Trading Metrics calculated at close of trading on 30-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2012 |
30-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
1,725.6 |
1,742.9 |
17.3 |
1.0% |
1,670.3 |
High |
1,745.0 |
1,742.9 |
-2.1 |
-0.1% |
1,745.0 |
Low |
1,721.0 |
1,722.1 |
1.1 |
0.1% |
1,656.5 |
Close |
1,738.4 |
1,737.4 |
-1.0 |
-0.1% |
1,738.4 |
Range |
24.0 |
20.8 |
-3.2 |
-13.3% |
88.5 |
ATR |
28.4 |
27.9 |
-0.5 |
-1.9% |
0.0 |
Volume |
10,861 |
14,950 |
4,089 |
37.6% |
30,476 |
|
Daily Pivots for day following 30-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,796.5 |
1,787.8 |
1,748.8 |
|
R3 |
1,775.7 |
1,767.0 |
1,743.1 |
|
R2 |
1,754.9 |
1,754.9 |
1,741.2 |
|
R1 |
1,746.2 |
1,746.2 |
1,739.3 |
1,740.2 |
PP |
1,734.1 |
1,734.1 |
1,734.1 |
1,731.1 |
S1 |
1,725.4 |
1,725.4 |
1,735.5 |
1,719.4 |
S2 |
1,713.3 |
1,713.3 |
1,733.6 |
|
S3 |
1,692.5 |
1,704.6 |
1,731.7 |
|
S4 |
1,671.7 |
1,683.8 |
1,726.0 |
|
|
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% |
29.9 |
1.7% |
91% |
False |
False |
8,215 |
10 |
1,745.0 |
1,639.8 |
105.2 |
6.1% |
25.7 |
1.5% |
93% |
False |
False |
7,873 |
20 |
1,745.0 |
1,556.0 |
189.0 |
10.9% |
25.0 |
1.4% |
96% |
False |
False |
6,269 |
40 |
1,772.0 |
1,528.6 |
243.4 |
14.0% |
28.1 |
1.6% |
86% |
False |
False |
4,161 |
60 |
1,808.5 |
1,528.6 |
279.9 |
16.1% |
29.1 |
1.7% |
75% |
False |
False |
3,252 |
80 |
1,808.5 |
1,528.6 |
279.9 |
16.1% |
29.1 |
1.7% |
75% |
False |
False |
2,551 |
100 |
1,890.9 |
1,528.6 |
362.3 |
20.9% |
33.8 |
1.9% |
58% |
False |
False |
2,129 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,831.3 |
2.618 |
1,797.4 |
1.618 |
1,776.6 |
1.000 |
1,763.7 |
0.618 |
1,755.8 |
HIGH |
1,742.9 |
0.618 |
1,735.0 |
0.500 |
1,732.5 |
0.382 |
1,730.0 |
LOW |
1,722.1 |
0.618 |
1,709.2 |
1.000 |
1,701.3 |
1.618 |
1,688.4 |
2.618 |
1,667.6 |
4.250 |
1,633.7 |
|
|
Fisher Pivots for day following 30-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
1,735.8 |
1,734.3 |
PP |
1,734.1 |
1,731.1 |
S1 |
1,732.5 |
1,728.0 |
|