Trading Metrics calculated at close of trading on 23-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2012 |
23-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
1,659.8 |
1,669.1 |
9.3 |
0.6% |
1,641.7 |
High |
1,670.0 |
1,684.5 |
14.5 |
0.9% |
1,673.3 |
Low |
1,648.0 |
1,665.8 |
17.8 |
1.1% |
1,635.8 |
Close |
1,666.8 |
1,681.1 |
14.3 |
0.9% |
1,666.8 |
Range |
22.0 |
18.7 |
-3.3 |
-15.0% |
37.5 |
ATR |
28.5 |
27.8 |
-0.7 |
-2.5% |
0.0 |
Volume |
19,544 |
17,282 |
-2,262 |
-11.6% |
102,740 |
|
Daily Pivots for day following 23-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,733.2 |
1,725.9 |
1,691.4 |
|
R3 |
1,714.5 |
1,707.2 |
1,686.2 |
|
R2 |
1,695.8 |
1,695.8 |
1,684.5 |
|
R1 |
1,688.5 |
1,688.5 |
1,682.8 |
1,692.2 |
PP |
1,677.1 |
1,677.1 |
1,677.1 |
1,679.0 |
S1 |
1,669.8 |
1,669.8 |
1,679.4 |
1,673.5 |
S2 |
1,658.4 |
1,658.4 |
1,677.7 |
|
S3 |
1,639.7 |
1,651.1 |
1,676.0 |
|
S4 |
1,621.0 |
1,632.4 |
1,670.8 |
|
|
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 |
1,684.5 |
1,635.8 |
48.7 |
2.9% |
23.5 |
1.4% |
93% |
True |
False |
24,004 |
10 |
1,684.5 |
1,609.0 |
75.5 |
4.5% |
22.7 |
1.3% |
95% |
True |
False |
20,645 |
20 |
1,684.5 |
1,526.2 |
158.3 |
9.4% |
25.0 |
1.5% |
98% |
True |
False |
13,088 |
40 |
1,769.7 |
1,526.2 |
243.5 |
14.5% |
29.9 |
1.8% |
64% |
False |
False |
8,852 |
60 |
1,808.0 |
1,526.2 |
281.8 |
16.8% |
30.6 |
1.8% |
55% |
False |
False |
6,657 |
80 |
1,808.0 |
1,526.2 |
281.8 |
16.8% |
31.7 |
1.9% |
55% |
False |
False |
5,231 |
100 |
1,925.0 |
1,526.2 |
398.8 |
23.7% |
36.3 |
2.2% |
39% |
False |
False |
4,308 |
120 |
1,925.0 |
1,526.2 |
398.8 |
23.7% |
38.1 |
2.3% |
39% |
False |
False |
3,663 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,764.0 |
2.618 |
1,733.5 |
1.618 |
1,714.8 |
1.000 |
1,703.2 |
0.618 |
1,696.1 |
HIGH |
1,684.5 |
0.618 |
1,677.4 |
0.500 |
1,675.2 |
0.382 |
1,672.9 |
LOW |
1,665.8 |
0.618 |
1,654.2 |
1.000 |
1,647.1 |
1.618 |
1,635.5 |
2.618 |
1,616.8 |
4.250 |
1,586.3 |
|
|
Fisher Pivots for day following 23-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
1,679.1 |
1,676.2 |
PP |
1,677.1 |
1,671.2 |
S1 |
1,675.2 |
1,666.3 |
|