Trading Metrics calculated at close of trading on 04-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2012 |
04-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
1,274.75 |
1,272.00 |
-2.75 |
-0.2% |
1,260.50 |
High |
1,280.00 |
1,273.75 |
-6.25 |
-0.5% |
1,264.50 |
Low |
1,270.25 |
1,262.75 |
-7.50 |
-0.6% |
1,243.00 |
Close |
1,272.00 |
1,273.00 |
1.00 |
0.1% |
1,252.50 |
Range |
9.75 |
11.00 |
1.25 |
12.8% |
21.50 |
ATR |
23.62 |
22.72 |
-0.90 |
-3.8% |
0.00 |
Volume |
1,209,371 |
1,417,634 |
208,263 |
17.2% |
2,349,782 |
|
Daily Pivots for day following 04-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,302.75 |
1,299.00 |
1,279.00 |
|
R3 |
1,291.75 |
1,288.00 |
1,276.00 |
|
R2 |
1,280.75 |
1,280.75 |
1,275.00 |
|
R1 |
1,277.00 |
1,277.00 |
1,274.00 |
1,279.00 |
PP |
1,269.75 |
1,269.75 |
1,269.75 |
1,270.75 |
S1 |
1,266.00 |
1,266.00 |
1,272.00 |
1,268.00 |
S2 |
1,258.75 |
1,258.75 |
1,271.00 |
|
S3 |
1,247.75 |
1,255.00 |
1,270.00 |
|
S4 |
1,236.75 |
1,244.00 |
1,267.00 |
|
|
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% |
13.25 |
1.0% |
81% |
False |
False |
915,220 |
10 |
1,280.00 |
1,198.75 |
81.25 |
6.4% |
17.00 |
1.3% |
91% |
False |
False |
1,005,995 |
20 |
1,280.00 |
1,195.50 |
84.50 |
6.6% |
22.00 |
1.7% |
92% |
False |
False |
1,400,702 |
40 |
1,280.00 |
1,141.75 |
138.25 |
10.9% |
25.00 |
2.0% |
95% |
False |
False |
706,000 |
60 |
1,283.00 |
1,141.75 |
141.25 |
11.1% |
26.50 |
2.1% |
93% |
False |
False |
471,424 |
80 |
1,283.00 |
1,062.00 |
221.00 |
17.4% |
29.00 |
2.3% |
95% |
False |
False |
353,881 |
100 |
1,283.00 |
1,062.00 |
221.00 |
17.4% |
29.25 |
2.3% |
95% |
False |
False |
283,130 |
120 |
1,335.75 |
1,062.00 |
273.75 |
21.5% |
30.50 |
2.4% |
77% |
False |
False |
235,949 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,320.50 |
2.618 |
1,302.50 |
1.618 |
1,291.50 |
1.000 |
1,284.75 |
0.618 |
1,280.50 |
HIGH |
1,273.75 |
0.618 |
1,269.50 |
0.500 |
1,268.25 |
0.382 |
1,267.00 |
LOW |
1,262.75 |
0.618 |
1,256.00 |
1.000 |
1,251.75 |
1.618 |
1,245.00 |
2.618 |
1,234.00 |
4.250 |
1,216.00 |
|
|
Fisher Pivots for day following 04-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
1,271.50 |
1,270.50 |
PP |
1,269.75 |
1,268.00 |
S1 |
1,268.25 |
1,265.50 |
|