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 |
6,138.5 |
6,173.0 |
34.5 |
0.6% |
5,890.0 |
High |
6,187.0 |
6,264.0 |
77.0 |
1.2% |
6,186.0 |
Low |
6,110.5 |
6,152.0 |
41.5 |
0.7% |
5,880.0 |
Close |
6,180.0 |
6,223.5 |
43.5 |
0.7% |
6,060.5 |
Range |
76.5 |
112.0 |
35.5 |
46.4% |
306.0 |
ATR |
138.0 |
136.2 |
-1.9 |
-1.3% |
0.0 |
Volume |
133,773 |
157,312 |
23,539 |
17.6% |
586,211 |
|
Daily Pivots for day following 12-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,549.2 |
6,498.3 |
6,285.1 |
|
R3 |
6,437.2 |
6,386.3 |
6,254.3 |
|
R2 |
6,325.2 |
6,325.2 |
6,244.0 |
|
R1 |
6,274.3 |
6,274.3 |
6,233.8 |
6,299.8 |
PP |
6,213.2 |
6,213.2 |
6,213.2 |
6,225.9 |
S1 |
6,162.3 |
6,162.3 |
6,213.2 |
6,187.8 |
S2 |
6,101.2 |
6,101.2 |
6,203.0 |
|
S3 |
5,989.2 |
6,050.3 |
6,192.7 |
|
S4 |
5,877.2 |
5,938.3 |
6,161.9 |
|
|
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 |
6,264.0 |
5,992.5 |
271.5 |
4.4% |
109.2 |
1.8% |
85% |
True |
False |
142,516 |
10 |
6,264.0 |
5,822.0 |
442.0 |
7.1% |
111.5 |
1.8% |
91% |
True |
False |
119,669 |
20 |
6,264.0 |
5,614.5 |
649.5 |
10.4% |
124.4 |
2.0% |
94% |
True |
False |
109,693 |
40 |
6,264.0 |
5,382.0 |
882.0 |
14.2% |
147.9 |
2.4% |
95% |
True |
False |
60,877 |
60 |
6,456.0 |
5,382.0 |
1,074.0 |
17.3% |
168.1 |
2.7% |
78% |
False |
False |
40,771 |
80 |
6,456.0 |
5,001.0 |
1,455.0 |
23.4% |
174.7 |
2.8% |
84% |
False |
False |
30,711 |
100 |
6,456.0 |
4,988.0 |
1,468.0 |
23.6% |
176.8 |
2.8% |
84% |
False |
False |
25,358 |
120 |
7,350.0 |
4,988.0 |
2,362.0 |
38.0% |
191.7 |
3.1% |
52% |
False |
False |
21,160 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,740.0 |
2.618 |
6,557.2 |
1.618 |
6,445.2 |
1.000 |
6,376.0 |
0.618 |
6,333.2 |
HIGH |
6,264.0 |
0.618 |
6,221.2 |
0.500 |
6,208.0 |
0.382 |
6,194.8 |
LOW |
6,152.0 |
0.618 |
6,082.8 |
1.000 |
6,040.0 |
1.618 |
5,970.8 |
2.618 |
5,858.8 |
4.250 |
5,676.0 |
|
|
Fisher Pivots for day following 12-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
6,218.3 |
6,205.5 |
PP |
6,213.2 |
6,187.5 |
S1 |
6,208.0 |
6,169.5 |
|