Trading Metrics calculated at close of trading on 03-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2011 |
03-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
12,286.13 |
12,221.19 |
-64.94 |
-0.5% |
12,293.47 |
High |
12,290.06 |
12,479.65 |
189.59 |
1.5% |
12,328.47 |
Low |
12,213.78 |
12,221.19 |
7.41 |
0.1% |
12,140.17 |
Close |
12,217.56 |
12,397.38 |
179.82 |
1.5% |
12,217.56 |
Range |
76.28 |
258.46 |
182.18 |
238.8% |
188.30 |
ATR |
171.39 |
177.87 |
6.48 |
3.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,141.45 |
13,027.88 |
12,539.53 |
|
R3 |
12,882.99 |
12,769.42 |
12,468.46 |
|
R2 |
12,624.53 |
12,624.53 |
12,444.76 |
|
R1 |
12,510.96 |
12,510.96 |
12,421.07 |
12,567.75 |
PP |
12,366.07 |
12,366.07 |
12,366.07 |
12,394.47 |
S1 |
12,252.50 |
12,252.50 |
12,373.69 |
12,309.29 |
S2 |
12,107.61 |
12,107.61 |
12,350.00 |
|
S3 |
11,849.15 |
11,994.04 |
12,326.30 |
|
S4 |
11,590.69 |
11,735.58 |
12,255.23 |
|
|
Weekly Pivots for week ending 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,793.63 |
12,693.90 |
12,321.13 |
|
R3 |
12,605.33 |
12,505.60 |
12,269.34 |
|
R2 |
12,417.03 |
12,417.03 |
12,252.08 |
|
R1 |
12,317.30 |
12,317.30 |
12,234.82 |
12,273.02 |
PP |
12,228.73 |
12,228.73 |
12,228.73 |
12,206.59 |
S1 |
12,129.00 |
12,129.00 |
12,200.30 |
12,084.72 |
S2 |
12,040.43 |
12,040.43 |
12,183.04 |
|
S3 |
11,852.13 |
11,940.70 |
12,165.78 |
|
S4 |
11,663.83 |
11,752.40 |
12,114.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,479.65 |
12,140.17 |
339.48 |
2.7% |
138.81 |
1.1% |
76% |
True |
False |
|
10 |
12,479.65 |
11,735.19 |
744.46 |
6.0% |
155.63 |
1.3% |
89% |
True |
False |
|
20 |
12,479.65 |
11,735.19 |
744.46 |
6.0% |
172.18 |
1.4% |
89% |
True |
False |
|
40 |
12,479.65 |
11,231.56 |
1,248.09 |
10.1% |
195.06 |
1.6% |
93% |
True |
False |
|
60 |
12,479.65 |
11,051.13 |
1,428.52 |
11.5% |
204.40 |
1.6% |
94% |
True |
False |
|
80 |
12,479.65 |
10,404.49 |
2,075.16 |
16.7% |
223.54 |
1.8% |
96% |
True |
False |
|
100 |
12,479.65 |
10,404.49 |
2,075.16 |
16.7% |
234.28 |
1.9% |
96% |
True |
False |
|
120 |
12,751.43 |
10,404.49 |
2,346.94 |
18.9% |
239.21 |
1.9% |
85% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,578.11 |
2.618 |
13,156.30 |
1.618 |
12,897.84 |
1.000 |
12,738.11 |
0.618 |
12,639.38 |
HIGH |
12,479.65 |
0.618 |
12,380.92 |
0.500 |
12,350.42 |
0.382 |
12,319.92 |
LOW |
12,221.19 |
0.618 |
12,061.46 |
1.000 |
11,962.73 |
1.618 |
11,803.00 |
2.618 |
11,544.54 |
4.250 |
11,122.74 |
|
|
Fisher Pivots for day following 03-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
12,381.73 |
12,370.21 |
PP |
12,366.07 |
12,343.04 |
S1 |
12,350.42 |
12,315.87 |
|