Trading Metrics calculated at close of trading on 31-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2012 |
31-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
1,739.6 |
1,734.4 |
-5.2 |
-0.3% |
1,669.1 |
High |
1,742.8 |
1,750.6 |
7.8 |
0.4% |
1,743.0 |
Low |
1,718.8 |
1,727.0 |
8.2 |
0.5% |
1,652.2 |
Close |
1,734.4 |
1,740.4 |
6.0 |
0.3% |
1,735.4 |
Range |
24.0 |
23.6 |
-0.4 |
-1.7% |
90.8 |
ATR |
29.2 |
28.8 |
-0.4 |
-1.4% |
0.0 |
Volume |
124,787 |
146,076 |
21,289 |
17.1% |
273,641 |
|
Daily Pivots for day following 31-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,810.1 |
1,798.9 |
1,753.4 |
|
R3 |
1,786.5 |
1,775.3 |
1,746.9 |
|
R2 |
1,762.9 |
1,762.9 |
1,744.7 |
|
R1 |
1,751.7 |
1,751.7 |
1,742.6 |
1,757.3 |
PP |
1,739.3 |
1,739.3 |
1,739.3 |
1,742.2 |
S1 |
1,728.1 |
1,728.1 |
1,738.2 |
1,733.7 |
S2 |
1,715.7 |
1,715.7 |
1,736.1 |
|
S3 |
1,692.1 |
1,704.5 |
1,733.9 |
|
S4 |
1,668.5 |
1,680.9 |
1,727.4 |
|
|
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 |
1,750.6 |
1,652.2 |
98.4 |
5.7% |
33.2 |
1.9% |
90% |
True |
False |
99,210 |
10 |
1,750.6 |
1,645.0 |
105.6 |
6.1% |
26.7 |
1.5% |
90% |
True |
False |
61,770 |
20 |
1,750.6 |
1,572.3 |
178.3 |
10.2% |
26.2 |
1.5% |
94% |
True |
False |
38,302 |
40 |
1,769.7 |
1,526.2 |
243.5 |
14.0% |
30.1 |
1.7% |
88% |
False |
False |
21,199 |
60 |
1,808.0 |
1,526.2 |
281.8 |
16.2% |
30.6 |
1.8% |
76% |
False |
False |
15,365 |
80 |
1,808.0 |
1,526.2 |
281.8 |
16.2% |
30.3 |
1.7% |
76% |
False |
False |
11,765 |
100 |
1,888.2 |
1,526.2 |
362.0 |
20.8% |
35.3 |
2.0% |
59% |
False |
False |
9,540 |
120 |
1,925.0 |
1,526.2 |
398.8 |
22.9% |
37.9 |
2.2% |
54% |
False |
False |
8,021 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,850.9 |
2.618 |
1,812.4 |
1.618 |
1,788.8 |
1.000 |
1,774.2 |
0.618 |
1,765.2 |
HIGH |
1,750.6 |
0.618 |
1,741.6 |
0.500 |
1,738.8 |
0.382 |
1,736.0 |
LOW |
1,727.0 |
0.618 |
1,712.4 |
1.000 |
1,703.4 |
1.618 |
1,688.8 |
2.618 |
1,665.2 |
4.250 |
1,626.7 |
|
|
Fisher Pivots for day following 31-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
1,739.9 |
1,738.2 |
PP |
1,739.3 |
1,736.1 |
S1 |
1,738.8 |
1,733.9 |
|