Trading Metrics calculated at close of trading on 03-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2011 |
03-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
1,547.3 |
1,571.0 |
23.7 |
1.5% |
1,609.2 |
High |
1,582.8 |
1,608.7 |
25.9 |
1.6% |
1,609.2 |
Low |
1,546.2 |
1,566.8 |
20.6 |
1.3% |
1,523.9 |
Close |
1,566.8 |
1,600.5 |
33.7 |
2.2% |
1,566.8 |
Range |
36.6 |
41.9 |
5.3 |
14.5% |
85.3 |
ATR |
36.0 |
36.4 |
0.4 |
1.2% |
0.0 |
Volume |
88,333 |
99,511 |
11,178 |
12.7% |
360,728 |
|
Daily Pivots for day following 03-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,717.7 |
1,701.0 |
1,623.5 |
|
R3 |
1,675.8 |
1,659.1 |
1,612.0 |
|
R2 |
1,633.9 |
1,633.9 |
1,608.2 |
|
R1 |
1,617.2 |
1,617.2 |
1,604.3 |
1,625.6 |
PP |
1,592.0 |
1,592.0 |
1,592.0 |
1,596.2 |
S1 |
1,575.3 |
1,575.3 |
1,596.7 |
1,583.7 |
S2 |
1,550.1 |
1,550.1 |
1,592.8 |
|
S3 |
1,508.2 |
1,533.4 |
1,589.0 |
|
S4 |
1,466.3 |
1,491.5 |
1,577.5 |
|
|
Weekly Pivots for week ending 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,822.5 |
1,780.0 |
1,613.7 |
|
R3 |
1,737.2 |
1,694.7 |
1,590.3 |
|
R2 |
1,651.9 |
1,651.9 |
1,582.4 |
|
R1 |
1,609.4 |
1,609.4 |
1,574.6 |
1,588.0 |
PP |
1,566.6 |
1,566.6 |
1,566.6 |
1,556.0 |
S1 |
1,524.1 |
1,524.1 |
1,559.0 |
1,502.7 |
S2 |
1,481.3 |
1,481.3 |
1,551.2 |
|
S3 |
1,396.0 |
1,438.8 |
1,543.3 |
|
S4 |
1,310.7 |
1,353.5 |
1,519.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,609.2 |
1,523.9 |
85.3 |
5.3% |
35.9 |
2.2% |
90% |
False |
False |
92,047 |
10 |
1,643.7 |
1,523.9 |
119.8 |
7.5% |
29.9 |
1.9% |
64% |
False |
False |
89,689 |
20 |
1,760.5 |
1,523.9 |
236.6 |
14.8% |
36.4 |
2.3% |
32% |
False |
False |
118,948 |
40 |
1,806.6 |
1,523.9 |
282.7 |
17.7% |
35.2 |
2.2% |
27% |
False |
False |
82,480 |
60 |
1,806.6 |
1,523.9 |
282.7 |
17.7% |
35.1 |
2.2% |
27% |
False |
False |
56,402 |
80 |
1,890.5 |
1,523.9 |
366.6 |
22.9% |
40.9 |
2.6% |
21% |
False |
False |
43,330 |
100 |
1,925.1 |
1,523.9 |
401.2 |
25.1% |
43.6 |
2.7% |
19% |
False |
False |
35,253 |
120 |
1,925.1 |
1,523.9 |
401.2 |
25.1% |
40.5 |
2.5% |
19% |
False |
False |
29,799 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,786.8 |
2.618 |
1,718.4 |
1.618 |
1,676.5 |
1.000 |
1,650.6 |
0.618 |
1,634.6 |
HIGH |
1,608.7 |
0.618 |
1,592.7 |
0.500 |
1,587.8 |
0.382 |
1,582.8 |
LOW |
1,566.8 |
0.618 |
1,540.9 |
1.000 |
1,524.9 |
1.618 |
1,499.0 |
2.618 |
1,457.1 |
4.250 |
1,388.7 |
|
|
Fisher Pivots for day following 03-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
1,596.3 |
1,589.1 |
PP |
1,592.0 |
1,577.7 |
S1 |
1,587.8 |
1,566.3 |
|