Trading Metrics calculated at close of trading on 30-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2012 |
30-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
1,724.4 |
1,739.6 |
15.2 |
0.9% |
1,669.1 |
High |
1,743.0 |
1,742.8 |
-0.2 |
0.0% |
1,743.0 |
Low |
1,717.2 |
1,718.8 |
1.6 |
0.1% |
1,652.2 |
Close |
1,735.4 |
1,734.4 |
-1.0 |
-0.1% |
1,735.4 |
Range |
25.8 |
24.0 |
-1.8 |
-7.0% |
90.8 |
ATR |
29.6 |
29.2 |
-0.4 |
-1.4% |
0.0 |
Volume |
112,482 |
124,787 |
12,305 |
10.9% |
273,641 |
|
Daily Pivots for day following 30-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,804.0 |
1,793.2 |
1,747.6 |
|
R3 |
1,780.0 |
1,769.2 |
1,741.0 |
|
R2 |
1,756.0 |
1,756.0 |
1,738.8 |
|
R1 |
1,745.2 |
1,745.2 |
1,736.6 |
1,738.6 |
PP |
1,732.0 |
1,732.0 |
1,732.0 |
1,728.7 |
S1 |
1,721.2 |
1,721.2 |
1,732.2 |
1,714.6 |
S2 |
1,708.0 |
1,708.0 |
1,730.0 |
|
S3 |
1,684.0 |
1,697.2 |
1,727.8 |
|
S4 |
1,660.0 |
1,673.2 |
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% |
32.2 |
1.9% |
91% |
False |
False |
76,229 |
10 |
1,743.0 |
1,635.8 |
107.2 |
6.2% |
27.9 |
1.6% |
92% |
False |
False |
50,116 |
20 |
1,743.0 |
1,549.8 |
193.2 |
11.1% |
26.8 |
1.5% |
96% |
False |
False |
31,254 |
40 |
1,769.7 |
1,526.2 |
243.5 |
14.0% |
30.0 |
1.7% |
86% |
False |
False |
17,692 |
60 |
1,808.0 |
1,526.2 |
281.8 |
16.2% |
30.7 |
1.8% |
74% |
False |
False |
12,959 |
80 |
1,808.0 |
1,526.2 |
281.8 |
16.2% |
30.6 |
1.8% |
74% |
False |
False |
9,965 |
100 |
1,888.2 |
1,526.2 |
362.0 |
20.9% |
35.9 |
2.1% |
58% |
False |
False |
8,088 |
120 |
1,925.0 |
1,526.2 |
398.8 |
23.0% |
38.2 |
2.2% |
52% |
False |
False |
6,813 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,844.8 |
2.618 |
1,805.6 |
1.618 |
1,781.6 |
1.000 |
1,766.8 |
0.618 |
1,757.6 |
HIGH |
1,742.8 |
0.618 |
1,733.6 |
0.500 |
1,730.8 |
0.382 |
1,728.0 |
LOW |
1,718.8 |
0.618 |
1,704.0 |
1.000 |
1,694.8 |
1.618 |
1,680.0 |
2.618 |
1,656.0 |
4.250 |
1,616.8 |
|
|
Fisher Pivots for day following 30-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
1,733.2 |
1,731.1 |
PP |
1,732.0 |
1,727.8 |
S1 |
1,730.8 |
1,724.5 |
|