Trading Metrics calculated at close of trading on 25-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2012 |
25-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
1,680.4 |
1,669.3 |
-11.1 |
-0.7% |
1,641.7 |
High |
1,682.7 |
1,716.1 |
33.4 |
2.0% |
1,673.3 |
Low |
1,663.8 |
1,652.2 |
-11.6 |
-0.7% |
1,635.8 |
Close |
1,667.4 |
1,703.0 |
35.6 |
2.1% |
1,666.8 |
Range |
18.9 |
63.9 |
45.0 |
238.1% |
37.5 |
ATR |
27.2 |
29.8 |
2.6 |
9.6% |
0.0 |
Volume |
31,172 |
43,336 |
12,164 |
39.0% |
102,740 |
|
Daily Pivots for day following 25-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,882.1 |
1,856.5 |
1,738.1 |
|
R3 |
1,818.2 |
1,792.6 |
1,720.6 |
|
R2 |
1,754.3 |
1,754.3 |
1,714.7 |
|
R1 |
1,728.7 |
1,728.7 |
1,708.9 |
1,741.5 |
PP |
1,690.4 |
1,690.4 |
1,690.4 |
1,696.9 |
S1 |
1,664.8 |
1,664.8 |
1,697.1 |
1,677.6 |
S2 |
1,626.5 |
1,626.5 |
1,691.3 |
|
S3 |
1,562.6 |
1,600.9 |
1,685.4 |
|
S4 |
1,498.7 |
1,537.0 |
1,667.9 |
|
|
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 |
1,716.1 |
1,648.0 |
68.1 |
4.0% |
29.0 |
1.7% |
81% |
True |
False |
25,994 |
10 |
1,716.1 |
1,628.7 |
87.4 |
5.1% |
26.0 |
1.5% |
85% |
True |
False |
25,319 |
20 |
1,716.1 |
1,526.2 |
189.9 |
11.2% |
27.8 |
1.6% |
93% |
True |
False |
16,430 |
40 |
1,769.7 |
1,526.2 |
243.5 |
14.3% |
30.5 |
1.8% |
73% |
False |
False |
10,432 |
60 |
1,808.0 |
1,526.2 |
281.8 |
16.5% |
31.0 |
1.8% |
63% |
False |
False |
7,874 |
80 |
1,808.0 |
1,526.2 |
281.8 |
16.5% |
31.4 |
1.8% |
63% |
False |
False |
6,154 |
100 |
1,925.0 |
1,526.2 |
398.8 |
23.4% |
36.4 |
2.1% |
44% |
False |
False |
5,039 |
120 |
1,925.0 |
1,526.2 |
398.8 |
23.4% |
38.3 |
2.3% |
44% |
False |
False |
4,278 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,987.7 |
2.618 |
1,883.4 |
1.618 |
1,819.5 |
1.000 |
1,780.0 |
0.618 |
1,755.6 |
HIGH |
1,716.1 |
0.618 |
1,691.7 |
0.500 |
1,684.2 |
0.382 |
1,676.6 |
LOW |
1,652.2 |
0.618 |
1,612.7 |
1.000 |
1,588.3 |
1.618 |
1,548.8 |
2.618 |
1,484.9 |
4.250 |
1,380.6 |
|
|
Fisher Pivots for day following 25-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
1,696.7 |
1,696.7 |
PP |
1,690.4 |
1,690.4 |
S1 |
1,684.2 |
1,684.2 |
|