Trading Metrics calculated at close of trading on 04-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2012 |
04-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
4,080.0 |
4,100.0 |
20.0 |
0.5% |
4,146.0 |
High |
4,090.0 |
4,185.0 |
95.0 |
2.3% |
4,146.0 |
Low |
4,068.0 |
4,093.0 |
25.0 |
0.6% |
4,015.0 |
Close |
4,071.0 |
4,160.0 |
89.0 |
2.2% |
4,019.0 |
Range |
22.0 |
92.0 |
70.0 |
318.2% |
131.0 |
ATR |
61.8 |
65.5 |
3.7 |
6.0% |
0.0 |
Volume |
11,079 |
33,406 |
22,327 |
201.5% |
41,941 |
|
Daily Pivots for day following 04-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,422.0 |
4,383.0 |
4,210.6 |
|
R3 |
4,330.0 |
4,291.0 |
4,185.3 |
|
R2 |
4,238.0 |
4,238.0 |
4,176.9 |
|
R1 |
4,199.0 |
4,199.0 |
4,168.4 |
4,218.5 |
PP |
4,146.0 |
4,146.0 |
4,146.0 |
4,155.8 |
S1 |
4,107.0 |
4,107.0 |
4,151.6 |
4,126.5 |
S2 |
4,054.0 |
4,054.0 |
4,143.1 |
|
S3 |
3,962.0 |
4,015.0 |
4,134.7 |
|
S4 |
3,870.0 |
3,923.0 |
4,109.4 |
|
|
Weekly Pivots for week ending 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,453.0 |
4,367.0 |
4,091.1 |
|
R3 |
4,322.0 |
4,236.0 |
4,055.0 |
|
R2 |
4,191.0 |
4,191.0 |
4,043.0 |
|
R1 |
4,105.0 |
4,105.0 |
4,031.0 |
4,082.5 |
PP |
4,060.0 |
4,060.0 |
4,060.0 |
4,048.8 |
S1 |
3,974.0 |
3,974.0 |
4,007.0 |
3,951.5 |
S2 |
3,929.0 |
3,929.0 |
3,995.0 |
|
S3 |
3,798.0 |
3,843.0 |
3,983.0 |
|
S4 |
3,667.0 |
3,712.0 |
3,947.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,185.0 |
4,015.0 |
170.0 |
4.1% |
58.6 |
1.4% |
85% |
True |
False |
17,285 |
10 |
4,185.0 |
4,015.0 |
170.0 |
4.1% |
50.1 |
1.2% |
85% |
True |
False |
20,551 |
20 |
4,311.0 |
4,015.0 |
296.0 |
7.1% |
43.6 |
1.0% |
49% |
False |
False |
23,356 |
40 |
4,360.0 |
3,963.0 |
397.0 |
9.5% |
33.8 |
0.8% |
50% |
False |
False |
11,746 |
60 |
4,387.0 |
3,963.0 |
424.0 |
10.2% |
29.1 |
0.7% |
46% |
False |
False |
7,856 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,576.0 |
2.618 |
4,425.9 |
1.618 |
4,333.9 |
1.000 |
4,277.0 |
0.618 |
4,241.9 |
HIGH |
4,185.0 |
0.618 |
4,149.9 |
0.500 |
4,139.0 |
0.382 |
4,128.1 |
LOW |
4,093.0 |
0.618 |
4,036.1 |
1.000 |
4,001.0 |
1.618 |
3,944.1 |
2.618 |
3,852.1 |
4.250 |
3,702.0 |
|
|
Fisher Pivots for day following 04-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
4,153.0 |
4,140.0 |
PP |
4,146.0 |
4,120.0 |
S1 |
4,139.0 |
4,100.0 |
|