Trading Metrics calculated at close of trading on 27-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2012 |
27-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
1,314.50 |
1,310.75 |
-3.75 |
-0.3% |
1,301.75 |
High |
1,324.00 |
1,313.50 |
-10.50 |
-0.8% |
1,324.00 |
Low |
1,303.75 |
1,301.50 |
-2.25 |
-0.2% |
1,296.00 |
Close |
1,309.50 |
1,307.00 |
-2.50 |
-0.2% |
1,307.00 |
Range |
20.25 |
12.00 |
-8.25 |
-40.7% |
28.00 |
ATR |
16.68 |
16.34 |
-0.33 |
-2.0% |
0.00 |
Volume |
2,648 |
12,081 |
9,433 |
356.2% |
31,599 |
|
Daily Pivots for day following 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,343.25 |
1,337.25 |
1,313.50 |
|
R3 |
1,331.25 |
1,325.25 |
1,310.25 |
|
R2 |
1,319.25 |
1,319.25 |
1,309.25 |
|
R1 |
1,313.25 |
1,313.25 |
1,308.00 |
1,310.25 |
PP |
1,307.25 |
1,307.25 |
1,307.25 |
1,306.00 |
S1 |
1,301.25 |
1,301.25 |
1,306.00 |
1,298.25 |
S2 |
1,295.25 |
1,295.25 |
1,304.75 |
|
S3 |
1,283.25 |
1,289.25 |
1,303.75 |
|
S4 |
1,271.25 |
1,277.25 |
1,300.50 |
|
|
Weekly Pivots for week ending 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,393.00 |
1,378.00 |
1,322.50 |
|
R3 |
1,365.00 |
1,350.00 |
1,314.75 |
|
R2 |
1,337.00 |
1,337.00 |
1,312.25 |
|
R1 |
1,322.00 |
1,322.00 |
1,309.50 |
1,329.50 |
PP |
1,309.00 |
1,309.00 |
1,309.00 |
1,312.75 |
S1 |
1,294.00 |
1,294.00 |
1,304.50 |
1,301.50 |
S2 |
1,281.00 |
1,281.00 |
1,301.75 |
|
S3 |
1,253.00 |
1,266.00 |
1,299.25 |
|
S4 |
1,225.00 |
1,238.00 |
1,291.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,324.00 |
1,296.00 |
28.00 |
2.1% |
15.25 |
1.2% |
39% |
False |
False |
6,319 |
10 |
1,324.00 |
1,267.50 |
56.50 |
4.3% |
15.25 |
1.2% |
70% |
False |
False |
3,984 |
20 |
1,324.00 |
1,240.25 |
83.75 |
6.4% |
13.75 |
1.1% |
80% |
False |
False |
2,626 |
40 |
1,324.00 |
1,179.00 |
145.00 |
11.1% |
17.75 |
1.4% |
88% |
False |
False |
1,654 |
60 |
1,324.00 |
1,140.25 |
183.75 |
14.1% |
17.25 |
1.3% |
91% |
False |
False |
1,144 |
80 |
1,324.00 |
1,057.50 |
266.50 |
20.4% |
19.75 |
1.5% |
94% |
False |
False |
863 |
100 |
1,324.00 |
1,057.50 |
266.50 |
20.4% |
21.25 |
1.6% |
94% |
False |
False |
693 |
120 |
1,324.00 |
1,057.50 |
266.50 |
20.4% |
18.75 |
1.4% |
94% |
False |
False |
579 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,364.50 |
2.618 |
1,345.00 |
1.618 |
1,333.00 |
1.000 |
1,325.50 |
0.618 |
1,321.00 |
HIGH |
1,313.50 |
0.618 |
1,309.00 |
0.500 |
1,307.50 |
0.382 |
1,306.00 |
LOW |
1,301.50 |
0.618 |
1,294.00 |
1.000 |
1,289.50 |
1.618 |
1,282.00 |
2.618 |
1,270.00 |
4.250 |
1,250.50 |
|
|
Fisher Pivots for day following 27-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
1,307.50 |
1,310.75 |
PP |
1,307.25 |
1,309.50 |
S1 |
1,307.25 |
1,308.25 |
|