Trading Metrics calculated at close of trading on 03-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2011 |
03-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
8,455 |
8,575 |
120 |
1.4% |
8,480 |
High |
8,480 |
8,600 |
120 |
1.4% |
8,550 |
Low |
8,395 |
8,540 |
145 |
1.7% |
8,350 |
Close |
8,415 |
8,570 |
155 |
1.8% |
8,415 |
Range |
85 |
60 |
-25 |
-29.4% |
200 |
ATR |
114 |
119 |
5 |
4.5% |
0 |
Volume |
1,624 |
4,384 |
2,760 |
170.0% |
6,867 |
|
Daily Pivots for day following 03-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,750 |
8,720 |
8,603 |
|
R3 |
8,690 |
8,660 |
8,587 |
|
R2 |
8,630 |
8,630 |
8,581 |
|
R1 |
8,600 |
8,600 |
8,576 |
8,585 |
PP |
8,570 |
8,570 |
8,570 |
8,563 |
S1 |
8,540 |
8,540 |
8,565 |
8,525 |
S2 |
8,510 |
8,510 |
8,559 |
|
S3 |
8,450 |
8,480 |
8,554 |
|
S4 |
8,390 |
8,420 |
8,537 |
|
|
Weekly Pivots for week ending 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,038 |
8,927 |
8,525 |
|
R3 |
8,838 |
8,727 |
8,470 |
|
R2 |
8,638 |
8,638 |
8,452 |
|
R1 |
8,527 |
8,527 |
8,433 |
8,483 |
PP |
8,438 |
8,438 |
8,438 |
8,416 |
S1 |
8,327 |
8,327 |
8,397 |
8,283 |
S2 |
8,238 |
8,238 |
8,378 |
|
S3 |
8,038 |
8,127 |
8,360 |
|
S4 |
7,838 |
7,927 |
8,305 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,600 |
8,350 |
250 |
2.9% |
94 |
1.1% |
88% |
True |
False |
2,250 |
10 |
8,600 |
8,275 |
325 |
3.8% |
105 |
1.2% |
91% |
True |
False |
2,550 |
20 |
8,730 |
8,275 |
455 |
5.3% |
118 |
1.4% |
65% |
False |
False |
3,949 |
40 |
8,775 |
8,110 |
665 |
7.8% |
86 |
1.0% |
69% |
False |
False |
2,030 |
60 |
9,075 |
8,110 |
965 |
11.3% |
63 |
0.7% |
48% |
False |
False |
1,358 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,855 |
2.618 |
8,757 |
1.618 |
8,697 |
1.000 |
8,660 |
0.618 |
8,637 |
HIGH |
8,600 |
0.618 |
8,577 |
0.500 |
8,570 |
0.382 |
8,563 |
LOW |
8,540 |
0.618 |
8,503 |
1.000 |
8,480 |
1.618 |
8,443 |
2.618 |
8,383 |
4.250 |
8,285 |
|
|
Fisher Pivots for day following 03-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
8,570 |
8,538 |
PP |
8,570 |
8,507 |
S1 |
8,570 |
8,475 |
|