Trading Metrics calculated at close of trading on 10-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2012 |
10-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
1,274.75 |
1,275.00 |
0.25 |
0.0% |
1,274.75 |
High |
1,277.75 |
1,292.00 |
14.25 |
1.1% |
1,282.25 |
Low |
1,267.25 |
1,274.50 |
7.25 |
0.6% |
1,259.75 |
Close |
1,275.50 |
1,286.00 |
10.50 |
0.8% |
1,274.25 |
Range |
10.50 |
17.50 |
7.00 |
66.7% |
22.50 |
ATR |
21.09 |
20.83 |
-0.26 |
-1.2% |
0.00 |
Volume |
1,217,578 |
1,250,815 |
33,237 |
2.7% |
5,610,562 |
|
Daily Pivots for day following 10-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,336.75 |
1,328.75 |
1,295.50 |
|
R3 |
1,319.25 |
1,311.25 |
1,290.75 |
|
R2 |
1,301.75 |
1,301.75 |
1,289.25 |
|
R1 |
1,293.75 |
1,293.75 |
1,287.50 |
1,297.75 |
PP |
1,284.25 |
1,284.25 |
1,284.25 |
1,286.00 |
S1 |
1,276.25 |
1,276.25 |
1,284.50 |
1,280.25 |
S2 |
1,266.75 |
1,266.75 |
1,282.75 |
|
S3 |
1,249.25 |
1,258.75 |
1,281.25 |
|
S4 |
1,231.75 |
1,241.25 |
1,276.50 |
|
|
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 |
1,292.00 |
1,259.75 |
32.25 |
2.5% |
14.50 |
1.1% |
81% |
True |
False |
1,373,916 |
10 |
1,292.00 |
1,243.00 |
49.00 |
3.8% |
13.75 |
1.1% |
88% |
True |
False |
1,042,873 |
20 |
1,292.00 |
1,195.50 |
96.50 |
7.5% |
19.25 |
1.5% |
94% |
True |
False |
1,471,304 |
40 |
1,292.00 |
1,141.75 |
150.25 |
11.7% |
23.50 |
1.8% |
96% |
True |
False |
841,995 |
60 |
1,292.00 |
1,141.75 |
150.25 |
11.7% |
26.00 |
2.0% |
96% |
True |
False |
562,194 |
80 |
1,292.00 |
1,062.00 |
230.00 |
17.9% |
28.00 |
2.2% |
97% |
True |
False |
422,014 |
100 |
1,292.00 |
1,062.00 |
230.00 |
17.9% |
29.00 |
2.3% |
97% |
True |
False |
337,648 |
120 |
1,335.75 |
1,062.00 |
273.75 |
21.3% |
30.50 |
2.4% |
82% |
False |
False |
281,381 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,366.50 |
2.618 |
1,337.75 |
1.618 |
1,320.25 |
1.000 |
1,309.50 |
0.618 |
1,302.75 |
HIGH |
1,292.00 |
0.618 |
1,285.25 |
0.500 |
1,283.25 |
0.382 |
1,281.25 |
LOW |
1,274.50 |
0.618 |
1,263.75 |
1.000 |
1,257.00 |
1.618 |
1,246.25 |
2.618 |
1,228.75 |
4.250 |
1,200.00 |
|
|
Fisher Pivots for day following 10-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
1,285.00 |
1,283.75 |
PP |
1,284.25 |
1,281.50 |
S1 |
1,283.25 |
1,279.50 |
|