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 |
12,352 |
12,336 |
-16 |
-0.1% |
12,235 |
High |
12,415 |
12,366 |
-49 |
-0.4% |
12,260 |
Low |
12,322 |
12,273 |
-49 |
-0.4% |
12,069 |
Close |
12,338 |
12,356 |
18 |
0.1% |
12,150 |
Range |
93 |
93 |
0 |
0.0% |
191 |
ATR |
204 |
196 |
-8 |
-3.9% |
0 |
Volume |
76,098 |
77,339 |
1,241 |
1.6% |
172,235 |
|
Daily Pivots for day following 04-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,611 |
12,576 |
12,407 |
|
R3 |
12,518 |
12,483 |
12,382 |
|
R2 |
12,425 |
12,425 |
12,373 |
|
R1 |
12,390 |
12,390 |
12,365 |
12,408 |
PP |
12,332 |
12,332 |
12,332 |
12,340 |
S1 |
12,297 |
12,297 |
12,348 |
12,315 |
S2 |
12,239 |
12,239 |
12,339 |
|
S3 |
12,146 |
12,204 |
12,331 |
|
S4 |
12,053 |
12,111 |
12,305 |
|
|
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% |
128 |
1.0% |
83% |
False |
False |
59,114 |
10 |
12,415 |
11,693 |
722 |
5.8% |
155 |
1.3% |
92% |
False |
False |
63,371 |
20 |
12,415 |
11,661 |
754 |
6.1% |
193 |
1.6% |
92% |
False |
False |
76,564 |
40 |
12,415 |
11,077 |
1,338 |
10.8% |
205 |
1.7% |
96% |
False |
False |
38,372 |
60 |
12,415 |
11,077 |
1,338 |
10.8% |
200 |
1.6% |
96% |
False |
False |
25,589 |
80 |
12,415 |
10,288 |
2,127 |
17.2% |
219 |
1.8% |
97% |
False |
False |
19,201 |
100 |
12,415 |
10,288 |
2,127 |
17.2% |
180 |
1.5% |
97% |
False |
False |
15,361 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,761 |
2.618 |
12,610 |
1.618 |
12,517 |
1.000 |
12,459 |
0.618 |
12,424 |
HIGH |
12,366 |
0.618 |
12,331 |
0.500 |
12,320 |
0.382 |
12,309 |
LOW |
12,273 |
0.618 |
12,216 |
1.000 |
12,180 |
1.618 |
12,123 |
2.618 |
12,030 |
4.250 |
11,878 |
|
|
Fisher Pivots for day following 04-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
12,344 |
12,329 |
PP |
12,332 |
12,302 |
S1 |
12,320 |
12,275 |
|