Trading Metrics calculated at close of trading on 05-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2012 |
05-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
12,392.46 |
12,418.42 |
25.96 |
0.2% |
12,293.47 |
High |
12,430.00 |
12,435.98 |
5.98 |
0.0% |
12,328.47 |
Low |
12,337.25 |
12,283.90 |
-53.35 |
-0.4% |
12,140.17 |
Close |
12,418.42 |
12,415.70 |
-2.72 |
0.0% |
12,217.56 |
Range |
92.75 |
152.08 |
59.33 |
64.0% |
188.30 |
ATR |
171.79 |
170.38 |
-1.41 |
-0.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,834.77 |
12,777.31 |
12,499.34 |
|
R3 |
12,682.69 |
12,625.23 |
12,457.52 |
|
R2 |
12,530.61 |
12,530.61 |
12,443.58 |
|
R1 |
12,473.15 |
12,473.15 |
12,429.64 |
12,425.84 |
PP |
12,378.53 |
12,378.53 |
12,378.53 |
12,354.87 |
S1 |
12,321.07 |
12,321.07 |
12,401.76 |
12,273.76 |
S2 |
12,226.45 |
12,226.45 |
12,387.82 |
|
S3 |
12,074.37 |
12,168.99 |
12,373.88 |
|
S4 |
11,922.29 |
12,016.91 |
12,332.06 |
|
|
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 |
12,152.09 |
327.56 |
2.6% |
144.29 |
1.2% |
80% |
False |
False |
|
10 |
12,479.65 |
11,999.44 |
480.21 |
3.9% |
126.21 |
1.0% |
87% |
False |
False |
|
20 |
12,479.65 |
11,735.19 |
744.46 |
6.0% |
169.22 |
1.4% |
91% |
False |
False |
|
40 |
12,479.65 |
11,231.56 |
1,248.09 |
10.1% |
191.51 |
1.5% |
95% |
False |
False |
|
60 |
12,479.65 |
11,231.56 |
1,248.09 |
10.1% |
199.99 |
1.6% |
95% |
False |
False |
|
80 |
12,479.65 |
10,404.49 |
2,075.16 |
16.7% |
219.15 |
1.8% |
97% |
False |
False |
|
100 |
12,479.65 |
10,404.49 |
2,075.16 |
16.7% |
229.19 |
1.8% |
97% |
False |
False |
|
120 |
12,751.43 |
10,404.49 |
2,346.94 |
18.9% |
239.03 |
1.9% |
86% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,082.32 |
2.618 |
12,834.13 |
1.618 |
12,682.05 |
1.000 |
12,588.06 |
0.618 |
12,529.97 |
HIGH |
12,435.98 |
0.618 |
12,377.89 |
0.500 |
12,359.94 |
0.382 |
12,341.99 |
LOW |
12,283.90 |
0.618 |
12,189.91 |
1.000 |
12,131.82 |
1.618 |
12,037.83 |
2.618 |
11,885.75 |
4.250 |
11,637.56 |
|
|
Fisher Pivots for day following 05-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
12,397.11 |
12,393.94 |
PP |
12,378.53 |
12,372.18 |
S1 |
12,359.94 |
12,350.42 |
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