Trading Metrics calculated at close of trading on 18-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2012 |
18-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
1,279.25 |
1,285.25 |
6.00 |
0.5% |
1,262.50 |
High |
1,296.25 |
1,298.25 |
2.00 |
0.2% |
1,291.50 |
Low |
1,276.25 |
1,281.25 |
5.00 |
0.4% |
1,262.50 |
Close |
1,283.75 |
1,296.50 |
12.75 |
1.0% |
1,283.25 |
Range |
20.00 |
17.00 |
-3.00 |
-15.0% |
29.00 |
ATR |
18.16 |
18.08 |
-0.08 |
-0.5% |
0.00 |
Volume |
655 |
1,582 |
927 |
141.5% |
7,816 |
|
Daily Pivots for day following 18-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,343.00 |
1,336.75 |
1,305.75 |
|
R3 |
1,326.00 |
1,319.75 |
1,301.25 |
|
R2 |
1,309.00 |
1,309.00 |
1,299.50 |
|
R1 |
1,302.75 |
1,302.75 |
1,298.00 |
1,306.00 |
PP |
1,292.00 |
1,292.00 |
1,292.00 |
1,293.50 |
S1 |
1,285.75 |
1,285.75 |
1,295.00 |
1,289.00 |
S2 |
1,275.00 |
1,275.00 |
1,293.50 |
|
S3 |
1,258.00 |
1,268.75 |
1,291.75 |
|
S4 |
1,241.00 |
1,251.75 |
1,287.25 |
|
|
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 |
1,298.25 |
1,267.50 |
30.75 |
2.4% |
16.50 |
1.3% |
94% |
True |
False |
1,505 |
10 |
1,298.25 |
1,255.25 |
43.00 |
3.3% |
15.25 |
1.2% |
96% |
True |
False |
1,352 |
20 |
1,298.25 |
1,190.00 |
108.25 |
8.3% |
16.25 |
1.3% |
98% |
True |
False |
1,339 |
40 |
1,298.25 |
1,140.25 |
158.00 |
12.2% |
17.75 |
1.4% |
99% |
True |
False |
776 |
60 |
1,298.25 |
1,140.25 |
158.00 |
12.2% |
18.50 |
1.4% |
99% |
True |
False |
542 |
80 |
1,298.25 |
1,057.50 |
240.75 |
18.6% |
21.75 |
1.7% |
99% |
True |
False |
411 |
100 |
1,298.25 |
1,057.50 |
240.75 |
18.6% |
21.00 |
1.6% |
99% |
True |
False |
331 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,370.50 |
2.618 |
1,342.75 |
1.618 |
1,325.75 |
1.000 |
1,315.25 |
0.618 |
1,308.75 |
HIGH |
1,298.25 |
0.618 |
1,291.75 |
0.500 |
1,289.75 |
0.382 |
1,287.75 |
LOW |
1,281.25 |
0.618 |
1,270.75 |
1.000 |
1,264.25 |
1.618 |
1,253.75 |
2.618 |
1,236.75 |
4.250 |
1,209.00 |
|
|
Fisher Pivots for day following 18-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
1,294.25 |
1,292.00 |
PP |
1,292.00 |
1,287.50 |
S1 |
1,289.75 |
1,283.00 |
|