Trading Metrics calculated at close of trading on 11-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2012 |
11-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
1,275.00 |
1,286.00 |
11.00 |
0.9% |
1,274.75 |
High |
1,292.00 |
1,289.50 |
-2.50 |
-0.2% |
1,282.25 |
Low |
1,274.50 |
1,279.25 |
4.75 |
0.4% |
1,259.75 |
Close |
1,286.00 |
1,288.25 |
2.25 |
0.2% |
1,274.25 |
Range |
17.50 |
10.25 |
-7.25 |
-41.4% |
22.50 |
ATR |
20.83 |
20.08 |
-0.76 |
-3.6% |
0.00 |
Volume |
1,250,815 |
1,565,704 |
314,889 |
25.2% |
5,610,562 |
|
Daily Pivots for day following 11-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,316.50 |
1,312.50 |
1,294.00 |
|
R3 |
1,306.25 |
1,302.25 |
1,291.00 |
|
R2 |
1,296.00 |
1,296.00 |
1,290.25 |
|
R1 |
1,292.00 |
1,292.00 |
1,289.25 |
1,294.00 |
PP |
1,285.75 |
1,285.75 |
1,285.75 |
1,286.50 |
S1 |
1,281.75 |
1,281.75 |
1,287.25 |
1,283.75 |
S2 |
1,275.50 |
1,275.50 |
1,286.25 |
|
S3 |
1,265.25 |
1,271.50 |
1,285.50 |
|
S4 |
1,255.00 |
1,261.25 |
1,282.50 |
|
|
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% |
88% |
False |
False |
1,403,530 |
10 |
1,292.00 |
1,243.00 |
49.00 |
3.8% |
14.00 |
1.1% |
92% |
False |
False |
1,159,375 |
20 |
1,292.00 |
1,195.50 |
96.50 |
7.5% |
18.00 |
1.4% |
96% |
False |
False |
1,420,664 |
40 |
1,292.00 |
1,141.75 |
150.25 |
11.7% |
22.75 |
1.8% |
98% |
False |
False |
880,960 |
60 |
1,292.00 |
1,141.75 |
150.25 |
11.7% |
25.50 |
2.0% |
98% |
False |
False |
588,236 |
80 |
1,292.00 |
1,062.00 |
230.00 |
17.9% |
27.75 |
2.2% |
98% |
False |
False |
441,581 |
100 |
1,292.00 |
1,062.00 |
230.00 |
17.9% |
28.75 |
2.2% |
98% |
False |
False |
353,305 |
120 |
1,335.75 |
1,062.00 |
273.75 |
21.2% |
30.25 |
2.4% |
83% |
False |
False |
294,428 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,333.00 |
2.618 |
1,316.25 |
1.618 |
1,306.00 |
1.000 |
1,299.75 |
0.618 |
1,295.75 |
HIGH |
1,289.50 |
0.618 |
1,285.50 |
0.500 |
1,284.50 |
0.382 |
1,283.25 |
LOW |
1,279.25 |
0.618 |
1,273.00 |
1.000 |
1,269.00 |
1.618 |
1,262.75 |
2.618 |
1,252.50 |
4.250 |
1,235.75 |
|
|
Fisher Pivots for day following 11-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
1,287.00 |
1,285.50 |
PP |
1,285.75 |
1,282.50 |
S1 |
1,284.50 |
1,279.50 |
|