Trading Metrics calculated at close of trading on 11-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2012 |
11-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
12,394.51 |
12,459.52 |
65.01 |
0.5% |
12,221.19 |
High |
12,514.69 |
12,462.58 |
-52.11 |
-0.4% |
12,479.65 |
Low |
12,394.51 |
12,399.01 |
4.50 |
0.0% |
12,221.19 |
Close |
12,462.47 |
12,449.45 |
-13.02 |
-0.1% |
12,359.92 |
Range |
120.18 |
63.57 |
-56.61 |
-47.1% |
258.46 |
ATR |
155.25 |
148.70 |
-6.55 |
-4.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,627.72 |
12,602.16 |
12,484.41 |
|
R3 |
12,564.15 |
12,538.59 |
12,466.93 |
|
R2 |
12,500.58 |
12,500.58 |
12,461.10 |
|
R1 |
12,475.02 |
12,475.02 |
12,455.28 |
12,456.02 |
PP |
12,437.01 |
12,437.01 |
12,437.01 |
12,427.51 |
S1 |
12,411.45 |
12,411.45 |
12,443.62 |
12,392.45 |
S2 |
12,373.44 |
12,373.44 |
12,437.80 |
|
S3 |
12,309.87 |
12,347.88 |
12,431.97 |
|
S4 |
12,246.30 |
12,284.31 |
12,414.49 |
|
|
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 |
12,514.69 |
12,283.90 |
230.79 |
1.9% |
98.78 |
0.8% |
72% |
False |
False |
|
10 |
12,514.69 |
12,140.17 |
374.52 |
3.0% |
122.22 |
1.0% |
83% |
False |
False |
|
20 |
12,514.69 |
11,735.19 |
779.50 |
6.3% |
142.06 |
1.1% |
92% |
False |
False |
|
40 |
12,514.69 |
11,231.56 |
1,283.13 |
10.3% |
173.06 |
1.4% |
95% |
False |
False |
|
60 |
12,514.69 |
11,231.56 |
1,283.13 |
10.3% |
195.71 |
1.6% |
95% |
False |
False |
|
80 |
12,514.69 |
10,404.49 |
2,110.20 |
17.0% |
212.70 |
1.7% |
97% |
False |
False |
|
100 |
12,514.69 |
10,404.49 |
2,110.20 |
17.0% |
221.18 |
1.8% |
97% |
False |
False |
|
120 |
12,740.87 |
10,404.49 |
2,336.38 |
18.8% |
236.53 |
1.9% |
88% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,732.75 |
2.618 |
12,629.01 |
1.618 |
12,565.44 |
1.000 |
12,526.15 |
0.618 |
12,501.87 |
HIGH |
12,462.58 |
0.618 |
12,438.30 |
0.500 |
12,430.80 |
0.382 |
12,423.29 |
LOW |
12,399.01 |
0.618 |
12,359.72 |
1.000 |
12,335.44 |
1.618 |
12,296.15 |
2.618 |
12,232.58 |
4.250 |
12,128.84 |
|
|
Fisher Pivots for day following 11-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
12,443.23 |
12,441.06 |
PP |
12,437.01 |
12,432.66 |
S1 |
12,430.80 |
12,424.27 |
|