Trading Metrics calculated at close of trading on 24-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2012 |
24-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
1,670.3 |
1,684.9 |
14.6 |
0.9% |
1,640.8 |
High |
1,686.9 |
1,685.4 |
-1.5 |
-0.1% |
1,674.2 |
Low |
1,669.4 |
1,668.0 |
-1.4 |
-0.1% |
1,639.8 |
Close |
1,684.1 |
1,670.2 |
-13.9 |
-0.8% |
1,669.7 |
Range |
17.5 |
17.4 |
-0.1 |
-0.6% |
34.4 |
ATR |
26.7 |
26.0 |
-0.7 |
-2.5% |
0.0 |
Volume |
4,351 |
4,686 |
335 |
7.7% |
33,312 |
|
Daily Pivots for day following 24-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,726.7 |
1,715.9 |
1,679.8 |
|
R3 |
1,709.3 |
1,698.5 |
1,675.0 |
|
R2 |
1,691.9 |
1,691.9 |
1,673.4 |
|
R1 |
1,681.1 |
1,681.1 |
1,671.8 |
1,677.8 |
PP |
1,674.5 |
1,674.5 |
1,674.5 |
1,672.9 |
S1 |
1,663.7 |
1,663.7 |
1,668.6 |
1,660.4 |
S2 |
1,657.1 |
1,657.1 |
1,667.0 |
|
S3 |
1,639.7 |
1,646.3 |
1,665.4 |
|
S4 |
1,622.3 |
1,628.9 |
1,660.6 |
|
|
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 |
1,649.9 |
37.0 |
2.2% |
18.4 |
1.1% |
55% |
False |
False |
6,733 |
10 |
1,686.9 |
1,618.2 |
68.7 |
4.1% |
21.1 |
1.3% |
76% |
False |
False |
6,183 |
20 |
1,686.9 |
1,528.6 |
158.3 |
9.5% |
23.1 |
1.4% |
89% |
False |
False |
4,626 |
40 |
1,772.0 |
1,528.6 |
243.4 |
14.6% |
27.7 |
1.7% |
58% |
False |
False |
3,488 |
60 |
1,808.5 |
1,528.6 |
279.9 |
16.8% |
29.2 |
1.7% |
51% |
False |
False |
2,674 |
80 |
1,808.5 |
1,528.6 |
279.9 |
16.8% |
29.7 |
1.8% |
51% |
False |
False |
2,114 |
100 |
1,928.3 |
1,528.6 |
399.7 |
23.9% |
33.9 |
2.0% |
35% |
False |
False |
1,779 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,759.4 |
2.618 |
1,731.0 |
1.618 |
1,713.6 |
1.000 |
1,702.8 |
0.618 |
1,696.2 |
HIGH |
1,685.4 |
0.618 |
1,678.8 |
0.500 |
1,676.7 |
0.382 |
1,674.6 |
LOW |
1,668.0 |
0.618 |
1,657.2 |
1.000 |
1,650.6 |
1.618 |
1,639.8 |
2.618 |
1,622.4 |
4.250 |
1,594.1 |
|
|
Fisher Pivots for day following 24-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
1,676.7 |
1,669.9 |
PP |
1,674.5 |
1,669.5 |
S1 |
1,672.4 |
1,669.2 |
|