Trading Metrics calculated at close of trading on 31-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2012 |
31-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
1,742.9 |
1,738.1 |
-4.8 |
-0.3% |
1,670.3 |
High |
1,742.9 |
1,753.1 |
10.2 |
0.6% |
1,745.0 |
Low |
1,722.1 |
1,730.0 |
7.9 |
0.5% |
1,656.5 |
Close |
1,737.4 |
1,743.3 |
5.9 |
0.3% |
1,738.4 |
Range |
20.8 |
23.1 |
2.3 |
11.1% |
88.5 |
ATR |
27.9 |
27.5 |
-0.3 |
-1.2% |
0.0 |
Volume |
14,950 |
3,204 |
-11,746 |
-78.6% |
30,476 |
|
Daily Pivots for day following 31-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,811.4 |
1,800.5 |
1,756.0 |
|
R3 |
1,788.3 |
1,777.4 |
1,749.7 |
|
R2 |
1,765.2 |
1,765.2 |
1,747.5 |
|
R1 |
1,754.3 |
1,754.3 |
1,745.4 |
1,759.8 |
PP |
1,742.1 |
1,742.1 |
1,742.1 |
1,744.9 |
S1 |
1,731.2 |
1,731.2 |
1,741.2 |
1,736.7 |
S2 |
1,719.0 |
1,719.0 |
1,739.1 |
|
S3 |
1,695.9 |
1,708.1 |
1,736.9 |
|
S4 |
1,672.8 |
1,685.0 |
1,730.6 |
|
|
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 |
1,753.1 |
1,656.5 |
96.6 |
5.5% |
31.1 |
1.8% |
90% |
True |
False |
7,918 |
10 |
1,753.1 |
1,649.9 |
103.2 |
5.9% |
24.7 |
1.4% |
91% |
True |
False |
7,325 |
20 |
1,753.1 |
1,576.9 |
176.2 |
10.1% |
24.7 |
1.4% |
94% |
True |
False |
6,349 |
40 |
1,772.0 |
1,528.6 |
243.4 |
14.0% |
28.2 |
1.6% |
88% |
False |
False |
4,140 |
60 |
1,808.5 |
1,528.6 |
279.9 |
16.1% |
29.1 |
1.7% |
77% |
False |
False |
3,283 |
80 |
1,808.5 |
1,528.6 |
279.9 |
16.1% |
29.0 |
1.7% |
77% |
False |
False |
2,586 |
100 |
1,890.9 |
1,528.6 |
362.3 |
20.8% |
33.3 |
1.9% |
59% |
False |
False |
2,147 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,851.3 |
2.618 |
1,813.6 |
1.618 |
1,790.5 |
1.000 |
1,776.2 |
0.618 |
1,767.4 |
HIGH |
1,753.1 |
0.618 |
1,744.3 |
0.500 |
1,741.6 |
0.382 |
1,738.8 |
LOW |
1,730.0 |
0.618 |
1,715.7 |
1.000 |
1,706.9 |
1.618 |
1,692.6 |
2.618 |
1,669.5 |
4.250 |
1,631.8 |
|
|
Fisher Pivots for day following 31-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
1,742.7 |
1,741.2 |
PP |
1,742.1 |
1,739.1 |
S1 |
1,741.6 |
1,737.1 |
|