Trading Metrics calculated at close of trading on 13-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2012 |
13-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
12,390 |
12,413 |
23 |
0.2% |
12,312 |
High |
12,465 |
12,440 |
-25 |
-0.2% |
12,465 |
Low |
12,323 |
12,248 |
-75 |
-0.6% |
12,248 |
Close |
12,413 |
12,390 |
-23 |
-0.2% |
12,390 |
Range |
142 |
192 |
50 |
35.2% |
217 |
ATR |
169 |
171 |
2 |
1.0% |
0 |
Volume |
82,979 |
97,528 |
14,549 |
17.5% |
415,831 |
|
Daily Pivots for day following 13-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,935 |
12,855 |
12,496 |
|
R3 |
12,743 |
12,663 |
12,443 |
|
R2 |
12,551 |
12,551 |
12,425 |
|
R1 |
12,471 |
12,471 |
12,408 |
12,415 |
PP |
12,359 |
12,359 |
12,359 |
12,332 |
S1 |
12,279 |
12,279 |
12,373 |
12,223 |
S2 |
12,167 |
12,167 |
12,355 |
|
S3 |
11,975 |
12,087 |
12,337 |
|
S4 |
11,783 |
11,895 |
12,285 |
|
|
Weekly Pivots for week ending 13-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,019 |
12,921 |
12,509 |
|
R3 |
12,802 |
12,704 |
12,450 |
|
R2 |
12,585 |
12,585 |
12,430 |
|
R1 |
12,487 |
12,487 |
12,410 |
12,536 |
PP |
12,368 |
12,368 |
12,368 |
12,392 |
S1 |
12,270 |
12,270 |
12,370 |
12,319 |
S2 |
12,151 |
12,151 |
12,350 |
|
S3 |
11,934 |
12,053 |
12,330 |
|
S4 |
11,717 |
11,836 |
12,271 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,465 |
12,248 |
217 |
1.8% |
128 |
1.0% |
65% |
False |
True |
83,166 |
10 |
12,465 |
12,134 |
331 |
2.7% |
123 |
1.0% |
77% |
False |
False |
78,457 |
20 |
12,465 |
11,661 |
804 |
6.5% |
152 |
1.2% |
91% |
False |
False |
74,924 |
40 |
12,465 |
11,077 |
1,388 |
11.2% |
189 |
1.5% |
95% |
False |
False |
53,224 |
60 |
12,465 |
11,077 |
1,388 |
11.2% |
192 |
1.5% |
95% |
False |
False |
35,491 |
80 |
12,465 |
10,288 |
2,177 |
17.6% |
213 |
1.7% |
97% |
False |
False |
26,627 |
100 |
12,465 |
10,288 |
2,177 |
17.6% |
189 |
1.5% |
97% |
False |
False |
21,304 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,256 |
2.618 |
12,943 |
1.618 |
12,751 |
1.000 |
12,632 |
0.618 |
12,559 |
HIGH |
12,440 |
0.618 |
12,367 |
0.500 |
12,344 |
0.382 |
12,321 |
LOW |
12,248 |
0.618 |
12,129 |
1.000 |
12,056 |
1.618 |
11,937 |
2.618 |
11,745 |
4.250 |
11,432 |
|
|
Fisher Pivots for day following 13-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
12,375 |
12,379 |
PP |
12,359 |
12,368 |
S1 |
12,344 |
12,357 |
|