Trading Metrics calculated at close of trading on 27-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2012 |
27-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
1,716.2 |
1,725.6 |
9.4 |
0.5% |
1,670.3 |
High |
1,736.2 |
1,745.0 |
8.8 |
0.5% |
1,745.0 |
Low |
1,711.0 |
1,721.0 |
10.0 |
0.6% |
1,656.5 |
Close |
1,732.9 |
1,738.4 |
5.5 |
0.3% |
1,738.4 |
Range |
25.2 |
24.0 |
-1.2 |
-4.8% |
88.5 |
ATR |
28.7 |
28.4 |
-0.3 |
-1.2% |
0.0 |
Volume |
6,410 |
10,861 |
4,451 |
69.4% |
30,476 |
|
Daily Pivots for day following 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,806.8 |
1,796.6 |
1,751.6 |
|
R3 |
1,782.8 |
1,772.6 |
1,745.0 |
|
R2 |
1,758.8 |
1,758.8 |
1,742.8 |
|
R1 |
1,748.6 |
1,748.6 |
1,740.6 |
1,753.7 |
PP |
1,734.8 |
1,734.8 |
1,734.8 |
1,737.4 |
S1 |
1,724.6 |
1,724.6 |
1,736.2 |
1,729.7 |
S2 |
1,710.8 |
1,710.8 |
1,734.0 |
|
S3 |
1,686.8 |
1,700.6 |
1,731.8 |
|
S4 |
1,662.8 |
1,676.6 |
1,725.2 |
|
|
Weekly Pivots for week ending 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,978.8 |
1,947.1 |
1,787.1 |
|
R3 |
1,890.3 |
1,858.6 |
1,762.7 |
|
R2 |
1,801.8 |
1,801.8 |
1,754.6 |
|
R1 |
1,770.1 |
1,770.1 |
1,746.5 |
1,786.0 |
PP |
1,713.3 |
1,713.3 |
1,713.3 |
1,721.2 |
S1 |
1,681.6 |
1,681.6 |
1,730.3 |
1,697.5 |
S2 |
1,624.8 |
1,624.8 |
1,722.2 |
|
S3 |
1,536.3 |
1,593.1 |
1,714.1 |
|
S4 |
1,447.8 |
1,504.6 |
1,689.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,745.0 |
1,656.5 |
88.5 |
5.1% |
29.3 |
1.7% |
93% |
True |
False |
6,095 |
10 |
1,745.0 |
1,632.3 |
112.7 |
6.5% |
26.0 |
1.5% |
94% |
True |
False |
6,842 |
20 |
1,745.0 |
1,528.6 |
216.4 |
12.4% |
25.8 |
1.5% |
97% |
True |
False |
5,575 |
40 |
1,772.0 |
1,528.6 |
243.4 |
14.0% |
28.8 |
1.7% |
86% |
False |
False |
3,894 |
60 |
1,808.5 |
1,528.6 |
279.9 |
16.1% |
29.4 |
1.7% |
75% |
False |
False |
3,007 |
80 |
1,808.5 |
1,528.6 |
279.9 |
16.1% |
29.8 |
1.7% |
75% |
False |
False |
2,367 |
100 |
1,928.3 |
1,528.6 |
399.7 |
23.0% |
34.1 |
2.0% |
52% |
False |
False |
1,987 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,847.0 |
2.618 |
1,807.8 |
1.618 |
1,783.8 |
1.000 |
1,769.0 |
0.618 |
1,759.8 |
HIGH |
1,745.0 |
0.618 |
1,735.8 |
0.500 |
1,733.0 |
0.382 |
1,730.2 |
LOW |
1,721.0 |
0.618 |
1,706.2 |
1.000 |
1,697.0 |
1.618 |
1,682.2 |
2.618 |
1,658.2 |
4.250 |
1,619.0 |
|
|
Fisher Pivots for day following 27-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
1,736.6 |
1,725.9 |
PP |
1,734.8 |
1,713.3 |
S1 |
1,733.0 |
1,700.8 |
|