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 |
1,273.25 |
1,274.75 |
1.50 |
0.1% |
1,274.75 |
High |
1,282.25 |
1,277.75 |
-4.50 |
-0.4% |
1,282.25 |
Low |
1,266.75 |
1,267.25 |
0.50 |
0.0% |
1,259.75 |
Close |
1,274.25 |
1,275.50 |
1.25 |
0.1% |
1,274.25 |
Range |
15.50 |
10.50 |
-5.00 |
-32.3% |
22.50 |
ATR |
21.91 |
21.09 |
-0.81 |
-3.7% |
0.00 |
Volume |
1,444,879 |
1,217,578 |
-227,301 |
-15.7% |
5,610,562 |
|
Daily Pivots for day following 09-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,305.00 |
1,300.75 |
1,281.25 |
|
R3 |
1,294.50 |
1,290.25 |
1,278.50 |
|
R2 |
1,284.00 |
1,284.00 |
1,277.50 |
|
R1 |
1,279.75 |
1,279.75 |
1,276.50 |
1,282.00 |
PP |
1,273.50 |
1,273.50 |
1,273.50 |
1,274.50 |
S1 |
1,269.25 |
1,269.25 |
1,274.50 |
1,271.50 |
S2 |
1,263.00 |
1,263.00 |
1,273.50 |
|
S3 |
1,252.50 |
1,258.75 |
1,272.50 |
|
S4 |
1,242.00 |
1,248.25 |
1,269.75 |
|
|
Weekly Pivots for week ending 06-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,339.50 |
1,329.50 |
1,286.50 |
|
R3 |
1,317.00 |
1,307.00 |
1,280.50 |
|
R2 |
1,294.50 |
1,294.50 |
1,278.50 |
|
R1 |
1,284.50 |
1,284.50 |
1,276.25 |
1,278.25 |
PP |
1,272.00 |
1,272.00 |
1,272.00 |
1,269.00 |
S1 |
1,262.00 |
1,262.00 |
1,272.25 |
1,255.75 |
S2 |
1,249.50 |
1,249.50 |
1,270.00 |
|
S3 |
1,227.00 |
1,239.50 |
1,268.00 |
|
S4 |
1,204.50 |
1,217.00 |
1,262.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,282.25 |
1,259.75 |
22.50 |
1.8% |
13.00 |
1.0% |
70% |
False |
False |
1,365,628 |
10 |
1,282.25 |
1,243.00 |
39.25 |
3.1% |
13.00 |
1.0% |
83% |
False |
False |
971,462 |
20 |
1,282.25 |
1,195.50 |
86.75 |
6.8% |
20.00 |
1.6% |
92% |
False |
False |
1,529,261 |
40 |
1,282.25 |
1,141.75 |
140.50 |
11.0% |
23.50 |
1.9% |
95% |
False |
False |
810,810 |
60 |
1,283.00 |
1,141.75 |
141.25 |
11.1% |
26.00 |
2.0% |
95% |
False |
False |
541,374 |
80 |
1,283.00 |
1,062.00 |
221.00 |
17.3% |
28.00 |
2.2% |
97% |
False |
False |
406,389 |
100 |
1,283.00 |
1,062.00 |
221.00 |
17.3% |
29.00 |
2.3% |
97% |
False |
False |
325,140 |
120 |
1,335.75 |
1,062.00 |
273.75 |
21.5% |
30.50 |
2.4% |
78% |
False |
False |
270,957 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,322.50 |
2.618 |
1,305.25 |
1.618 |
1,294.75 |
1.000 |
1,288.25 |
0.618 |
1,284.25 |
HIGH |
1,277.75 |
0.618 |
1,273.75 |
0.500 |
1,272.50 |
0.382 |
1,271.25 |
LOW |
1,267.25 |
0.618 |
1,260.75 |
1.000 |
1,256.75 |
1.618 |
1,250.25 |
2.618 |
1,239.75 |
4.250 |
1,222.50 |
|
|
Fisher Pivots for day following 09-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
1,274.50 |
1,274.00 |
PP |
1,273.50 |
1,272.50 |
S1 |
1,272.50 |
1,271.00 |
|