Trading Metrics calculated at close of trading on 25-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2012 |
25-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
1,684.9 |
1,671.9 |
-13.0 |
-0.8% |
1,640.8 |
High |
1,685.4 |
1,718.7 |
33.3 |
2.0% |
1,674.2 |
Low |
1,668.0 |
1,656.5 |
-11.5 |
-0.7% |
1,639.8 |
Close |
1,670.2 |
1,705.9 |
35.7 |
2.1% |
1,669.7 |
Range |
17.4 |
62.2 |
44.8 |
257.5% |
34.4 |
ATR |
26.0 |
28.6 |
2.6 |
9.9% |
0.0 |
Volume |
4,686 |
4,168 |
-518 |
-11.1% |
33,312 |
|
Daily Pivots for day following 25-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,880.3 |
1,855.3 |
1,740.1 |
|
R3 |
1,818.1 |
1,793.1 |
1,723.0 |
|
R2 |
1,755.9 |
1,755.9 |
1,717.3 |
|
R1 |
1,730.9 |
1,730.9 |
1,711.6 |
1,743.4 |
PP |
1,693.7 |
1,693.7 |
1,693.7 |
1,700.0 |
S1 |
1,668.7 |
1,668.7 |
1,700.2 |
1,681.2 |
S2 |
1,631.5 |
1,631.5 |
1,694.5 |
|
S3 |
1,569.3 |
1,606.5 |
1,688.8 |
|
S4 |
1,507.1 |
1,544.3 |
1,671.7 |
|
|
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 |
1,718.7 |
1,651.4 |
67.3 |
3.9% |
27.4 |
1.6% |
81% |
True |
False |
5,832 |
10 |
1,718.7 |
1,632.3 |
86.4 |
5.1% |
24.5 |
1.4% |
85% |
True |
False |
6,174 |
20 |
1,718.7 |
1,528.6 |
190.1 |
11.1% |
25.7 |
1.5% |
93% |
True |
False |
4,794 |
40 |
1,772.0 |
1,528.6 |
243.4 |
14.3% |
28.7 |
1.7% |
73% |
False |
False |
3,535 |
60 |
1,808.5 |
1,528.6 |
279.9 |
16.4% |
29.6 |
1.7% |
63% |
False |
False |
2,726 |
80 |
1,808.5 |
1,528.6 |
279.9 |
16.4% |
30.0 |
1.8% |
63% |
False |
False |
2,163 |
100 |
1,928.3 |
1,528.6 |
399.7 |
23.4% |
34.4 |
2.0% |
44% |
False |
False |
1,818 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,983.1 |
2.618 |
1,881.5 |
1.618 |
1,819.3 |
1.000 |
1,780.9 |
0.618 |
1,757.1 |
HIGH |
1,718.7 |
0.618 |
1,694.9 |
0.500 |
1,687.6 |
0.382 |
1,680.3 |
LOW |
1,656.5 |
0.618 |
1,618.1 |
1.000 |
1,594.3 |
1.618 |
1,555.9 |
2.618 |
1,493.7 |
4.250 |
1,392.2 |
|
|
Fisher Pivots for day following 25-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
1,699.8 |
1,699.8 |
PP |
1,693.7 |
1,693.7 |
S1 |
1,687.6 |
1,687.6 |
|