Trading Metrics calculated at close of trading on 24-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2012 |
24-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
1,669.1 |
1,680.4 |
11.3 |
0.7% |
1,641.7 |
High |
1,684.5 |
1,682.7 |
-1.8 |
-0.1% |
1,673.3 |
Low |
1,665.8 |
1,663.8 |
-2.0 |
-0.1% |
1,635.8 |
Close |
1,681.1 |
1,667.4 |
-13.7 |
-0.8% |
1,666.8 |
Range |
18.7 |
18.9 |
0.2 |
1.1% |
37.5 |
ATR |
27.8 |
27.2 |
-0.6 |
-2.3% |
0.0 |
Volume |
17,282 |
31,172 |
13,890 |
80.4% |
102,740 |
|
Daily Pivots for day following 24-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,728.0 |
1,716.6 |
1,677.8 |
|
R3 |
1,709.1 |
1,697.7 |
1,672.6 |
|
R2 |
1,690.2 |
1,690.2 |
1,670.9 |
|
R1 |
1,678.8 |
1,678.8 |
1,669.1 |
1,675.1 |
PP |
1,671.3 |
1,671.3 |
1,671.3 |
1,669.4 |
S1 |
1,659.9 |
1,659.9 |
1,665.7 |
1,656.2 |
S2 |
1,652.4 |
1,652.4 |
1,663.9 |
|
S3 |
1,633.5 |
1,641.0 |
1,662.2 |
|
S4 |
1,614.6 |
1,622.1 |
1,657.0 |
|
|
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 |
1,645.0 |
39.5 |
2.4% |
20.3 |
1.2% |
57% |
False |
False |
24,331 |
10 |
1,684.5 |
1,612.7 |
71.8 |
4.3% |
22.8 |
1.4% |
76% |
False |
False |
22,968 |
20 |
1,684.5 |
1,526.2 |
158.3 |
9.5% |
25.1 |
1.5% |
89% |
False |
False |
14,377 |
40 |
1,769.7 |
1,526.2 |
243.5 |
14.6% |
29.5 |
1.8% |
58% |
False |
False |
9,524 |
60 |
1,808.0 |
1,526.2 |
281.8 |
16.9% |
30.5 |
1.8% |
50% |
False |
False |
7,167 |
80 |
1,808.0 |
1,526.2 |
281.8 |
16.9% |
31.1 |
1.9% |
50% |
False |
False |
5,616 |
100 |
1,925.0 |
1,526.2 |
398.8 |
23.9% |
36.0 |
2.2% |
35% |
False |
False |
4,615 |
120 |
1,925.0 |
1,526.2 |
398.8 |
23.9% |
38.0 |
2.3% |
35% |
False |
False |
3,920 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,763.0 |
2.618 |
1,732.2 |
1.618 |
1,713.3 |
1.000 |
1,701.6 |
0.618 |
1,694.4 |
HIGH |
1,682.7 |
0.618 |
1,675.5 |
0.500 |
1,673.3 |
0.382 |
1,671.0 |
LOW |
1,663.8 |
0.618 |
1,652.1 |
1.000 |
1,644.9 |
1.618 |
1,633.2 |
2.618 |
1,614.3 |
4.250 |
1,583.5 |
|
|
Fisher Pivots for day following 24-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
1,673.3 |
1,667.0 |
PP |
1,671.3 |
1,666.6 |
S1 |
1,669.4 |
1,666.3 |
|