Trading Metrics calculated at close of trading on 04-Jan-2012 |
Day Change Summary |
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Previous |
Current |
|
|
|
|
03-Jan-2012 |
04-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
12,221.19 |
12,392.46 |
171.27 |
1.4% |
12,293.47 |
High |
12,479.65 |
12,430.00 |
-49.65 |
-0.4% |
12,328.47 |
Low |
12,221.19 |
12,337.25 |
116.06 |
0.9% |
12,140.17 |
Close |
12,397.38 |
12,418.42 |
21.04 |
0.2% |
12,217.56 |
Range |
258.46 |
92.75 |
-165.71 |
-64.1% |
188.30 |
ATR |
177.87 |
171.79 |
-6.08 |
-3.4% |
0.00 |
Volume |
|
|
|
|
|
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Daily Pivots for day following 04-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,673.47 |
12,638.70 |
12,469.43 |
|
R3 |
12,580.72 |
12,545.95 |
12,443.93 |
|
R2 |
12,487.97 |
12,487.97 |
12,435.42 |
|
R1 |
12,453.20 |
12,453.20 |
12,426.92 |
12,470.59 |
PP |
12,395.22 |
12,395.22 |
12,395.22 |
12,403.92 |
S1 |
12,360.45 |
12,360.45 |
12,409.92 |
12,377.84 |
S2 |
12,302.47 |
12,302.47 |
12,401.42 |
|
S3 |
12,209.72 |
12,267.70 |
12,392.91 |
|
S4 |
12,116.97 |
12,174.95 |
12,367.41 |
|
|
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% |
145.66 |
1.2% |
82% |
False |
False |
|
10 |
12,479.65 |
11,768.83 |
710.82 |
5.7% |
145.83 |
1.2% |
91% |
False |
False |
|
20 |
12,479.65 |
11,735.19 |
744.46 |
6.0% |
168.56 |
1.4% |
92% |
False |
False |
|
40 |
12,479.65 |
11,231.56 |
1,248.09 |
10.1% |
192.55 |
1.6% |
95% |
False |
False |
|
60 |
12,479.65 |
11,104.56 |
1,375.09 |
11.1% |
202.93 |
1.6% |
96% |
False |
False |
|
80 |
12,479.65 |
10,404.49 |
2,075.16 |
16.7% |
220.21 |
1.8% |
97% |
False |
False |
|
100 |
12,479.65 |
10,404.49 |
2,075.16 |
16.7% |
229.71 |
1.8% |
97% |
False |
False |
|
120 |
12,751.43 |
10,404.49 |
2,346.94 |
18.9% |
238.59 |
1.9% |
86% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,824.19 |
2.618 |
12,672.82 |
1.618 |
12,580.07 |
1.000 |
12,522.75 |
0.618 |
12,487.32 |
HIGH |
12,430.00 |
0.618 |
12,394.57 |
0.500 |
12,383.63 |
0.382 |
12,372.68 |
LOW |
12,337.25 |
0.618 |
12,279.93 |
1.000 |
12,244.50 |
1.618 |
12,187.18 |
2.618 |
12,094.43 |
4.250 |
11,943.06 |
|
|
Fisher Pivots for day following 04-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
12,406.82 |
12,394.52 |
PP |
12,395.22 |
12,370.62 |
S1 |
12,383.63 |
12,346.72 |
|