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 |
4,097.0 |
4,140.0 |
43.0 |
1.0% |
4,080.0 |
High |
4,130.0 |
4,177.0 |
47.0 |
1.1% |
4,185.0 |
Low |
4,094.0 |
4,134.0 |
40.0 |
1.0% |
4,068.0 |
Close |
4,122.0 |
4,169.0 |
47.0 |
1.1% |
4,080.0 |
Range |
36.0 |
43.0 |
7.0 |
19.4% |
117.0 |
ATR |
63.1 |
62.6 |
-0.6 |
-0.9% |
0.0 |
Volume |
26,497 |
25,456 |
-1,041 |
-3.9% |
91,001 |
|
Daily Pivots for day following 11-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,289.0 |
4,272.0 |
4,192.7 |
|
R3 |
4,246.0 |
4,229.0 |
4,180.8 |
|
R2 |
4,203.0 |
4,203.0 |
4,176.9 |
|
R1 |
4,186.0 |
4,186.0 |
4,172.9 |
4,194.5 |
PP |
4,160.0 |
4,160.0 |
4,160.0 |
4,164.3 |
S1 |
4,143.0 |
4,143.0 |
4,165.1 |
4,151.5 |
S2 |
4,117.0 |
4,117.0 |
4,161.1 |
|
S3 |
4,074.0 |
4,100.0 |
4,157.2 |
|
S4 |
4,031.0 |
4,057.0 |
4,145.4 |
|
|
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 |
4,177.0 |
4,062.0 |
115.0 |
2.8% |
43.8 |
1.1% |
93% |
True |
False |
24,928 |
10 |
4,185.0 |
4,015.0 |
170.0 |
4.1% |
51.2 |
1.2% |
91% |
False |
False |
21,107 |
20 |
4,262.0 |
4,015.0 |
247.0 |
5.9% |
44.4 |
1.1% |
62% |
False |
False |
29,195 |
40 |
4,360.0 |
3,963.0 |
397.0 |
9.5% |
37.9 |
0.9% |
52% |
False |
False |
14,852 |
60 |
4,387.0 |
3,963.0 |
424.0 |
10.2% |
30.6 |
0.7% |
49% |
False |
False |
9,922 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,359.8 |
2.618 |
4,289.6 |
1.618 |
4,246.6 |
1.000 |
4,220.0 |
0.618 |
4,203.6 |
HIGH |
4,177.0 |
0.618 |
4,160.6 |
0.500 |
4,155.5 |
0.382 |
4,150.4 |
LOW |
4,134.0 |
0.618 |
4,107.4 |
1.000 |
4,091.0 |
1.618 |
4,064.4 |
2.618 |
4,021.4 |
4.250 |
3,951.3 |
|
|
Fisher Pivots for day following 11-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
4,164.5 |
4,152.5 |
PP |
4,160.0 |
4,136.0 |
S1 |
4,155.5 |
4,119.5 |
|