Trading Metrics calculated at close of trading on 25-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2012 |
25-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
1,304.50 |
1,307.75 |
3.25 |
0.2% |
1,279.25 |
High |
1,306.00 |
1,318.75 |
12.75 |
1.0% |
1,306.00 |
Low |
1,296.00 |
1,297.50 |
1.50 |
0.1% |
1,276.25 |
Close |
1,305.75 |
1,314.50 |
8.75 |
0.7% |
1,305.25 |
Range |
10.00 |
21.25 |
11.25 |
112.5% |
29.75 |
ATR |
16.03 |
16.40 |
0.37 |
2.3% |
0.00 |
Volume |
287 |
11,122 |
10,835 |
3,775.3% |
6,878 |
|
Daily Pivots for day following 25-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,374.00 |
1,365.50 |
1,326.25 |
|
R3 |
1,352.75 |
1,344.25 |
1,320.25 |
|
R2 |
1,331.50 |
1,331.50 |
1,318.50 |
|
R1 |
1,323.00 |
1,323.00 |
1,316.50 |
1,327.25 |
PP |
1,310.25 |
1,310.25 |
1,310.25 |
1,312.50 |
S1 |
1,301.75 |
1,301.75 |
1,312.50 |
1,306.00 |
S2 |
1,289.00 |
1,289.00 |
1,310.50 |
|
S3 |
1,267.75 |
1,280.50 |
1,308.75 |
|
S4 |
1,246.50 |
1,259.25 |
1,302.75 |
|
|
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 |
1,318.75 |
1,294.50 |
24.25 |
1.8% |
12.25 |
0.9% |
82% |
True |
False |
4,302 |
10 |
1,318.75 |
1,267.50 |
51.25 |
3.9% |
14.50 |
1.1% |
92% |
True |
False |
2,903 |
20 |
1,318.75 |
1,237.75 |
81.00 |
6.2% |
13.50 |
1.0% |
95% |
True |
False |
1,989 |
40 |
1,318.75 |
1,161.00 |
157.75 |
12.0% |
18.00 |
1.4% |
97% |
True |
False |
1,312 |
60 |
1,318.75 |
1,140.25 |
178.50 |
13.6% |
17.25 |
1.3% |
98% |
True |
False |
900 |
80 |
1,318.75 |
1,057.50 |
261.25 |
19.9% |
20.25 |
1.5% |
98% |
True |
False |
679 |
100 |
1,318.75 |
1,057.50 |
261.25 |
19.9% |
21.00 |
1.6% |
98% |
True |
False |
546 |
120 |
1,318.75 |
1,057.50 |
261.25 |
19.9% |
19.00 |
1.5% |
98% |
True |
False |
457 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,409.00 |
2.618 |
1,374.50 |
1.618 |
1,353.25 |
1.000 |
1,340.00 |
0.618 |
1,332.00 |
HIGH |
1,318.75 |
0.618 |
1,310.75 |
0.500 |
1,308.00 |
0.382 |
1,305.50 |
LOW |
1,297.50 |
0.618 |
1,284.25 |
1.000 |
1,276.25 |
1.618 |
1,263.00 |
2.618 |
1,241.75 |
4.250 |
1,207.25 |
|
|
Fisher Pivots for day following 25-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
1,312.50 |
1,312.00 |
PP |
1,310.25 |
1,309.75 |
S1 |
1,308.00 |
1,307.50 |
|