Trading Metrics calculated at close of trading on 05-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2012 |
05-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
1,604.9 |
1,614.4 |
9.5 |
0.6% |
1,609.2 |
High |
1,619.8 |
1,626.8 |
7.0 |
0.4% |
1,609.2 |
Low |
1,593.8 |
1,597.7 |
3.9 |
0.2% |
1,523.9 |
Close |
1,612.7 |
1,620.1 |
7.4 |
0.5% |
1,566.8 |
Range |
26.0 |
29.1 |
3.1 |
11.9% |
85.3 |
ATR |
35.6 |
35.2 |
-0.5 |
-1.3% |
0.0 |
Volume |
143,909 |
164,145 |
20,236 |
14.1% |
360,728 |
|
Daily Pivots for day following 05-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,702.2 |
1,690.2 |
1,636.1 |
|
R3 |
1,673.1 |
1,661.1 |
1,628.1 |
|
R2 |
1,644.0 |
1,644.0 |
1,625.4 |
|
R1 |
1,632.0 |
1,632.0 |
1,622.8 |
1,638.0 |
PP |
1,614.9 |
1,614.9 |
1,614.9 |
1,617.9 |
S1 |
1,602.9 |
1,602.9 |
1,617.4 |
1,608.9 |
S2 |
1,585.8 |
1,585.8 |
1,614.8 |
|
S3 |
1,556.7 |
1,573.8 |
1,612.1 |
|
S4 |
1,527.6 |
1,544.7 |
1,604.1 |
|
|
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 |
1,626.8 |
1,523.9 |
102.9 |
6.4% |
34.5 |
2.1% |
93% |
True |
False |
123,600 |
10 |
1,643.7 |
1,523.9 |
119.8 |
7.4% |
30.2 |
1.9% |
80% |
False |
False |
100,519 |
20 |
1,760.5 |
1,523.9 |
236.6 |
14.6% |
35.7 |
2.2% |
41% |
False |
False |
122,621 |
40 |
1,806.6 |
1,523.9 |
282.7 |
17.4% |
35.0 |
2.2% |
34% |
False |
False |
89,951 |
60 |
1,806.6 |
1,523.9 |
282.7 |
17.4% |
34.8 |
2.1% |
34% |
False |
False |
61,393 |
80 |
1,849.7 |
1,523.9 |
325.8 |
20.1% |
40.1 |
2.5% |
30% |
False |
False |
47,106 |
100 |
1,925.1 |
1,523.9 |
401.2 |
24.8% |
42.9 |
2.6% |
24% |
False |
False |
38,241 |
120 |
1,925.1 |
1,523.9 |
401.2 |
24.8% |
40.7 |
2.5% |
24% |
False |
False |
32,350 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,750.5 |
2.618 |
1,703.0 |
1.618 |
1,673.9 |
1.000 |
1,655.9 |
0.618 |
1,644.8 |
HIGH |
1,626.8 |
0.618 |
1,615.7 |
0.500 |
1,612.3 |
0.382 |
1,608.8 |
LOW |
1,597.7 |
0.618 |
1,579.7 |
1.000 |
1,568.6 |
1.618 |
1,550.6 |
2.618 |
1,521.5 |
4.250 |
1,474.0 |
|
|
Fisher Pivots for day following 05-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
1,617.5 |
1,612.3 |
PP |
1,614.9 |
1,604.6 |
S1 |
1,612.3 |
1,596.8 |
|