Trading Metrics calculated at close of trading on 13-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2012 |
13-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
1,282.50 |
1,286.25 |
3.75 |
0.3% |
1,262.50 |
High |
1,291.50 |
1,289.00 |
-2.50 |
-0.2% |
1,291.50 |
Low |
1,275.75 |
1,267.50 |
-8.25 |
-0.6% |
1,262.50 |
Close |
1,286.00 |
1,283.25 |
-2.75 |
-0.2% |
1,283.25 |
Range |
15.75 |
21.50 |
5.75 |
36.5% |
29.00 |
ATR |
17.75 |
18.02 |
0.27 |
1.5% |
0.00 |
Volume |
3,031 |
1,371 |
-1,660 |
-54.8% |
7,816 |
|
Daily Pivots for day following 13-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,344.50 |
1,335.25 |
1,295.00 |
|
R3 |
1,323.00 |
1,313.75 |
1,289.25 |
|
R2 |
1,301.50 |
1,301.50 |
1,287.25 |
|
R1 |
1,292.25 |
1,292.25 |
1,285.25 |
1,286.00 |
PP |
1,280.00 |
1,280.00 |
1,280.00 |
1,276.75 |
S1 |
1,270.75 |
1,270.75 |
1,281.25 |
1,264.50 |
S2 |
1,258.50 |
1,258.50 |
1,279.25 |
|
S3 |
1,237.00 |
1,249.25 |
1,277.25 |
|
S4 |
1,215.50 |
1,227.75 |
1,271.50 |
|
|
Weekly Pivots for week ending 13-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,366.00 |
1,353.75 |
1,299.25 |
|
R3 |
1,337.00 |
1,324.75 |
1,291.25 |
|
R2 |
1,308.00 |
1,308.00 |
1,288.50 |
|
R1 |
1,295.75 |
1,295.75 |
1,286.00 |
1,302.00 |
PP |
1,279.00 |
1,279.00 |
1,279.00 |
1,282.25 |
S1 |
1,266.75 |
1,266.75 |
1,280.50 |
1,273.00 |
S2 |
1,250.00 |
1,250.00 |
1,278.00 |
|
S3 |
1,221.00 |
1,237.75 |
1,275.25 |
|
S4 |
1,192.00 |
1,208.75 |
1,267.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,291.50 |
1,262.50 |
29.00 |
2.3% |
14.75 |
1.1% |
72% |
False |
False |
1,563 |
10 |
1,291.50 |
1,245.00 |
46.50 |
3.6% |
13.25 |
1.0% |
82% |
False |
False |
1,321 |
20 |
1,291.50 |
1,190.00 |
101.50 |
7.9% |
16.25 |
1.3% |
92% |
False |
False |
1,264 |
40 |
1,291.50 |
1,140.25 |
151.25 |
11.8% |
17.25 |
1.3% |
95% |
False |
False |
720 |
60 |
1,291.50 |
1,140.25 |
151.25 |
11.8% |
18.50 |
1.4% |
95% |
False |
False |
505 |
80 |
1,291.50 |
1,057.50 |
234.00 |
18.2% |
22.50 |
1.8% |
96% |
False |
False |
384 |
100 |
1,291.50 |
1,057.50 |
234.00 |
18.2% |
20.50 |
1.6% |
96% |
False |
False |
309 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,380.50 |
2.618 |
1,345.25 |
1.618 |
1,323.75 |
1.000 |
1,310.50 |
0.618 |
1,302.25 |
HIGH |
1,289.00 |
0.618 |
1,280.75 |
0.500 |
1,278.25 |
0.382 |
1,275.75 |
LOW |
1,267.50 |
0.618 |
1,254.25 |
1.000 |
1,246.00 |
1.618 |
1,232.75 |
2.618 |
1,211.25 |
4.250 |
1,176.00 |
|
|
Fisher Pivots for day following 13-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
1,281.50 |
1,282.00 |
PP |
1,280.00 |
1,280.75 |
S1 |
1,278.25 |
1,279.50 |
|