Trading Metrics calculated at close of trading on 20-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2012 |
20-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
1,663.2 |
1,660.5 |
-2.7 |
-0.2% |
1,640.8 |
High |
1,674.2 |
1,672.5 |
-1.7 |
-0.1% |
1,674.2 |
Low |
1,655.3 |
1,651.4 |
-3.9 |
-0.2% |
1,639.8 |
Close |
1,660.1 |
1,669.7 |
9.6 |
0.6% |
1,669.7 |
Range |
18.9 |
21.1 |
2.2 |
11.6% |
34.4 |
ATR |
27.9 |
27.4 |
-0.5 |
-1.7% |
0.0 |
Volume |
6,073 |
9,885 |
3,812 |
62.8% |
33,312 |
|
Daily Pivots for day following 20-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,727.8 |
1,719.9 |
1,681.3 |
|
R3 |
1,706.7 |
1,698.8 |
1,675.5 |
|
R2 |
1,685.6 |
1,685.6 |
1,673.6 |
|
R1 |
1,677.7 |
1,677.7 |
1,671.6 |
1,681.7 |
PP |
1,664.5 |
1,664.5 |
1,664.5 |
1,666.5 |
S1 |
1,656.6 |
1,656.6 |
1,667.8 |
1,660.6 |
S2 |
1,643.4 |
1,643.4 |
1,665.8 |
|
S3 |
1,622.3 |
1,635.5 |
1,663.9 |
|
S4 |
1,601.2 |
1,614.4 |
1,658.1 |
|
|
Weekly Pivots for week ending 20-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,764.4 |
1,751.5 |
1,688.6 |
|
R3 |
1,730.0 |
1,717.1 |
1,679.2 |
|
R2 |
1,695.6 |
1,695.6 |
1,676.0 |
|
R1 |
1,682.7 |
1,682.7 |
1,672.9 |
1,689.2 |
PP |
1,661.2 |
1,661.2 |
1,661.2 |
1,664.5 |
S1 |
1,648.3 |
1,648.3 |
1,666.5 |
1,654.8 |
S2 |
1,626.8 |
1,626.8 |
1,663.4 |
|
S3 |
1,592.4 |
1,613.9 |
1,660.2 |
|
S4 |
1,558.0 |
1,579.5 |
1,650.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,674.2 |
1,632.3 |
41.9 |
2.5% |
22.6 |
1.4% |
89% |
False |
False |
7,590 |
10 |
1,674.2 |
1,611.9 |
62.3 |
3.7% |
21.4 |
1.3% |
93% |
False |
False |
6,197 |
20 |
1,674.2 |
1,528.6 |
145.6 |
8.7% |
23.6 |
1.4% |
97% |
False |
False |
4,370 |
40 |
1,772.0 |
1,528.6 |
243.4 |
14.6% |
28.3 |
1.7% |
58% |
False |
False |
3,373 |
60 |
1,808.5 |
1,528.6 |
279.9 |
16.8% |
30.0 |
1.8% |
50% |
False |
False |
2,545 |
80 |
1,808.5 |
1,528.6 |
279.9 |
16.8% |
30.5 |
1.8% |
50% |
False |
False |
2,011 |
100 |
1,928.3 |
1,528.6 |
399.7 |
23.9% |
34.6 |
2.1% |
35% |
False |
False |
1,694 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,762.2 |
2.618 |
1,727.7 |
1.618 |
1,706.6 |
1.000 |
1,693.6 |
0.618 |
1,685.5 |
HIGH |
1,672.5 |
0.618 |
1,664.4 |
0.500 |
1,662.0 |
0.382 |
1,659.5 |
LOW |
1,651.4 |
0.618 |
1,638.4 |
1.000 |
1,630.3 |
1.618 |
1,617.3 |
2.618 |
1,596.2 |
4.250 |
1,561.7 |
|
|
Fisher Pivots for day following 20-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
1,667.1 |
1,667.2 |
PP |
1,664.5 |
1,664.6 |
S1 |
1,662.0 |
1,662.1 |
|