Trading Metrics calculated at close of trading on 18-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2012 |
18-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
1,640.8 |
1,658.0 |
17.2 |
1.0% |
1,621.3 |
High |
1,672.2 |
1,667.0 |
-5.2 |
-0.3% |
1,668.5 |
Low |
1,639.8 |
1,649.9 |
10.1 |
0.6% |
1,611.9 |
Close |
1,661.4 |
1,665.7 |
4.3 |
0.3% |
1,636.6 |
Range |
32.4 |
17.1 |
-15.3 |
-47.2% |
56.6 |
ATR |
29.5 |
28.6 |
-0.9 |
-3.0% |
0.0 |
Volume |
8,684 |
8,670 |
-14 |
-0.2% |
22,542 |
|
Daily Pivots for day following 18-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,712.2 |
1,706.0 |
1,675.1 |
|
R3 |
1,695.1 |
1,688.9 |
1,670.4 |
|
R2 |
1,678.0 |
1,678.0 |
1,668.8 |
|
R1 |
1,671.8 |
1,671.8 |
1,667.3 |
1,674.9 |
PP |
1,660.9 |
1,660.9 |
1,660.9 |
1,662.4 |
S1 |
1,654.7 |
1,654.7 |
1,664.1 |
1,657.8 |
S2 |
1,643.8 |
1,643.8 |
1,662.6 |
|
S3 |
1,626.7 |
1,637.6 |
1,661.0 |
|
S4 |
1,609.6 |
1,620.5 |
1,656.3 |
|
|
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 |
1,672.2 |
1,632.3 |
39.9 |
2.4% |
21.5 |
1.3% |
84% |
False |
False |
6,515 |
10 |
1,672.2 |
1,599.5 |
72.7 |
4.4% |
22.8 |
1.4% |
91% |
False |
False |
6,065 |
20 |
1,672.2 |
1,528.6 |
143.6 |
8.6% |
23.8 |
1.4% |
95% |
False |
False |
3,776 |
40 |
1,772.0 |
1,528.6 |
243.4 |
14.6% |
29.2 |
1.8% |
56% |
False |
False |
3,050 |
60 |
1,808.5 |
1,528.6 |
279.9 |
16.8% |
30.2 |
1.8% |
49% |
False |
False |
2,292 |
80 |
1,808.5 |
1,528.6 |
279.9 |
16.8% |
33.0 |
2.0% |
49% |
False |
False |
1,830 |
100 |
1,928.3 |
1,528.6 |
399.7 |
24.0% |
35.4 |
2.1% |
34% |
False |
False |
1,543 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,739.7 |
2.618 |
1,711.8 |
1.618 |
1,694.7 |
1.000 |
1,684.1 |
0.618 |
1,677.6 |
HIGH |
1,667.0 |
0.618 |
1,660.5 |
0.500 |
1,658.5 |
0.382 |
1,656.4 |
LOW |
1,649.9 |
0.618 |
1,639.3 |
1.000 |
1,632.8 |
1.618 |
1,622.2 |
2.618 |
1,605.1 |
4.250 |
1,577.2 |
|
|
Fisher Pivots for day following 18-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
1,663.3 |
1,661.2 |
PP |
1,660.9 |
1,656.7 |
S1 |
1,658.5 |
1,652.3 |
|