Trading Metrics calculated at close of trading on 26-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2012 |
26-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
1,669.3 |
1,714.1 |
44.8 |
2.7% |
1,641.7 |
High |
1,716.1 |
1,734.5 |
18.4 |
1.1% |
1,673.3 |
Low |
1,652.2 |
1,706.0 |
53.8 |
3.3% |
1,635.8 |
Close |
1,703.0 |
1,729.9 |
26.9 |
1.6% |
1,666.8 |
Range |
63.9 |
28.5 |
-35.4 |
-55.4% |
37.5 |
ATR |
29.8 |
29.9 |
0.1 |
0.4% |
0.0 |
Volume |
43,336 |
69,369 |
26,033 |
60.1% |
102,740 |
|
Daily Pivots for day following 26-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,809.0 |
1,797.9 |
1,745.6 |
|
R3 |
1,780.5 |
1,769.4 |
1,737.7 |
|
R2 |
1,752.0 |
1,752.0 |
1,735.1 |
|
R1 |
1,740.9 |
1,740.9 |
1,732.5 |
1,746.5 |
PP |
1,723.5 |
1,723.5 |
1,723.5 |
1,726.2 |
S1 |
1,712.4 |
1,712.4 |
1,727.3 |
1,718.0 |
S2 |
1,695.0 |
1,695.0 |
1,724.7 |
|
S3 |
1,666.5 |
1,683.9 |
1,722.1 |
|
S4 |
1,638.0 |
1,655.4 |
1,714.2 |
|
|
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 |
1,734.5 |
1,648.0 |
86.5 |
5.0% |
30.4 |
1.8% |
95% |
True |
False |
36,140 |
10 |
1,734.5 |
1,628.7 |
105.8 |
6.1% |
27.3 |
1.6% |
96% |
True |
False |
29,948 |
20 |
1,734.5 |
1,526.2 |
208.3 |
12.0% |
28.4 |
1.6% |
98% |
True |
False |
19,757 |
40 |
1,769.7 |
1,526.2 |
243.5 |
14.1% |
30.4 |
1.8% |
84% |
False |
False |
12,054 |
60 |
1,808.0 |
1,526.2 |
281.8 |
16.3% |
31.2 |
1.8% |
72% |
False |
False |
9,018 |
80 |
1,808.0 |
1,526.2 |
281.8 |
16.3% |
31.4 |
1.8% |
72% |
False |
False |
7,013 |
100 |
1,925.0 |
1,526.2 |
398.8 |
23.1% |
36.5 |
2.1% |
51% |
False |
False |
5,728 |
120 |
1,925.0 |
1,526.2 |
398.8 |
23.1% |
38.2 |
2.2% |
51% |
False |
False |
4,848 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,855.6 |
2.618 |
1,809.1 |
1.618 |
1,780.6 |
1.000 |
1,763.0 |
0.618 |
1,752.1 |
HIGH |
1,734.5 |
0.618 |
1,723.6 |
0.500 |
1,720.3 |
0.382 |
1,716.9 |
LOW |
1,706.0 |
0.618 |
1,688.4 |
1.000 |
1,677.5 |
1.618 |
1,659.9 |
2.618 |
1,631.4 |
4.250 |
1,584.9 |
|
|
Fisher Pivots for day following 26-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
1,726.7 |
1,717.7 |
PP |
1,723.5 |
1,705.5 |
S1 |
1,720.3 |
1,693.4 |
|