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 |
4,125.0 |
4,090.0 |
-35.0 |
-0.8% |
4,080.0 |
High |
4,128.0 |
4,114.0 |
-14.0 |
-0.3% |
4,185.0 |
Low |
4,075.0 |
4,062.0 |
-13.0 |
-0.3% |
4,068.0 |
Close |
4,080.0 |
4,072.0 |
-8.0 |
-0.2% |
4,080.0 |
Range |
53.0 |
52.0 |
-1.0 |
-1.9% |
117.0 |
ATR |
64.4 |
63.5 |
-0.9 |
-1.4% |
0.0 |
Volume |
23,740 |
26,175 |
2,435 |
10.3% |
91,001 |
|
Daily Pivots for day following 09-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,238.7 |
4,207.3 |
4,100.6 |
|
R3 |
4,186.7 |
4,155.3 |
4,086.3 |
|
R2 |
4,134.7 |
4,134.7 |
4,081.5 |
|
R1 |
4,103.3 |
4,103.3 |
4,076.8 |
4,093.0 |
PP |
4,082.7 |
4,082.7 |
4,082.7 |
4,077.5 |
S1 |
4,051.3 |
4,051.3 |
4,067.2 |
4,041.0 |
S2 |
4,030.7 |
4,030.7 |
4,062.5 |
|
S3 |
3,978.7 |
3,999.3 |
4,057.7 |
|
S4 |
3,926.7 |
3,947.3 |
4,043.4 |
|
|
Weekly Pivots for week ending 06-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,462.0 |
4,388.0 |
4,144.4 |
|
R3 |
4,345.0 |
4,271.0 |
4,112.2 |
|
R2 |
4,228.0 |
4,228.0 |
4,101.5 |
|
R1 |
4,154.0 |
4,154.0 |
4,090.7 |
4,138.5 |
PP |
4,111.0 |
4,111.0 |
4,111.0 |
4,103.3 |
S1 |
4,037.0 |
4,037.0 |
4,069.3 |
4,021.5 |
S2 |
3,994.0 |
3,994.0 |
4,058.6 |
|
S3 |
3,877.0 |
3,920.0 |
4,047.8 |
|
S4 |
3,760.0 |
3,803.0 |
4,015.7 |
|
|
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 |
4,062.0 |
123.0 |
3.0% |
50.8 |
1.2% |
8% |
False |
True |
23,435 |
10 |
4,185.0 |
4,015.0 |
170.0 |
4.2% |
50.0 |
1.2% |
34% |
False |
False |
19,404 |
20 |
4,289.0 |
4,015.0 |
274.0 |
6.7% |
44.5 |
1.1% |
21% |
False |
False |
26,874 |
40 |
4,360.0 |
3,963.0 |
397.0 |
9.7% |
36.7 |
0.9% |
27% |
False |
False |
13,555 |
60 |
4,387.0 |
3,963.0 |
424.0 |
10.4% |
30.0 |
0.7% |
26% |
False |
False |
9,065 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,335.0 |
2.618 |
4,250.1 |
1.618 |
4,198.1 |
1.000 |
4,166.0 |
0.618 |
4,146.1 |
HIGH |
4,114.0 |
0.618 |
4,094.1 |
0.500 |
4,088.0 |
0.382 |
4,081.9 |
LOW |
4,062.0 |
0.618 |
4,029.9 |
1.000 |
4,010.0 |
1.618 |
3,977.9 |
2.618 |
3,925.9 |
4.250 |
3,841.0 |
|
|
Fisher Pivots for day following 09-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
4,088.0 |
4,101.0 |
PP |
4,082.7 |
4,091.3 |
S1 |
4,077.3 |
4,081.7 |
|