Trading Metrics calculated at close of trading on 27-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2012 |
27-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
1,714.1 |
1,724.4 |
10.3 |
0.6% |
1,669.1 |
High |
1,734.5 |
1,743.0 |
8.5 |
0.5% |
1,743.0 |
Low |
1,706.0 |
1,717.2 |
11.2 |
0.7% |
1,652.2 |
Close |
1,729.9 |
1,735.4 |
5.5 |
0.3% |
1,735.4 |
Range |
28.5 |
25.8 |
-2.7 |
-9.5% |
90.8 |
ATR |
29.9 |
29.6 |
-0.3 |
-1.0% |
0.0 |
Volume |
69,369 |
112,482 |
43,113 |
62.2% |
273,641 |
|
Daily Pivots for day following 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,809.3 |
1,798.1 |
1,749.6 |
|
R3 |
1,783.5 |
1,772.3 |
1,742.5 |
|
R2 |
1,757.7 |
1,757.7 |
1,740.1 |
|
R1 |
1,746.5 |
1,746.5 |
1,737.8 |
1,752.1 |
PP |
1,731.9 |
1,731.9 |
1,731.9 |
1,734.7 |
S1 |
1,720.7 |
1,720.7 |
1,733.0 |
1,726.3 |
S2 |
1,706.1 |
1,706.1 |
1,730.7 |
|
S3 |
1,680.3 |
1,694.9 |
1,728.3 |
|
S4 |
1,654.5 |
1,669.1 |
1,721.2 |
|
|
Weekly Pivots for week ending 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,982.6 |
1,949.8 |
1,785.3 |
|
R3 |
1,891.8 |
1,859.0 |
1,760.4 |
|
R2 |
1,801.0 |
1,801.0 |
1,752.0 |
|
R1 |
1,768.2 |
1,768.2 |
1,743.7 |
1,784.6 |
PP |
1,710.2 |
1,710.2 |
1,710.2 |
1,718.4 |
S1 |
1,677.4 |
1,677.4 |
1,727.1 |
1,693.8 |
S2 |
1,619.4 |
1,619.4 |
1,718.8 |
|
S3 |
1,528.6 |
1,586.6 |
1,710.4 |
|
S4 |
1,437.8 |
1,495.8 |
1,685.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,743.0 |
1,652.2 |
90.8 |
5.2% |
31.2 |
1.8% |
92% |
True |
False |
54,728 |
10 |
1,743.0 |
1,628.7 |
114.3 |
6.6% |
27.8 |
1.6% |
93% |
True |
False |
39,785 |
20 |
1,743.0 |
1,526.2 |
216.8 |
12.5% |
27.6 |
1.6% |
96% |
True |
False |
25,292 |
40 |
1,769.7 |
1,526.2 |
243.5 |
14.0% |
30.6 |
1.8% |
86% |
False |
False |
14,703 |
60 |
1,808.0 |
1,526.2 |
281.8 |
16.2% |
31.0 |
1.8% |
74% |
False |
False |
10,885 |
80 |
1,808.0 |
1,526.2 |
281.8 |
16.2% |
31.3 |
1.8% |
74% |
False |
False |
8,412 |
100 |
1,925.0 |
1,526.2 |
398.8 |
23.0% |
36.2 |
2.1% |
52% |
False |
False |
6,851 |
120 |
1,925.0 |
1,526.2 |
398.8 |
23.0% |
38.3 |
2.2% |
52% |
False |
False |
5,775 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,852.7 |
2.618 |
1,810.5 |
1.618 |
1,784.7 |
1.000 |
1,768.8 |
0.618 |
1,758.9 |
HIGH |
1,743.0 |
0.618 |
1,733.1 |
0.500 |
1,730.1 |
0.382 |
1,727.1 |
LOW |
1,717.2 |
0.618 |
1,701.3 |
1.000 |
1,691.4 |
1.618 |
1,675.5 |
2.618 |
1,649.7 |
4.250 |
1,607.6 |
|
|
Fisher Pivots for day following 27-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
1,733.6 |
1,722.8 |
PP |
1,731.9 |
1,710.2 |
S1 |
1,730.1 |
1,697.6 |
|