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 |
6,095.0 |
6,138.5 |
43.5 |
0.7% |
5,890.0 |
High |
6,198.0 |
6,187.0 |
-11.0 |
-0.2% |
6,186.0 |
Low |
6,075.0 |
6,110.5 |
35.5 |
0.6% |
5,880.0 |
Close |
6,169.5 |
6,180.0 |
10.5 |
0.2% |
6,060.5 |
Range |
123.0 |
76.5 |
-46.5 |
-37.8% |
306.0 |
ATR |
142.8 |
138.0 |
-4.7 |
-3.3% |
0.0 |
Volume |
150,077 |
133,773 |
-16,304 |
-10.9% |
586,211 |
|
Daily Pivots for day following 11-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,388.7 |
6,360.8 |
6,222.1 |
|
R3 |
6,312.2 |
6,284.3 |
6,201.0 |
|
R2 |
6,235.7 |
6,235.7 |
6,194.0 |
|
R1 |
6,207.8 |
6,207.8 |
6,187.0 |
6,221.8 |
PP |
6,159.2 |
6,159.2 |
6,159.2 |
6,166.1 |
S1 |
6,131.3 |
6,131.3 |
6,173.0 |
6,145.3 |
S2 |
6,082.7 |
6,082.7 |
6,166.0 |
|
S3 |
6,006.2 |
6,054.8 |
6,159.0 |
|
S4 |
5,929.7 |
5,978.3 |
6,137.9 |
|
|
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 |
6,198.0 |
5,992.5 |
205.5 |
3.3% |
107.5 |
1.7% |
91% |
False |
False |
139,551 |
10 |
6,198.0 |
5,780.5 |
417.5 |
6.8% |
110.9 |
1.8% |
96% |
False |
False |
110,563 |
20 |
6,198.0 |
5,614.5 |
583.5 |
9.4% |
123.9 |
2.0% |
97% |
False |
False |
105,925 |
40 |
6,198.0 |
5,382.0 |
816.0 |
13.2% |
149.6 |
2.4% |
98% |
False |
False |
56,951 |
60 |
6,456.0 |
5,382.0 |
1,074.0 |
17.4% |
168.4 |
2.7% |
74% |
False |
False |
38,152 |
80 |
6,456.0 |
5,001.0 |
1,455.0 |
23.5% |
176.2 |
2.9% |
81% |
False |
False |
28,748 |
100 |
6,456.0 |
4,988.0 |
1,468.0 |
23.8% |
177.7 |
2.9% |
81% |
False |
False |
23,786 |
120 |
7,414.5 |
4,988.0 |
2,426.5 |
39.3% |
191.7 |
3.1% |
49% |
False |
False |
19,849 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,512.1 |
2.618 |
6,387.3 |
1.618 |
6,310.8 |
1.000 |
6,263.5 |
0.618 |
6,234.3 |
HIGH |
6,187.0 |
0.618 |
6,157.8 |
0.500 |
6,148.8 |
0.382 |
6,139.7 |
LOW |
6,110.5 |
0.618 |
6,063.2 |
1.000 |
6,034.0 |
1.618 |
5,986.7 |
2.618 |
5,910.2 |
4.250 |
5,785.4 |
|
|
Fisher Pivots for day following 11-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
6,169.6 |
6,151.8 |
PP |
6,159.2 |
6,123.5 |
S1 |
6,148.8 |
6,095.3 |
|