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 |
12,208 |
12,352 |
144 |
1.2% |
12,235 |
High |
12,250 |
12,415 |
165 |
1.3% |
12,260 |
Low |
12,134 |
12,322 |
188 |
1.5% |
12,069 |
Close |
12,150 |
12,338 |
188 |
1.5% |
12,150 |
Range |
116 |
93 |
-23 |
-19.8% |
191 |
ATR |
199 |
204 |
5 |
2.4% |
0 |
Volume |
36,870 |
76,098 |
39,228 |
106.4% |
172,235 |
|
Daily Pivots for day following 03-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,637 |
12,581 |
12,389 |
|
R3 |
12,544 |
12,488 |
12,364 |
|
R2 |
12,451 |
12,451 |
12,355 |
|
R1 |
12,395 |
12,395 |
12,347 |
12,377 |
PP |
12,358 |
12,358 |
12,358 |
12,349 |
S1 |
12,302 |
12,302 |
12,330 |
12,284 |
S2 |
12,265 |
12,265 |
12,321 |
|
S3 |
12,172 |
12,209 |
12,313 |
|
S4 |
12,079 |
12,116 |
12,287 |
|
|
Weekly Pivots for week ending 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,733 |
12,632 |
12,255 |
|
R3 |
12,542 |
12,441 |
12,203 |
|
R2 |
12,351 |
12,351 |
12,185 |
|
R1 |
12,250 |
12,250 |
12,168 |
12,205 |
PP |
12,160 |
12,160 |
12,160 |
12,137 |
S1 |
12,059 |
12,059 |
12,133 |
12,014 |
S2 |
11,969 |
11,969 |
12,115 |
|
S3 |
11,778 |
11,868 |
12,098 |
|
S4 |
11,587 |
11,677 |
12,045 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,415 |
12,069 |
346 |
2.8% |
124 |
1.0% |
78% |
True |
False |
49,666 |
10 |
12,415 |
11,661 |
754 |
6.1% |
165 |
1.3% |
90% |
True |
False |
63,063 |
20 |
12,415 |
11,661 |
754 |
6.1% |
196 |
1.6% |
90% |
True |
False |
72,754 |
40 |
12,415 |
11,077 |
1,338 |
10.8% |
208 |
1.7% |
94% |
True |
False |
36,440 |
60 |
12,415 |
10,920 |
1,495 |
12.1% |
201 |
1.6% |
95% |
True |
False |
24,301 |
80 |
12,415 |
10,288 |
2,127 |
17.2% |
222 |
1.8% |
96% |
True |
False |
18,235 |
100 |
12,415 |
10,288 |
2,127 |
17.2% |
179 |
1.5% |
96% |
True |
False |
14,588 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,810 |
2.618 |
12,659 |
1.618 |
12,566 |
1.000 |
12,508 |
0.618 |
12,473 |
HIGH |
12,415 |
0.618 |
12,380 |
0.500 |
12,369 |
0.382 |
12,358 |
LOW |
12,322 |
0.618 |
12,265 |
1.000 |
12,229 |
1.618 |
12,172 |
2.618 |
12,079 |
4.250 |
11,927 |
|
|
Fisher Pivots for day following 03-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
12,369 |
12,308 |
PP |
12,358 |
12,277 |
S1 |
12,348 |
12,247 |
|