Trading Metrics calculated at close of trading on 26-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2012 |
26-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
1,671.9 |
1,716.2 |
44.3 |
2.6% |
1,640.8 |
High |
1,718.7 |
1,736.2 |
17.5 |
1.0% |
1,674.2 |
Low |
1,656.5 |
1,711.0 |
54.5 |
3.3% |
1,639.8 |
Close |
1,705.9 |
1,732.9 |
27.0 |
1.6% |
1,669.7 |
Range |
62.2 |
25.2 |
-37.0 |
-59.5% |
34.4 |
ATR |
28.6 |
28.7 |
0.1 |
0.4% |
0.0 |
Volume |
4,168 |
6,410 |
2,242 |
53.8% |
33,312 |
|
Daily Pivots for day following 26-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,802.3 |
1,792.8 |
1,746.8 |
|
R3 |
1,777.1 |
1,767.6 |
1,739.8 |
|
R2 |
1,751.9 |
1,751.9 |
1,737.5 |
|
R1 |
1,742.4 |
1,742.4 |
1,735.2 |
1,747.2 |
PP |
1,726.7 |
1,726.7 |
1,726.7 |
1,729.1 |
S1 |
1,717.2 |
1,717.2 |
1,730.6 |
1,722.0 |
S2 |
1,701.5 |
1,701.5 |
1,728.3 |
|
S3 |
1,676.3 |
1,692.0 |
1,726.0 |
|
S4 |
1,651.1 |
1,666.8 |
1,719.0 |
|
|
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 |
1,736.2 |
1,651.4 |
84.8 |
4.9% |
28.7 |
1.7% |
96% |
True |
False |
5,900 |
10 |
1,736.2 |
1,632.3 |
103.9 |
6.0% |
25.6 |
1.5% |
97% |
True |
False |
6,226 |
20 |
1,736.2 |
1,528.6 |
207.6 |
12.0% |
26.6 |
1.5% |
98% |
True |
False |
5,067 |
40 |
1,772.0 |
1,528.6 |
243.4 |
14.0% |
28.6 |
1.7% |
84% |
False |
False |
3,669 |
60 |
1,808.5 |
1,528.6 |
279.9 |
16.2% |
29.7 |
1.7% |
73% |
False |
False |
2,830 |
80 |
1,808.5 |
1,528.6 |
279.9 |
16.2% |
30.0 |
1.7% |
73% |
False |
False |
2,236 |
100 |
1,928.3 |
1,528.6 |
399.7 |
23.1% |
34.5 |
2.0% |
51% |
False |
False |
1,881 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,843.3 |
2.618 |
1,802.2 |
1.618 |
1,777.0 |
1.000 |
1,761.4 |
0.618 |
1,751.8 |
HIGH |
1,736.2 |
0.618 |
1,726.6 |
0.500 |
1,723.6 |
0.382 |
1,720.6 |
LOW |
1,711.0 |
0.618 |
1,695.4 |
1.000 |
1,685.8 |
1.618 |
1,670.2 |
2.618 |
1,645.0 |
4.250 |
1,603.9 |
|
|
Fisher Pivots for day following 26-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
1,729.8 |
1,720.7 |
PP |
1,726.7 |
1,708.5 |
S1 |
1,723.6 |
1,696.4 |
|