Trading Metrics calculated at close of trading on 16-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2012 |
16-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
5,651.0 |
5,580.0 |
-71.0 |
-1.3% |
5,587.5 |
High |
5,668.5 |
5,621.0 |
-47.5 |
-0.8% |
5,675.0 |
Low |
5,539.0 |
5,559.5 |
20.5 |
0.4% |
5,539.0 |
Close |
5,592.0 |
5,618.5 |
26.5 |
0.5% |
5,592.0 |
Range |
129.5 |
61.5 |
-68.0 |
-52.5% |
136.0 |
ATR |
91.9 |
89.7 |
-2.2 |
-2.4% |
0.0 |
Volume |
112,529 |
63,269 |
-49,260 |
-43.8% |
473,803 |
|
Daily Pivots for day following 16-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,784.0 |
5,763.0 |
5,652.5 |
|
R3 |
5,722.5 |
5,701.5 |
5,635.5 |
|
R2 |
5,661.0 |
5,661.0 |
5,630.0 |
|
R1 |
5,640.0 |
5,640.0 |
5,624.0 |
5,650.5 |
PP |
5,599.5 |
5,599.5 |
5,599.5 |
5,605.0 |
S1 |
5,578.5 |
5,578.5 |
5,613.0 |
5,589.0 |
S2 |
5,538.0 |
5,538.0 |
5,607.0 |
|
S3 |
5,476.5 |
5,517.0 |
5,601.5 |
|
S4 |
5,415.0 |
5,455.5 |
5,584.5 |
|
|
Weekly Pivots for week ending 13-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,010.0 |
5,937.0 |
5,667.0 |
|
R3 |
5,874.0 |
5,801.0 |
5,629.5 |
|
R2 |
5,738.0 |
5,738.0 |
5,617.0 |
|
R1 |
5,665.0 |
5,665.0 |
5,604.5 |
5,701.5 |
PP |
5,602.0 |
5,602.0 |
5,602.0 |
5,620.0 |
S1 |
5,529.0 |
5,529.0 |
5,579.5 |
5,565.5 |
S2 |
5,466.0 |
5,466.0 |
5,567.0 |
|
S3 |
5,330.0 |
5,393.0 |
5,554.5 |
|
S4 |
5,194.0 |
5,257.0 |
5,517.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,675.0 |
5,539.0 |
136.0 |
2.4% |
78.5 |
1.4% |
58% |
False |
False |
91,847 |
10 |
5,681.0 |
5,539.0 |
142.0 |
2.5% |
78.5 |
1.4% |
56% |
False |
False |
89,692 |
20 |
5,681.0 |
5,281.5 |
399.5 |
7.1% |
83.5 |
1.5% |
84% |
False |
False |
78,026 |
40 |
5,681.0 |
5,040.0 |
641.0 |
11.4% |
94.0 |
1.7% |
90% |
False |
False |
56,591 |
60 |
5,709.0 |
5,040.0 |
669.0 |
11.9% |
89.5 |
1.6% |
86% |
False |
False |
37,762 |
80 |
5,709.0 |
4,887.5 |
821.5 |
14.6% |
81.5 |
1.5% |
89% |
False |
False |
28,329 |
100 |
5,709.0 |
4,887.5 |
821.5 |
14.6% |
67.0 |
1.2% |
89% |
False |
False |
22,665 |
120 |
5,794.5 |
4,887.5 |
907.0 |
16.1% |
58.5 |
1.0% |
81% |
False |
False |
18,888 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,882.5 |
2.618 |
5,782.0 |
1.618 |
5,720.5 |
1.000 |
5,682.5 |
0.618 |
5,659.0 |
HIGH |
5,621.0 |
0.618 |
5,597.5 |
0.500 |
5,590.0 |
0.382 |
5,583.0 |
LOW |
5,559.5 |
0.618 |
5,521.5 |
1.000 |
5,498.0 |
1.618 |
5,460.0 |
2.618 |
5,398.5 |
4.250 |
5,298.0 |
|
|
Fisher Pivots for day following 16-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
5,609.0 |
5,613.5 |
PP |
5,599.5 |
5,608.5 |
S1 |
5,590.0 |
5,604.0 |
|