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 |
1,256.75 |
1,274.75 |
18.00 |
1.4% |
1,260.50 |
High |
1,260.50 |
1,280.00 |
19.50 |
1.5% |
1,264.50 |
Low |
1,250.75 |
1,270.25 |
19.50 |
1.6% |
1,243.00 |
Close |
1,252.50 |
1,272.00 |
19.50 |
1.6% |
1,252.50 |
Range |
9.75 |
9.75 |
0.00 |
0.0% |
21.50 |
ATR |
23.32 |
23.62 |
0.30 |
1.3% |
0.00 |
Volume |
452,715 |
1,209,371 |
756,656 |
167.1% |
2,349,782 |
|
Daily Pivots for day following 03-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,303.25 |
1,297.50 |
1,277.25 |
|
R3 |
1,293.50 |
1,287.75 |
1,274.75 |
|
R2 |
1,283.75 |
1,283.75 |
1,273.75 |
|
R1 |
1,278.00 |
1,278.00 |
1,273.00 |
1,276.00 |
PP |
1,274.00 |
1,274.00 |
1,274.00 |
1,273.00 |
S1 |
1,268.25 |
1,268.25 |
1,271.00 |
1,266.25 |
S2 |
1,264.25 |
1,264.25 |
1,270.25 |
|
S3 |
1,254.50 |
1,258.50 |
1,269.25 |
|
S4 |
1,244.75 |
1,248.75 |
1,266.75 |
|
|
Weekly Pivots for week ending 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,317.75 |
1,306.75 |
1,264.25 |
|
R3 |
1,296.25 |
1,285.25 |
1,258.50 |
|
R2 |
1,274.75 |
1,274.75 |
1,256.50 |
|
R1 |
1,263.75 |
1,263.75 |
1,254.50 |
1,258.50 |
PP |
1,253.25 |
1,253.25 |
1,253.25 |
1,250.75 |
S1 |
1,242.25 |
1,242.25 |
1,250.50 |
1,237.00 |
S2 |
1,231.75 |
1,231.75 |
1,248.50 |
|
S3 |
1,210.25 |
1,220.75 |
1,246.50 |
|
S4 |
1,188.75 |
1,199.25 |
1,240.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,280.00 |
1,243.00 |
37.00 |
2.9% |
12.75 |
1.0% |
78% |
True |
False |
711,830 |
10 |
1,280.00 |
1,195.50 |
84.50 |
6.6% |
18.25 |
1.4% |
91% |
True |
False |
993,653 |
20 |
1,280.00 |
1,195.50 |
84.50 |
6.6% |
22.25 |
1.8% |
91% |
True |
False |
1,331,959 |
40 |
1,280.00 |
1,141.75 |
138.25 |
10.9% |
25.25 |
2.0% |
94% |
True |
False |
670,664 |
60 |
1,283.00 |
1,138.75 |
144.25 |
11.3% |
26.75 |
2.1% |
92% |
False |
False |
447,819 |
80 |
1,283.00 |
1,062.00 |
221.00 |
17.4% |
29.25 |
2.3% |
95% |
False |
False |
336,161 |
100 |
1,283.00 |
1,062.00 |
221.00 |
17.4% |
30.00 |
2.4% |
95% |
False |
False |
268,953 |
120 |
1,335.75 |
1,062.00 |
273.75 |
21.5% |
30.50 |
2.4% |
77% |
False |
False |
224,135 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,321.50 |
2.618 |
1,305.50 |
1.618 |
1,295.75 |
1.000 |
1,289.75 |
0.618 |
1,286.00 |
HIGH |
1,280.00 |
0.618 |
1,276.25 |
0.500 |
1,275.00 |
0.382 |
1,274.00 |
LOW |
1,270.25 |
0.618 |
1,264.25 |
1.000 |
1,260.50 |
1.618 |
1,254.50 |
2.618 |
1,244.75 |
4.250 |
1,228.75 |
|
|
Fisher Pivots for day following 03-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
1,275.00 |
1,268.50 |
PP |
1,274.00 |
1,265.25 |
S1 |
1,273.00 |
1,262.00 |
|