Trading Metrics calculated at close of trading on 23-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2012 |
23-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
1,305.00 |
1,301.75 |
-3.25 |
-0.2% |
1,279.25 |
High |
1,306.00 |
1,312.50 |
6.50 |
0.5% |
1,306.00 |
Low |
1,299.25 |
1,300.00 |
0.75 |
0.1% |
1,276.25 |
Close |
1,305.25 |
1,305.50 |
0.25 |
0.0% |
1,305.25 |
Range |
6.75 |
12.50 |
5.75 |
85.2% |
29.75 |
ATR |
16.80 |
16.49 |
-0.31 |
-1.8% |
0.00 |
Volume |
2,635 |
5,461 |
2,826 |
107.2% |
6,878 |
|
Daily Pivots for day following 23-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,343.50 |
1,337.00 |
1,312.50 |
|
R3 |
1,331.00 |
1,324.50 |
1,309.00 |
|
R2 |
1,318.50 |
1,318.50 |
1,307.75 |
|
R1 |
1,312.00 |
1,312.00 |
1,306.75 |
1,315.25 |
PP |
1,306.00 |
1,306.00 |
1,306.00 |
1,307.50 |
S1 |
1,299.50 |
1,299.50 |
1,304.25 |
1,302.75 |
S2 |
1,293.50 |
1,293.50 |
1,303.25 |
|
S3 |
1,281.00 |
1,287.00 |
1,302.00 |
|
S4 |
1,268.50 |
1,274.50 |
1,298.50 |
|
|
Weekly Pivots for week ending 20-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,385.00 |
1,375.00 |
1,321.50 |
|
R3 |
1,355.25 |
1,345.25 |
1,313.50 |
|
R2 |
1,325.50 |
1,325.50 |
1,310.75 |
|
R1 |
1,315.50 |
1,315.50 |
1,308.00 |
1,320.50 |
PP |
1,295.75 |
1,295.75 |
1,295.75 |
1,298.50 |
S1 |
1,285.75 |
1,285.75 |
1,302.50 |
1,290.75 |
S2 |
1,266.00 |
1,266.00 |
1,299.75 |
|
S3 |
1,236.25 |
1,256.00 |
1,297.00 |
|
S4 |
1,206.50 |
1,226.25 |
1,289.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,312.50 |
1,276.25 |
36.25 |
2.8% |
13.50 |
1.0% |
81% |
True |
False |
2,467 |
10 |
1,312.50 |
1,262.50 |
50.00 |
3.8% |
14.00 |
1.1% |
86% |
True |
False |
2,015 |
20 |
1,312.50 |
1,226.75 |
85.75 |
6.6% |
13.50 |
1.0% |
92% |
True |
False |
1,624 |
40 |
1,312.50 |
1,140.25 |
172.25 |
13.2% |
17.75 |
1.4% |
96% |
True |
False |
1,028 |
60 |
1,312.50 |
1,140.25 |
172.25 |
13.2% |
18.00 |
1.4% |
96% |
True |
False |
710 |
80 |
1,312.50 |
1,057.50 |
255.00 |
19.5% |
20.75 |
1.6% |
97% |
True |
False |
536 |
100 |
1,312.50 |
1,057.50 |
255.00 |
19.5% |
20.75 |
1.6% |
97% |
True |
False |
432 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,365.50 |
2.618 |
1,345.25 |
1.618 |
1,332.75 |
1.000 |
1,325.00 |
0.618 |
1,320.25 |
HIGH |
1,312.50 |
0.618 |
1,307.75 |
0.500 |
1,306.25 |
0.382 |
1,304.75 |
LOW |
1,300.00 |
0.618 |
1,292.25 |
1.000 |
1,287.50 |
1.618 |
1,279.75 |
2.618 |
1,267.25 |
4.250 |
1,247.00 |
|
|
Fisher Pivots for day following 23-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
1,306.25 |
1,304.75 |
PP |
1,306.00 |
1,304.25 |
S1 |
1,305.75 |
1,303.50 |
|