Trading Metrics calculated at close of trading on 12-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2012 |
12-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
12,386 |
12,390 |
4 |
0.0% |
12,352 |
High |
12,409 |
12,465 |
56 |
0.5% |
12,415 |
Low |
12,338 |
12,323 |
-15 |
-0.1% |
12,219 |
Close |
12,388 |
12,413 |
25 |
0.2% |
12,309 |
Range |
71 |
142 |
71 |
100.0% |
196 |
ATR |
172 |
169 |
-2 |
-1.2% |
0 |
Volume |
80,736 |
82,979 |
2,243 |
2.8% |
331,876 |
|
Daily Pivots for day following 12-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,826 |
12,762 |
12,491 |
|
R3 |
12,684 |
12,620 |
12,452 |
|
R2 |
12,542 |
12,542 |
12,439 |
|
R1 |
12,478 |
12,478 |
12,426 |
12,510 |
PP |
12,400 |
12,400 |
12,400 |
12,417 |
S1 |
12,336 |
12,336 |
12,400 |
12,368 |
S2 |
12,258 |
12,258 |
12,387 |
|
S3 |
12,116 |
12,194 |
12,374 |
|
S4 |
11,974 |
12,052 |
12,335 |
|
|
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 |
12,465 |
12,252 |
213 |
1.7% |
117 |
0.9% |
76% |
True |
False |
80,419 |
10 |
12,465 |
12,078 |
387 |
3.1% |
119 |
1.0% |
87% |
True |
False |
73,851 |
20 |
12,465 |
11,661 |
804 |
6.5% |
154 |
1.2% |
94% |
True |
False |
77,496 |
40 |
12,465 |
11,077 |
1,388 |
11.2% |
189 |
1.5% |
96% |
True |
False |
50,787 |
60 |
12,465 |
11,077 |
1,388 |
11.2% |
194 |
1.6% |
96% |
True |
False |
33,866 |
80 |
12,465 |
10,288 |
2,177 |
17.5% |
214 |
1.7% |
98% |
True |
False |
25,408 |
100 |
12,465 |
10,288 |
2,177 |
17.5% |
188 |
1.5% |
98% |
True |
False |
20,329 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,069 |
2.618 |
12,837 |
1.618 |
12,695 |
1.000 |
12,607 |
0.618 |
12,553 |
HIGH |
12,465 |
0.618 |
12,411 |
0.500 |
12,394 |
0.382 |
12,377 |
LOW |
12,323 |
0.618 |
12,235 |
1.000 |
12,181 |
1.618 |
12,093 |
2.618 |
11,951 |
4.250 |
11,720 |
|
|
Fisher Pivots for day following 12-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
12,407 |
12,407 |
PP |
12,400 |
12,400 |
S1 |
12,394 |
12,394 |
|