Trading Metrics calculated at close of trading on 30-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2012 |
30-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
1,310.75 |
1,307.75 |
-3.00 |
-0.2% |
1,301.75 |
High |
1,313.50 |
1,307.75 |
-5.75 |
-0.4% |
1,324.00 |
Low |
1,301.50 |
1,291.25 |
-10.25 |
-0.8% |
1,296.00 |
Close |
1,307.00 |
1,303.25 |
-3.75 |
-0.3% |
1,307.00 |
Range |
12.00 |
16.50 |
4.50 |
37.5% |
28.00 |
ATR |
16.34 |
16.35 |
0.01 |
0.1% |
0.00 |
Volume |
12,081 |
1,073 |
-11,008 |
-91.1% |
31,599 |
|
Daily Pivots for day following 30-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,350.25 |
1,343.25 |
1,312.25 |
|
R3 |
1,333.75 |
1,326.75 |
1,307.75 |
|
R2 |
1,317.25 |
1,317.25 |
1,306.25 |
|
R1 |
1,310.25 |
1,310.25 |
1,304.75 |
1,305.50 |
PP |
1,300.75 |
1,300.75 |
1,300.75 |
1,298.50 |
S1 |
1,293.75 |
1,293.75 |
1,301.75 |
1,289.00 |
S2 |
1,284.25 |
1,284.25 |
1,300.25 |
|
S3 |
1,267.75 |
1,277.25 |
1,298.75 |
|
S4 |
1,251.25 |
1,260.75 |
1,294.25 |
|
|
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 |
1,291.25 |
32.75 |
2.5% |
16.00 |
1.2% |
37% |
False |
True |
5,442 |
10 |
1,324.00 |
1,276.25 |
47.75 |
3.7% |
14.75 |
1.1% |
57% |
False |
False |
3,955 |
20 |
1,324.00 |
1,245.00 |
79.00 |
6.1% |
14.00 |
1.1% |
74% |
False |
False |
2,638 |
40 |
1,324.00 |
1,190.00 |
134.00 |
10.3% |
16.75 |
1.3% |
85% |
False |
False |
1,681 |
60 |
1,324.00 |
1,140.25 |
183.75 |
14.1% |
17.25 |
1.3% |
89% |
False |
False |
1,161 |
80 |
1,324.00 |
1,095.75 |
228.25 |
17.5% |
19.25 |
1.5% |
91% |
False |
False |
875 |
100 |
1,324.00 |
1,057.50 |
266.50 |
20.4% |
21.25 |
1.6% |
92% |
False |
False |
703 |
120 |
1,324.00 |
1,057.50 |
266.50 |
20.4% |
18.75 |
1.4% |
92% |
False |
False |
588 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,378.00 |
2.618 |
1,351.00 |
1.618 |
1,334.50 |
1.000 |
1,324.25 |
0.618 |
1,318.00 |
HIGH |
1,307.75 |
0.618 |
1,301.50 |
0.500 |
1,299.50 |
0.382 |
1,297.50 |
LOW |
1,291.25 |
0.618 |
1,281.00 |
1.000 |
1,274.75 |
1.618 |
1,264.50 |
2.618 |
1,248.00 |
4.250 |
1,221.00 |
|
|
Fisher Pivots for day following 30-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
1,302.00 |
1,307.50 |
PP |
1,300.75 |
1,306.25 |
S1 |
1,299.50 |
1,304.75 |
|