Trading Metrics calculated at close of trading on 09-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2012 |
09-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
12,407.45 |
12,359.31 |
-48.14 |
-0.4% |
12,221.19 |
High |
12,415.24 |
12,409.08 |
-6.16 |
0.0% |
12,479.65 |
Low |
12,332.41 |
12,333.85 |
1.44 |
0.0% |
12,221.19 |
Close |
12,359.92 |
12,392.69 |
32.77 |
0.3% |
12,359.92 |
Range |
82.83 |
75.23 |
-7.60 |
-9.2% |
258.46 |
ATR |
164.16 |
157.81 |
-6.35 |
-3.9% |
0.00 |
Volume |
|
|
|
|
|
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Daily Pivots for day following 09-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,604.23 |
12,573.69 |
12,434.07 |
|
R3 |
12,529.00 |
12,498.46 |
12,413.38 |
|
R2 |
12,453.77 |
12,453.77 |
12,406.48 |
|
R1 |
12,423.23 |
12,423.23 |
12,399.59 |
12,438.50 |
PP |
12,378.54 |
12,378.54 |
12,378.54 |
12,386.18 |
S1 |
12,348.00 |
12,348.00 |
12,385.79 |
12,363.27 |
S2 |
12,303.31 |
12,303.31 |
12,378.90 |
|
S3 |
12,228.08 |
12,272.77 |
12,372.00 |
|
S4 |
12,152.85 |
12,197.54 |
12,351.31 |
|
|
Weekly Pivots for week ending 06-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,128.97 |
13,002.90 |
12,502.07 |
|
R3 |
12,870.51 |
12,744.44 |
12,431.00 |
|
R2 |
12,612.05 |
12,612.05 |
12,407.30 |
|
R1 |
12,485.98 |
12,485.98 |
12,383.61 |
12,549.02 |
PP |
12,353.59 |
12,353.59 |
12,353.59 |
12,385.10 |
S1 |
12,227.52 |
12,227.52 |
12,336.23 |
12,290.56 |
S2 |
12,095.13 |
12,095.13 |
12,312.54 |
|
S3 |
11,836.67 |
11,969.06 |
12,288.84 |
|
S4 |
11,578.21 |
11,710.60 |
12,217.77 |
|
|
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 |
12,221.19 |
258.46 |
2.1% |
132.27 |
1.1% |
66% |
False |
False |
|
10 |
12,479.65 |
12,140.17 |
339.48 |
2.7% |
122.46 |
1.0% |
74% |
False |
False |
|
20 |
12,479.65 |
11,735.19 |
744.46 |
6.0% |
155.77 |
1.3% |
88% |
False |
False |
|
40 |
12,479.65 |
11,231.56 |
1,248.09 |
10.1% |
180.09 |
1.5% |
93% |
False |
False |
|
60 |
12,479.65 |
11,231.56 |
1,248.09 |
10.1% |
197.79 |
1.6% |
93% |
False |
False |
|
80 |
12,479.65 |
10,404.49 |
2,075.16 |
16.7% |
214.29 |
1.7% |
96% |
False |
False |
|
100 |
12,479.65 |
10,404.49 |
2,075.16 |
16.7% |
226.67 |
1.8% |
96% |
False |
False |
|
120 |
12,751.43 |
10,404.49 |
2,346.94 |
18.9% |
237.01 |
1.9% |
85% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,728.81 |
2.618 |
12,606.03 |
1.618 |
12,530.80 |
1.000 |
12,484.31 |
0.618 |
12,455.57 |
HIGH |
12,409.08 |
0.618 |
12,380.34 |
0.500 |
12,371.47 |
0.382 |
12,362.59 |
LOW |
12,333.85 |
0.618 |
12,287.36 |
1.000 |
12,258.62 |
1.618 |
12,212.13 |
2.618 |
12,136.90 |
4.250 |
12,014.12 |
|
|
Fisher Pivots for day following 09-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
12,385.62 |
12,381.77 |
PP |
12,378.54 |
12,370.86 |
S1 |
12,371.47 |
12,359.94 |
|