 |
1,644.0 |
1,644.0 |
1,663.4 |
1,651.3 |
S2 |
1,621.1 |
1,621.1 |
1,659.9 |
|
S3 |
1,583.6 |
1,606.5 |
1,656.5 |
|
S4 |
1,546.1 |
1,569.0 |
1,646.2 |
|
|
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% |
24.5 |
1.5% |
85% |
False |
False |
24,841 |
10 |
1,673.3 |
1,609.0 |
64.3 |
3.9% |
23.0 |
1.4% |
90% |
False |
False |
19,823 |
20 |
1,673.3 |
1,526.2 |
147.1 |
8.8% |
25.9 |
1.6% |
96% |
False |
False |
12,379 |
40 |
1,769.7 |
1,526.2 |
243.5 |
14.6% |
30.1 |
1.8% |
58% |
False |
False |
8,580 |
60 |
1,808.0 |
1,526.2 |
281.8 |
16.9% |
31.3 |
1.9% |
50% |
False |
False |
6,376 |
80 |
1,808.0 |
1,526.2 |
281.8 |
16.9% |
32.1 |
1.9% |
50% |
False |
False |
5,023 |
100 |
1,925.0 |
1,526.2 |
398.8 |
23.9% |
36.7 |
2.2% |
35% |
False |
False |
4,137 |
120 |
1,925.0 |
1,526.2 |
398.8 |
23.9% |
38.1 |
2.3% |
35% |
False |
False |
3,520 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,763.5 |
2.618 |
1,727.6 |
1.618 |
1,705.6 |
1.000 |
1,692.0 |
0.618 |
1,683.6 |
HIGH |
1,670.0 |
0.618 |
1,661.6 |
0.500 |
1,659.0 |
0.382 |
1,656.4 |
LOW |
1,648.0 |
0.618 |
1,634.4 |
1.000 |
1,626.0 |
1.618 |
1,612.4 |
2.618 |
1,590.4 |
4.250 |
1,554.5 |
|
|
Fisher Pivots for day following 20-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
1,664.2 |
1,664.3 |
PP |
1,661.6 |
1,661.7 |
S1 |
1,659.0 |
1,659.2 |
|