Trading Metrics calculated at close of trading on 23-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2012 |
23-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
1,660.5 |
1,670.3 |
9.8 |
0.6% |
1,640.8 |
High |
1,672.5 |
1,686.9 |
14.4 |
0.9% |
1,674.2 |
Low |
1,651.4 |
1,669.4 |
18.0 |
1.1% |
1,639.8 |
Close |
1,669.7 |
1,684.1 |
14.4 |
0.9% |
1,669.7 |
Range |
21.1 |
17.5 |
-3.6 |
-17.1% |
34.4 |
ATR |
27.4 |
26.7 |
-0.7 |
-2.6% |
0.0 |
Volume |
9,885 |
4,351 |
-5,534 |
-56.0% |
33,312 |
|
Daily Pivots for day following 23-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,732.6 |
1,725.9 |
1,693.7 |
|
R3 |
1,715.1 |
1,708.4 |
1,688.9 |
|
R2 |
1,697.6 |
1,697.6 |
1,687.3 |
|
R1 |
1,690.9 |
1,690.9 |
1,685.7 |
1,694.3 |
PP |
1,680.1 |
1,680.1 |
1,680.1 |
1,681.8 |
S1 |
1,673.4 |
1,673.4 |
1,682.5 |
1,676.8 |
S2 |
1,662.6 |
1,662.6 |
1,680.9 |
|
S3 |
1,645.1 |
1,655.9 |
1,679.3 |
|
S4 |
1,627.6 |
1,638.4 |
1,674.5 |
|
|
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 |
1,686.9 |
1,639.8 |
47.1 |
2.8% |
21.4 |
1.3% |
94% |
True |
False |
7,532 |
10 |
1,686.9 |
1,611.9 |
75.0 |
4.5% |
21.1 |
1.3% |
96% |
True |
False |
6,020 |
20 |
1,686.9 |
1,528.6 |
158.3 |
9.4% |
23.0 |
1.4% |
98% |
True |
False |
4,470 |
40 |
1,772.0 |
1,528.6 |
243.4 |
14.5% |
28.0 |
1.7% |
64% |
False |
False |
3,399 |
60 |
1,808.5 |
1,528.6 |
279.9 |
16.6% |
29.4 |
1.7% |
56% |
False |
False |
2,609 |
80 |
1,808.5 |
1,528.6 |
279.9 |
16.6% |
30.0 |
1.8% |
56% |
False |
False |
2,059 |
100 |
1,928.3 |
1,528.6 |
399.7 |
23.7% |
34.2 |
2.0% |
39% |
False |
False |
1,736 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,761.3 |
2.618 |
1,732.7 |
1.618 |
1,715.2 |
1.000 |
1,704.4 |
0.618 |
1,697.7 |
HIGH |
1,686.9 |
0.618 |
1,680.2 |
0.500 |
1,678.2 |
0.382 |
1,676.1 |
LOW |
1,669.4 |
0.618 |
1,658.6 |
1.000 |
1,651.9 |
1.618 |
1,641.1 |
2.618 |
1,623.6 |
4.250 |
1,595.0 |
|
|
Fisher Pivots for day following 23-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
1,682.1 |
1,679.1 |
PP |
1,680.1 |
1,674.1 |
S1 |
1,678.2 |
1,669.2 |
|