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 |
8,530 |
8,505 |
-25 |
-0.3% |
8,575 |
High |
8,530 |
8,505 |
-25 |
-0.3% |
8,600 |
Low |
8,455 |
8,350 |
-105 |
-1.2% |
8,350 |
Close |
8,505 |
8,360 |
-145 |
-1.7% |
8,360 |
Range |
75 |
155 |
80 |
106.7% |
250 |
ATR |
113 |
116 |
3 |
2.6% |
0 |
Volume |
4,047 |
4,175 |
128 |
3.2% |
16,103 |
|
Daily Pivots for day following 06-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,870 |
8,770 |
8,445 |
|
R3 |
8,715 |
8,615 |
8,403 |
|
R2 |
8,560 |
8,560 |
8,389 |
|
R1 |
8,460 |
8,460 |
8,374 |
8,433 |
PP |
8,405 |
8,405 |
8,405 |
8,391 |
S1 |
8,305 |
8,305 |
8,346 |
8,278 |
S2 |
8,250 |
8,250 |
8,332 |
|
S3 |
8,095 |
8,150 |
8,318 |
|
S4 |
7,940 |
7,995 |
8,275 |
|
|
Weekly Pivots for week ending 06-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,187 |
9,023 |
8,498 |
|
R3 |
8,937 |
8,773 |
8,429 |
|
R2 |
8,687 |
8,687 |
8,406 |
|
R1 |
8,523 |
8,523 |
8,383 |
8,480 |
PP |
8,437 |
8,437 |
8,437 |
8,415 |
S1 |
8,273 |
8,273 |
8,337 |
8,230 |
S2 |
8,187 |
8,187 |
8,314 |
|
S3 |
7,937 |
8,023 |
8,291 |
|
S4 |
7,687 |
7,773 |
8,223 |
|
|
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 |
3.0% |
92 |
1.1% |
4% |
False |
True |
3,545 |
10 |
8,600 |
8,350 |
250 |
3.0% |
99 |
1.2% |
4% |
False |
True |
2,747 |
20 |
8,720 |
8,275 |
445 |
5.3% |
117 |
1.4% |
19% |
False |
False |
3,348 |
40 |
8,755 |
8,110 |
645 |
7.7% |
92 |
1.1% |
39% |
False |
False |
2,322 |
60 |
9,075 |
8,110 |
965 |
11.5% |
69 |
0.8% |
26% |
False |
False |
1,553 |
80 |
9,075 |
8,110 |
965 |
11.5% |
52 |
0.6% |
26% |
False |
False |
1,165 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,164 |
2.618 |
8,911 |
1.618 |
8,756 |
1.000 |
8,660 |
0.618 |
8,601 |
HIGH |
8,505 |
0.618 |
8,446 |
0.500 |
8,428 |
0.382 |
8,409 |
LOW |
8,350 |
0.618 |
8,254 |
1.000 |
8,195 |
1.618 |
8,099 |
2.618 |
7,944 |
4.250 |
7,691 |
|
|
Fisher Pivots for day following 06-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
8,428 |
8,470 |
PP |
8,405 |
8,433 |
S1 |
8,383 |
8,397 |
|