Trading Metrics calculated at close of trading on 09-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2012 |
09-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
12,333 |
12,312 |
-21 |
-0.2% |
12,352 |
High |
12,408 |
12,352 |
-56 |
-0.5% |
12,415 |
Low |
12,272 |
12,252 |
-20 |
-0.2% |
12,219 |
Close |
12,309 |
12,337 |
28 |
0.2% |
12,309 |
Range |
136 |
100 |
-36 |
-26.5% |
196 |
ATR |
189 |
183 |
-6 |
-3.4% |
0 |
Volume |
83,794 |
78,455 |
-5,339 |
-6.4% |
331,876 |
|
Daily Pivots for day following 09-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,614 |
12,575 |
12,392 |
|
R3 |
12,514 |
12,475 |
12,365 |
|
R2 |
12,414 |
12,414 |
12,355 |
|
R1 |
12,375 |
12,375 |
12,346 |
12,395 |
PP |
12,314 |
12,314 |
12,314 |
12,323 |
S1 |
12,275 |
12,275 |
12,328 |
12,295 |
S2 |
12,214 |
12,214 |
12,319 |
|
S3 |
12,114 |
12,175 |
12,310 |
|
S4 |
12,014 |
12,075 |
12,282 |
|
|
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 |
12,219 |
196 |
1.6% |
115 |
0.9% |
60% |
False |
False |
82,066 |
10 |
12,415 |
12,069 |
346 |
2.8% |
123 |
1.0% |
77% |
False |
False |
62,070 |
20 |
12,415 |
11,661 |
754 |
6.1% |
176 |
1.4% |
90% |
False |
False |
86,287 |
40 |
12,415 |
11,077 |
1,338 |
10.8% |
198 |
1.6% |
94% |
False |
False |
44,793 |
60 |
12,415 |
11,077 |
1,338 |
10.8% |
198 |
1.6% |
94% |
False |
False |
29,869 |
80 |
12,415 |
10,288 |
2,127 |
17.2% |
216 |
1.7% |
96% |
False |
False |
22,412 |
100 |
12,415 |
10,288 |
2,127 |
17.2% |
184 |
1.5% |
96% |
False |
False |
17,930 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,777 |
2.618 |
12,614 |
1.618 |
12,514 |
1.000 |
12,452 |
0.618 |
12,414 |
HIGH |
12,352 |
0.618 |
12,314 |
0.500 |
12,302 |
0.382 |
12,290 |
LOW |
12,252 |
0.618 |
12,190 |
1.000 |
12,152 |
1.618 |
12,090 |
2.618 |
11,990 |
4.250 |
11,827 |
|
|
Fisher Pivots for day following 09-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
12,325 |
12,329 |
PP |
12,314 |
12,321 |
S1 |
12,302 |
12,314 |
|