Trading Metrics calculated at close of trading on 05-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2012 |
05-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
12,336 |
12,360 |
24 |
0.2% |
12,235 |
High |
12,366 |
12,373 |
7 |
0.1% |
12,260 |
Low |
12,273 |
12,219 |
-54 |
-0.4% |
12,069 |
Close |
12,356 |
12,331 |
-25 |
-0.2% |
12,150 |
Range |
93 |
154 |
61 |
65.6% |
191 |
ATR |
196 |
193 |
-3 |
-1.5% |
0 |
Volume |
77,339 |
94,645 |
17,306 |
22.4% |
172,235 |
|
Daily Pivots for day following 05-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,770 |
12,704 |
12,416 |
|
R3 |
12,616 |
12,550 |
12,373 |
|
R2 |
12,462 |
12,462 |
12,359 |
|
R1 |
12,396 |
12,396 |
12,345 |
12,352 |
PP |
12,308 |
12,308 |
12,308 |
12,286 |
S1 |
12,242 |
12,242 |
12,317 |
12,198 |
S2 |
12,154 |
12,154 |
12,303 |
|
S3 |
12,000 |
12,088 |
12,289 |
|
S4 |
11,846 |
11,934 |
12,246 |
|
|
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 |
12,078 |
337 |
2.7% |
122 |
1.0% |
75% |
False |
False |
67,283 |
10 |
12,415 |
11,928 |
487 |
3.9% |
135 |
1.1% |
83% |
False |
False |
61,928 |
20 |
12,415 |
11,661 |
754 |
6.1% |
190 |
1.5% |
89% |
False |
False |
81,219 |
40 |
12,415 |
11,077 |
1,338 |
10.9% |
205 |
1.7% |
94% |
False |
False |
40,738 |
60 |
12,415 |
11,077 |
1,338 |
10.9% |
200 |
1.6% |
94% |
False |
False |
27,166 |
80 |
12,415 |
10,288 |
2,127 |
17.2% |
219 |
1.8% |
96% |
False |
False |
20,384 |
100 |
12,415 |
10,288 |
2,127 |
17.2% |
182 |
1.5% |
96% |
False |
False |
16,308 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,028 |
2.618 |
12,776 |
1.618 |
12,622 |
1.000 |
12,527 |
0.618 |
12,468 |
HIGH |
12,373 |
0.618 |
12,314 |
0.500 |
12,296 |
0.382 |
12,278 |
LOW |
12,219 |
0.618 |
12,124 |
1.000 |
12,065 |
1.618 |
11,970 |
2.618 |
11,816 |
4.250 |
11,565 |
|
|
Fisher Pivots for day following 05-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
12,319 |
12,326 |
PP |
12,308 |
12,322 |
S1 |
12,296 |
12,317 |
|