Trading Metrics calculated at close of trading on 06-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2012 |
06-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
12,360 |
12,333 |
-27 |
-0.2% |
12,352 |
High |
12,373 |
12,408 |
35 |
0.3% |
12,415 |
Low |
12,219 |
12,272 |
53 |
0.4% |
12,219 |
Close |
12,331 |
12,309 |
-22 |
-0.2% |
12,309 |
Range |
154 |
136 |
-18 |
-11.7% |
196 |
ATR |
193 |
189 |
-4 |
-2.1% |
0 |
Volume |
94,645 |
83,794 |
-10,851 |
-11.5% |
331,876 |
|
Daily Pivots for day following 06-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,738 |
12,659 |
12,384 |
|
R3 |
12,602 |
12,523 |
12,347 |
|
R2 |
12,466 |
12,466 |
12,334 |
|
R1 |
12,387 |
12,387 |
12,322 |
12,359 |
PP |
12,330 |
12,330 |
12,330 |
12,315 |
S1 |
12,251 |
12,251 |
12,297 |
12,223 |
S2 |
12,194 |
12,194 |
12,284 |
|
S3 |
12,058 |
12,115 |
12,272 |
|
S4 |
11,922 |
11,979 |
12,234 |
|
|
Weekly Pivots for week ending 06-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,902 |
12,802 |
12,417 |
|
R3 |
12,706 |
12,606 |
12,363 |
|
R2 |
12,510 |
12,510 |
12,345 |
|
R1 |
12,410 |
12,410 |
12,327 |
12,362 |
PP |
12,314 |
12,314 |
12,314 |
12,291 |
S1 |
12,214 |
12,214 |
12,291 |
12,166 |
S2 |
12,118 |
12,118 |
12,273 |
|
S3 |
11,922 |
12,018 |
12,255 |
|
S4 |
11,726 |
11,822 |
12,201 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,415 |
12,134 |
281 |
2.3% |
119 |
1.0% |
62% |
False |
False |
73,749 |
10 |
12,415 |
11,994 |
421 |
3.4% |
126 |
1.0% |
75% |
False |
False |
60,179 |
20 |
12,415 |
11,661 |
754 |
6.1% |
188 |
1.5% |
86% |
False |
False |
84,949 |
40 |
12,415 |
11,077 |
1,338 |
10.9% |
204 |
1.7% |
92% |
False |
False |
42,833 |
60 |
12,415 |
11,077 |
1,338 |
10.9% |
201 |
1.6% |
92% |
False |
False |
28,563 |
80 |
12,415 |
10,288 |
2,127 |
17.3% |
219 |
1.8% |
95% |
False |
False |
21,432 |
100 |
12,415 |
10,288 |
2,127 |
17.3% |
183 |
1.5% |
95% |
False |
False |
17,146 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,986 |
2.618 |
12,764 |
1.618 |
12,628 |
1.000 |
12,544 |
0.618 |
12,492 |
HIGH |
12,408 |
0.618 |
12,356 |
0.500 |
12,340 |
0.382 |
12,324 |
LOW |
12,272 |
0.618 |
12,188 |
1.000 |
12,136 |
1.618 |
12,052 |
2.618 |
11,916 |
4.250 |
11,694 |
|
|
Fisher Pivots for day following 06-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
12,340 |
12,314 |
PP |
12,330 |
12,312 |
S1 |
12,319 |
12,311 |
|