Trading Metrics calculated at close of trading on 06-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2012 |
06-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
6,120.0 |
6,105.0 |
-15.0 |
-0.2% |
5,890.0 |
High |
6,149.0 |
6,160.0 |
11.0 |
0.2% |
6,186.0 |
Low |
6,045.5 |
6,016.5 |
-29.0 |
-0.5% |
5,880.0 |
Close |
6,130.0 |
6,060.5 |
-69.5 |
-1.1% |
6,060.5 |
Range |
103.5 |
143.5 |
40.0 |
38.6% |
306.0 |
ATR |
146.4 |
146.2 |
-0.2 |
-0.1% |
0.0 |
Volume |
142,487 |
138,084 |
-4,403 |
-3.1% |
586,211 |
|
Daily Pivots for day following 06-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,509.5 |
6,428.5 |
6,139.4 |
|
R3 |
6,366.0 |
6,285.0 |
6,100.0 |
|
R2 |
6,222.5 |
6,222.5 |
6,086.8 |
|
R1 |
6,141.5 |
6,141.5 |
6,073.7 |
6,110.3 |
PP |
6,079.0 |
6,079.0 |
6,079.0 |
6,063.4 |
S1 |
5,998.0 |
5,998.0 |
6,047.3 |
5,966.8 |
S2 |
5,935.5 |
5,935.5 |
6,034.2 |
|
S3 |
5,792.0 |
5,854.5 |
6,021.0 |
|
S4 |
5,648.5 |
5,711.0 |
5,981.6 |
|
|
Weekly Pivots for week ending 06-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,960.2 |
6,816.3 |
6,228.8 |
|
R3 |
6,654.2 |
6,510.3 |
6,144.7 |
|
R2 |
6,348.2 |
6,348.2 |
6,116.6 |
|
R1 |
6,204.3 |
6,204.3 |
6,088.6 |
6,276.3 |
PP |
6,042.2 |
6,042.2 |
6,042.2 |
6,078.1 |
S1 |
5,898.3 |
5,898.3 |
6,032.5 |
5,970.3 |
S2 |
5,736.2 |
5,736.2 |
6,004.4 |
|
S3 |
5,430.2 |
5,592.3 |
5,976.4 |
|
S4 |
5,124.2 |
5,286.3 |
5,892.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,186.0 |
5,880.0 |
306.0 |
5.0% |
126.8 |
2.1% |
59% |
False |
False |
117,242 |
10 |
6,186.0 |
5,774.0 |
412.0 |
6.8% |
108.8 |
1.8% |
70% |
False |
False |
84,674 |
20 |
6,186.0 |
5,614.5 |
571.5 |
9.4% |
141.8 |
2.3% |
78% |
False |
False |
91,707 |
40 |
6,186.0 |
5,382.0 |
804.0 |
13.3% |
156.7 |
2.6% |
84% |
False |
False |
46,545 |
60 |
6,456.0 |
5,382.0 |
1,074.0 |
17.7% |
174.1 |
2.9% |
63% |
False |
False |
31,231 |
80 |
6,456.0 |
5,001.0 |
1,455.0 |
24.0% |
178.9 |
3.0% |
73% |
False |
False |
23,614 |
100 |
6,456.0 |
4,988.0 |
1,468.0 |
24.2% |
180.1 |
3.0% |
73% |
False |
False |
19,619 |
120 |
7,454.0 |
4,988.0 |
2,466.0 |
40.7% |
190.6 |
3.1% |
43% |
False |
False |
16,375 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,769.9 |
2.618 |
6,535.7 |
1.618 |
6,392.2 |
1.000 |
6,303.5 |
0.618 |
6,248.7 |
HIGH |
6,160.0 |
0.618 |
6,105.2 |
0.500 |
6,088.3 |
0.382 |
6,071.3 |
LOW |
6,016.5 |
0.618 |
5,927.8 |
1.000 |
5,873.0 |
1.618 |
5,784.3 |
2.618 |
5,640.8 |
4.250 |
5,406.6 |
|
|
Fisher Pivots for day following 06-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
6,088.3 |
6,093.3 |
PP |
6,079.0 |
6,082.3 |
S1 |
6,069.8 |
6,071.4 |
|