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 |
12,708.37 |
12,673.63 |
-34.74 |
-0.3% |
12,423.12 |
High |
12,708.52 |
12,778.26 |
69.74 |
0.5% |
12,720.48 |
Low |
12,613.54 |
12,580.12 |
-33.42 |
-0.3% |
12,423.12 |
Close |
12,675.75 |
12,756.96 |
81.21 |
0.6% |
12,720.48 |
Range |
94.98 |
198.14 |
103.16 |
108.6% |
297.36 |
ATR |
131.06 |
135.85 |
4.79 |
3.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 25-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,299.53 |
13,226.39 |
12,865.94 |
|
R3 |
13,101.39 |
13,028.25 |
12,811.45 |
|
R2 |
12,903.25 |
12,903.25 |
12,793.29 |
|
R1 |
12,830.11 |
12,830.11 |
12,775.12 |
12,866.68 |
PP |
12,705.11 |
12,705.11 |
12,705.11 |
12,723.40 |
S1 |
12,631.97 |
12,631.97 |
12,738.80 |
12,668.54 |
S2 |
12,506.97 |
12,506.97 |
12,720.63 |
|
S3 |
12,308.83 |
12,433.83 |
12,702.47 |
|
S4 |
12,110.69 |
12,235.69 |
12,647.98 |
|
|
Weekly Pivots for week ending 20-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,513.44 |
13,414.32 |
12,884.03 |
|
R3 |
13,216.08 |
13,116.96 |
12,802.25 |
|
R2 |
12,918.72 |
12,918.72 |
12,775.00 |
|
R1 |
12,819.60 |
12,819.60 |
12,747.74 |
12,869.16 |
PP |
12,621.36 |
12,621.36 |
12,621.36 |
12,646.14 |
S1 |
12,522.24 |
12,522.24 |
12,693.22 |
12,571.80 |
S2 |
12,324.00 |
12,324.00 |
12,665.96 |
|
S3 |
12,026.64 |
12,224.88 |
12,638.71 |
|
S4 |
11,729.28 |
11,927.52 |
12,556.93 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,778.26 |
12,563.58 |
214.68 |
1.7% |
110.74 |
0.9% |
90% |
True |
False |
|
10 |
12,778.26 |
12,311.79 |
466.47 |
3.7% |
115.39 |
0.9% |
95% |
True |
False |
|
20 |
12,778.26 |
12,140.17 |
638.09 |
5.0% |
118.55 |
0.9% |
97% |
True |
False |
|
40 |
12,778.26 |
11,232.16 |
1,546.10 |
12.1% |
156.78 |
1.2% |
99% |
True |
False |
|
60 |
12,778.26 |
11,231.56 |
1,546.70 |
12.1% |
176.87 |
1.4% |
99% |
True |
False |
|
80 |
12,778.26 |
10,404.49 |
2,373.77 |
18.6% |
192.72 |
1.5% |
99% |
True |
False |
|
100 |
12,778.26 |
10,404.49 |
2,373.77 |
18.6% |
208.45 |
1.6% |
99% |
True |
False |
|
120 |
12,778.26 |
10,404.49 |
2,373.77 |
18.6% |
232.07 |
1.8% |
99% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,620.36 |
2.618 |
13,296.99 |
1.618 |
13,098.85 |
1.000 |
12,976.40 |
0.618 |
12,900.71 |
HIGH |
12,778.26 |
0.618 |
12,702.57 |
0.500 |
12,679.19 |
0.382 |
12,655.81 |
LOW |
12,580.12 |
0.618 |
12,457.67 |
1.000 |
12,381.98 |
1.618 |
12,259.53 |
2.618 |
12,061.39 |
4.250 |
11,738.03 |
|
|
Fisher Pivots for day following 25-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
12,731.04 |
12,731.04 |
PP |
12,705.11 |
12,705.11 |
S1 |
12,679.19 |
12,679.19 |
|