Trading Metrics calculated at close of trading on 17-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2012 |
17-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
1,286.25 |
1,279.25 |
-7.00 |
-0.5% |
1,262.50 |
High |
1,289.00 |
1,296.25 |
7.25 |
0.6% |
1,291.50 |
Low |
1,267.50 |
1,276.25 |
8.75 |
0.7% |
1,262.50 |
Close |
1,283.25 |
1,283.75 |
0.50 |
0.0% |
1,283.25 |
Range |
21.50 |
20.00 |
-1.50 |
-7.0% |
29.00 |
ATR |
18.02 |
18.16 |
0.14 |
0.8% |
0.00 |
Volume |
1,371 |
655 |
-716 |
-52.2% |
7,816 |
|
Daily Pivots for day following 17-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,345.50 |
1,334.50 |
1,294.75 |
|
R3 |
1,325.50 |
1,314.50 |
1,289.25 |
|
R2 |
1,305.50 |
1,305.50 |
1,287.50 |
|
R1 |
1,294.50 |
1,294.50 |
1,285.50 |
1,300.00 |
PP |
1,285.50 |
1,285.50 |
1,285.50 |
1,288.00 |
S1 |
1,274.50 |
1,274.50 |
1,282.00 |
1,280.00 |
S2 |
1,265.50 |
1,265.50 |
1,280.00 |
|
S3 |
1,245.50 |
1,254.50 |
1,278.25 |
|
S4 |
1,225.50 |
1,234.50 |
1,272.75 |
|
|
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 |
1,296.25 |
1,267.50 |
28.75 |
2.2% |
16.75 |
1.3% |
57% |
True |
False |
1,507 |
10 |
1,296.25 |
1,255.25 |
41.00 |
3.2% |
14.50 |
1.1% |
70% |
True |
False |
1,223 |
20 |
1,296.25 |
1,190.00 |
106.25 |
8.3% |
16.25 |
1.3% |
88% |
True |
False |
1,268 |
40 |
1,296.25 |
1,140.25 |
156.00 |
12.2% |
17.75 |
1.4% |
92% |
True |
False |
737 |
60 |
1,296.25 |
1,140.25 |
156.00 |
12.2% |
18.50 |
1.4% |
92% |
True |
False |
515 |
80 |
1,296.25 |
1,057.50 |
238.75 |
18.6% |
22.25 |
1.7% |
95% |
True |
False |
392 |
100 |
1,296.25 |
1,057.50 |
238.75 |
18.6% |
20.75 |
1.6% |
95% |
True |
False |
316 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,381.25 |
2.618 |
1,348.50 |
1.618 |
1,328.50 |
1.000 |
1,316.25 |
0.618 |
1,308.50 |
HIGH |
1,296.25 |
0.618 |
1,288.50 |
0.500 |
1,286.25 |
0.382 |
1,284.00 |
LOW |
1,276.25 |
0.618 |
1,264.00 |
1.000 |
1,256.25 |
1.618 |
1,244.00 |
2.618 |
1,224.00 |
4.250 |
1,191.25 |
|
|
Fisher Pivots for day following 17-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
1,286.25 |
1,283.00 |
PP |
1,285.50 |
1,282.50 |
S1 |
1,284.50 |
1,282.00 |
|