Trading Metrics calculated at close of trading on 13-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2012 |
13-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
1,648.5 |
1,655.6 |
7.1 |
0.4% |
1,621.3 |
High |
1,668.5 |
1,656.0 |
-12.5 |
-0.7% |
1,668.5 |
Low |
1,648.5 |
1,632.3 |
-16.2 |
-1.0% |
1,611.9 |
Close |
1,653.8 |
1,636.6 |
-17.2 |
-1.0% |
1,636.6 |
Range |
20.0 |
23.7 |
3.7 |
18.5% |
56.6 |
ATR |
29.4 |
29.0 |
-0.4 |
-1.4% |
0.0 |
Volume |
4,697 |
4,638 |
-59 |
-1.3% |
22,542 |
|
Daily Pivots for day following 13-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,712.7 |
1,698.4 |
1,649.6 |
|
R3 |
1,689.0 |
1,674.7 |
1,643.1 |
|
R2 |
1,665.3 |
1,665.3 |
1,640.9 |
|
R1 |
1,651.0 |
1,651.0 |
1,638.8 |
1,646.3 |
PP |
1,641.6 |
1,641.6 |
1,641.6 |
1,639.3 |
S1 |
1,627.3 |
1,627.3 |
1,634.4 |
1,622.6 |
S2 |
1,617.9 |
1,617.9 |
1,632.3 |
|
S3 |
1,594.2 |
1,603.6 |
1,630.1 |
|
S4 |
1,570.5 |
1,579.9 |
1,623.6 |
|
|
Weekly Pivots for week ending 13-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,808.8 |
1,779.3 |
1,667.7 |
|
R3 |
1,752.2 |
1,722.7 |
1,652.2 |
|
R2 |
1,695.6 |
1,695.6 |
1,647.0 |
|
R1 |
1,666.1 |
1,666.1 |
1,641.8 |
1,680.9 |
PP |
1,639.0 |
1,639.0 |
1,639.0 |
1,646.4 |
S1 |
1,609.5 |
1,609.5 |
1,631.4 |
1,624.3 |
S2 |
1,582.4 |
1,582.4 |
1,626.2 |
|
S3 |
1,525.8 |
1,552.9 |
1,621.0 |
|
S4 |
1,469.2 |
1,496.3 |
1,605.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,668.5 |
1,611.9 |
56.6 |
3.5% |
20.9 |
1.3% |
44% |
False |
False |
4,508 |
10 |
1,668.5 |
1,556.0 |
112.5 |
6.9% |
24.4 |
1.5% |
72% |
False |
False |
4,665 |
20 |
1,668.5 |
1,528.6 |
139.9 |
8.5% |
24.4 |
1.5% |
77% |
False |
False |
3,148 |
40 |
1,788.9 |
1,528.6 |
260.3 |
15.9% |
30.0 |
1.8% |
41% |
False |
False |
2,679 |
60 |
1,808.5 |
1,528.6 |
279.9 |
17.1% |
30.2 |
1.8% |
39% |
False |
False |
2,037 |
80 |
1,820.0 |
1,528.6 |
291.4 |
17.8% |
33.4 |
2.0% |
37% |
False |
False |
1,622 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,756.7 |
2.618 |
1,718.0 |
1.618 |
1,694.3 |
1.000 |
1,679.7 |
0.618 |
1,670.6 |
HIGH |
1,656.0 |
0.618 |
1,646.9 |
0.500 |
1,644.2 |
0.382 |
1,641.4 |
LOW |
1,632.3 |
0.618 |
1,617.7 |
1.000 |
1,608.6 |
1.618 |
1,594.0 |
2.618 |
1,570.3 |
4.250 |
1,531.6 |
|
|
Fisher Pivots for day following 13-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
1,644.2 |
1,650.4 |
PP |
1,641.6 |
1,645.8 |
S1 |
1,639.1 |
1,641.2 |
|