Trading Metrics calculated at close of trading on 05-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2012 |
05-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
8,570 |
8,530 |
-40 |
-0.5% |
8,480 |
High |
8,590 |
8,530 |
-60 |
-0.7% |
8,550 |
Low |
8,505 |
8,455 |
-50 |
-0.6% |
8,350 |
Close |
8,530 |
8,505 |
-25 |
-0.3% |
8,415 |
Range |
85 |
75 |
-10 |
-11.8% |
200 |
ATR |
116 |
113 |
-3 |
-2.5% |
0 |
Volume |
3,497 |
4,047 |
550 |
15.7% |
6,867 |
|
Daily Pivots for day following 05-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,722 |
8,688 |
8,546 |
|
R3 |
8,647 |
8,613 |
8,526 |
|
R2 |
8,572 |
8,572 |
8,519 |
|
R1 |
8,538 |
8,538 |
8,512 |
8,518 |
PP |
8,497 |
8,497 |
8,497 |
8,486 |
S1 |
8,463 |
8,463 |
8,498 |
8,443 |
S2 |
8,422 |
8,422 |
8,491 |
|
S3 |
8,347 |
8,388 |
8,485 |
|
S4 |
8,272 |
8,313 |
8,464 |
|
|
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% |
84 |
1.0% |
62% |
False |
False |
3,096 |
10 |
8,600 |
8,350 |
250 |
2.9% |
94 |
1.1% |
62% |
False |
False |
2,651 |
20 |
8,725 |
8,275 |
450 |
5.3% |
116 |
1.4% |
51% |
False |
False |
3,519 |
40 |
8,775 |
8,110 |
665 |
7.8% |
90 |
1.1% |
59% |
False |
False |
2,218 |
60 |
9,075 |
8,110 |
965 |
11.3% |
66 |
0.8% |
41% |
False |
False |
1,483 |
80 |
9,075 |
8,110 |
965 |
11.3% |
50 |
0.6% |
41% |
False |
False |
1,113 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,849 |
2.618 |
8,726 |
1.618 |
8,651 |
1.000 |
8,605 |
0.618 |
8,576 |
HIGH |
8,530 |
0.618 |
8,501 |
0.500 |
8,493 |
0.382 |
8,484 |
LOW |
8,455 |
0.618 |
8,409 |
1.000 |
8,380 |
1.618 |
8,334 |
2.618 |
8,259 |
4.250 |
8,136 |
|
|
Fisher Pivots for day following 05-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
8,501 |
8,528 |
PP |
8,497 |
8,520 |
S1 |
8,493 |
8,513 |
|