Trading Metrics calculated at close of trading on 12-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2012 |
12-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
4,140.0 |
4,169.0 |
29.0 |
0.7% |
4,080.0 |
High |
4,177.0 |
4,171.0 |
-6.0 |
-0.1% |
4,185.0 |
Low |
4,134.0 |
4,138.0 |
4.0 |
0.1% |
4,068.0 |
Close |
4,169.0 |
4,152.0 |
-17.0 |
-0.4% |
4,080.0 |
Range |
43.0 |
33.0 |
-10.0 |
-23.3% |
117.0 |
ATR |
62.6 |
60.4 |
-2.1 |
-3.4% |
0.0 |
Volume |
25,456 |
20,662 |
-4,794 |
-18.8% |
91,001 |
|
Daily Pivots for day following 12-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,252.7 |
4,235.3 |
4,170.2 |
|
R3 |
4,219.7 |
4,202.3 |
4,161.1 |
|
R2 |
4,186.7 |
4,186.7 |
4,158.1 |
|
R1 |
4,169.3 |
4,169.3 |
4,155.0 |
4,161.5 |
PP |
4,153.7 |
4,153.7 |
4,153.7 |
4,149.8 |
S1 |
4,136.3 |
4,136.3 |
4,149.0 |
4,128.5 |
S2 |
4,120.7 |
4,120.7 |
4,146.0 |
|
S3 |
4,087.7 |
4,103.3 |
4,142.9 |
|
S4 |
4,054.7 |
4,070.3 |
4,133.9 |
|
|
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% |
43.4 |
1.0% |
78% |
False |
False |
24,506 |
10 |
4,185.0 |
4,015.0 |
170.0 |
4.1% |
46.2 |
1.1% |
81% |
False |
False |
21,476 |
20 |
4,190.0 |
4,015.0 |
175.0 |
4.2% |
44.5 |
1.1% |
78% |
False |
False |
28,391 |
40 |
4,311.0 |
3,963.0 |
348.0 |
8.4% |
37.9 |
0.9% |
54% |
False |
False |
15,368 |
60 |
4,387.0 |
3,963.0 |
424.0 |
10.2% |
31.2 |
0.8% |
45% |
False |
False |
10,266 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,311.3 |
2.618 |
4,257.4 |
1.618 |
4,224.4 |
1.000 |
4,204.0 |
0.618 |
4,191.4 |
HIGH |
4,171.0 |
0.618 |
4,158.4 |
0.500 |
4,154.5 |
0.382 |
4,150.6 |
LOW |
4,138.0 |
0.618 |
4,117.6 |
1.000 |
4,105.0 |
1.618 |
4,084.6 |
2.618 |
4,051.6 |
4.250 |
3,997.8 |
|
|
Fisher Pivots for day following 12-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
4,154.5 |
4,146.5 |
PP |
4,153.7 |
4,141.0 |
S1 |
4,152.8 |
4,135.5 |
|