Trading Metrics calculated at close of trading on 31-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2012 |
31-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
1,307.75 |
1,304.00 |
-3.75 |
-0.3% |
1,301.75 |
High |
1,307.75 |
1,311.75 |
4.00 |
0.3% |
1,324.00 |
Low |
1,291.25 |
1,296.50 |
5.25 |
0.4% |
1,296.00 |
Close |
1,303.25 |
1,302.50 |
-0.75 |
-0.1% |
1,307.00 |
Range |
16.50 |
15.25 |
-1.25 |
-7.6% |
28.00 |
ATR |
16.35 |
16.27 |
-0.08 |
-0.5% |
0.00 |
Volume |
1,073 |
7,296 |
6,223 |
580.0% |
31,599 |
|
Daily Pivots for day following 31-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,349.25 |
1,341.25 |
1,311.00 |
|
R3 |
1,334.00 |
1,326.00 |
1,306.75 |
|
R2 |
1,318.75 |
1,318.75 |
1,305.25 |
|
R1 |
1,310.75 |
1,310.75 |
1,304.00 |
1,307.00 |
PP |
1,303.50 |
1,303.50 |
1,303.50 |
1,301.75 |
S1 |
1,295.50 |
1,295.50 |
1,301.00 |
1,292.00 |
S2 |
1,288.25 |
1,288.25 |
1,299.75 |
|
S3 |
1,273.00 |
1,280.25 |
1,298.25 |
|
S4 |
1,257.75 |
1,265.00 |
1,294.00 |
|
|
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% |
17.00 |
1.3% |
34% |
False |
False |
6,844 |
10 |
1,324.00 |
1,281.25 |
42.75 |
3.3% |
14.25 |
1.1% |
50% |
False |
False |
4,619 |
20 |
1,324.00 |
1,255.25 |
68.75 |
5.3% |
14.25 |
1.1% |
69% |
False |
False |
2,921 |
40 |
1,324.00 |
1,190.00 |
134.00 |
10.3% |
17.00 |
1.3% |
84% |
False |
False |
1,850 |
60 |
1,324.00 |
1,140.25 |
183.75 |
14.1% |
17.25 |
1.3% |
88% |
False |
False |
1,283 |
80 |
1,324.00 |
1,118.75 |
205.25 |
15.8% |
19.00 |
1.5% |
90% |
False |
False |
966 |
100 |
1,324.00 |
1,057.50 |
266.50 |
20.5% |
21.50 |
1.6% |
92% |
False |
False |
776 |
120 |
1,324.00 |
1,057.50 |
266.50 |
20.5% |
19.00 |
1.5% |
92% |
False |
False |
648 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,376.50 |
2.618 |
1,351.75 |
1.618 |
1,336.50 |
1.000 |
1,327.00 |
0.618 |
1,321.25 |
HIGH |
1,311.75 |
0.618 |
1,306.00 |
0.500 |
1,304.00 |
0.382 |
1,302.25 |
LOW |
1,296.50 |
0.618 |
1,287.00 |
1.000 |
1,281.25 |
1.618 |
1,271.75 |
2.618 |
1,256.50 |
4.250 |
1,231.75 |
|
|
Fisher Pivots for day following 31-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
1,304.00 |
1,302.50 |
PP |
1,303.50 |
1,302.50 |
S1 |
1,303.00 |
1,302.50 |
|