Trading Metrics calculated at close of trading on 09-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2012 |
09-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
1,622.4 |
1,617.7 |
-4.7 |
-0.3% |
1,571.0 |
High |
1,632.3 |
1,624.6 |
-7.7 |
-0.5% |
1,632.3 |
Low |
1,609.0 |
1,605.7 |
-3.3 |
-0.2% |
1,566.8 |
Close |
1,616.8 |
1,608.1 |
-8.7 |
-0.5% |
1,616.8 |
Range |
23.3 |
18.9 |
-4.4 |
-18.9% |
65.5 |
ATR |
34.3 |
33.2 |
-1.1 |
-3.2% |
0.0 |
Volume |
146,650 |
123,252 |
-23,398 |
-16.0% |
554,215 |
|
Daily Pivots for day following 09-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,669.5 |
1,657.7 |
1,618.5 |
|
R3 |
1,650.6 |
1,638.8 |
1,613.3 |
|
R2 |
1,631.7 |
1,631.7 |
1,611.6 |
|
R1 |
1,619.9 |
1,619.9 |
1,609.8 |
1,616.4 |
PP |
1,612.8 |
1,612.8 |
1,612.8 |
1,611.0 |
S1 |
1,601.0 |
1,601.0 |
1,606.4 |
1,597.5 |
S2 |
1,593.9 |
1,593.9 |
1,604.6 |
|
S3 |
1,575.0 |
1,582.1 |
1,602.9 |
|
S4 |
1,556.1 |
1,563.2 |
1,597.7 |
|
|
Weekly Pivots for week ending 06-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,801.8 |
1,774.8 |
1,652.8 |
|
R3 |
1,736.3 |
1,709.3 |
1,634.8 |
|
R2 |
1,670.8 |
1,670.8 |
1,628.8 |
|
R1 |
1,643.8 |
1,643.8 |
1,622.8 |
1,657.3 |
PP |
1,605.3 |
1,605.3 |
1,605.3 |
1,612.1 |
S1 |
1,578.3 |
1,578.3 |
1,610.8 |
1,591.8 |
S2 |
1,539.8 |
1,539.8 |
1,604.8 |
|
S3 |
1,474.3 |
1,512.8 |
1,598.8 |
|
S4 |
1,408.8 |
1,447.3 |
1,580.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,632.3 |
1,566.8 |
65.5 |
4.1% |
27.8 |
1.7% |
63% |
False |
False |
135,493 |
10 |
1,632.3 |
1,523.9 |
108.4 |
6.7% |
28.9 |
1.8% |
78% |
False |
False |
107,502 |
20 |
1,727.9 |
1,523.9 |
204.0 |
12.7% |
34.0 |
2.1% |
41% |
False |
False |
123,089 |
40 |
1,799.5 |
1,523.9 |
275.6 |
17.1% |
34.6 |
2.2% |
31% |
False |
False |
95,355 |
60 |
1,806.6 |
1,523.9 |
282.7 |
17.6% |
34.5 |
2.1% |
30% |
False |
False |
65,794 |
80 |
1,832.4 |
1,523.9 |
308.5 |
19.2% |
39.6 |
2.5% |
27% |
False |
False |
50,391 |
100 |
1,925.1 |
1,523.9 |
401.2 |
24.9% |
42.7 |
2.7% |
21% |
False |
False |
40,914 |
120 |
1,925.1 |
1,523.9 |
401.2 |
24.9% |
40.8 |
2.5% |
21% |
False |
False |
34,590 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,704.9 |
2.618 |
1,674.1 |
1.618 |
1,655.2 |
1.000 |
1,643.5 |
0.618 |
1,636.3 |
HIGH |
1,624.6 |
0.618 |
1,617.4 |
0.500 |
1,615.2 |
0.382 |
1,612.9 |
LOW |
1,605.7 |
0.618 |
1,594.0 |
1.000 |
1,586.8 |
1.618 |
1,575.1 |
2.618 |
1,556.2 |
4.250 |
1,525.4 |
|
|
Fisher Pivots for day following 09-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
1,615.2 |
1,615.0 |
PP |
1,612.8 |
1,612.7 |
S1 |
1,610.5 |
1,610.4 |
|