Trading Metrics calculated at close of trading on 11-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2012 |
11-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
12,335 |
12,386 |
51 |
0.4% |
12,352 |
High |
12,463 |
12,409 |
-54 |
-0.4% |
12,415 |
Low |
12,327 |
12,338 |
11 |
0.1% |
12,219 |
Close |
12,390 |
12,388 |
-2 |
0.0% |
12,309 |
Range |
136 |
71 |
-65 |
-47.8% |
196 |
ATR |
179 |
172 |
-8 |
-4.3% |
0 |
Volume |
76,133 |
80,736 |
4,603 |
6.0% |
331,876 |
|
Daily Pivots for day following 11-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,591 |
12,561 |
12,427 |
|
R3 |
12,520 |
12,490 |
12,408 |
|
R2 |
12,449 |
12,449 |
12,401 |
|
R1 |
12,419 |
12,419 |
12,395 |
12,434 |
PP |
12,378 |
12,378 |
12,378 |
12,386 |
S1 |
12,348 |
12,348 |
12,382 |
12,363 |
S2 |
12,307 |
12,307 |
12,375 |
|
S3 |
12,236 |
12,277 |
12,369 |
|
S4 |
12,165 |
12,206 |
12,349 |
|
|
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 |
12,463 |
12,219 |
244 |
2.0% |
120 |
1.0% |
69% |
False |
False |
82,752 |
10 |
12,463 |
12,069 |
394 |
3.2% |
124 |
1.0% |
81% |
False |
False |
70,933 |
20 |
12,463 |
11,661 |
802 |
6.5% |
159 |
1.3% |
91% |
False |
False |
80,863 |
40 |
12,463 |
11,077 |
1,386 |
11.2% |
190 |
1.5% |
95% |
False |
False |
48,713 |
60 |
12,463 |
11,077 |
1,386 |
11.2% |
197 |
1.6% |
95% |
False |
False |
32,483 |
80 |
12,463 |
10,288 |
2,175 |
17.6% |
214 |
1.7% |
97% |
False |
False |
24,371 |
100 |
12,463 |
10,288 |
2,175 |
17.6% |
186 |
1.5% |
97% |
False |
False |
19,499 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,711 |
2.618 |
12,595 |
1.618 |
12,524 |
1.000 |
12,480 |
0.618 |
12,453 |
HIGH |
12,409 |
0.618 |
12,382 |
0.500 |
12,374 |
0.382 |
12,365 |
LOW |
12,338 |
0.618 |
12,294 |
1.000 |
12,267 |
1.618 |
12,223 |
2.618 |
12,152 |
4.250 |
12,036 |
|
|
Fisher Pivots for day following 11-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
12,383 |
12,378 |
PP |
12,378 |
12,368 |
S1 |
12,374 |
12,358 |
|