Trading Metrics calculated at close of trading on 09-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2012 |
09-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
8,505 |
8,350 |
-155 |
-1.8% |
8,575 |
High |
8,505 |
8,400 |
-105 |
-1.2% |
8,600 |
Low |
8,350 |
8,300 |
-50 |
-0.6% |
8,350 |
Close |
8,360 |
8,360 |
0 |
0.0% |
8,360 |
Range |
155 |
100 |
-55 |
-35.5% |
250 |
ATR |
116 |
115 |
-1 |
-1.0% |
0 |
Volume |
4,175 |
2,684 |
-1,491 |
-35.7% |
16,103 |
|
Daily Pivots for day following 09-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,653 |
8,607 |
8,415 |
|
R3 |
8,553 |
8,507 |
8,388 |
|
R2 |
8,453 |
8,453 |
8,378 |
|
R1 |
8,407 |
8,407 |
8,369 |
8,430 |
PP |
8,353 |
8,353 |
8,353 |
8,365 |
S1 |
8,307 |
8,307 |
8,351 |
8,330 |
S2 |
8,253 |
8,253 |
8,342 |
|
S3 |
8,153 |
8,207 |
8,333 |
|
S4 |
8,053 |
8,107 |
8,305 |
|
|
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 |
8,300 |
300 |
3.6% |
95 |
1.1% |
20% |
False |
True |
3,757 |
10 |
8,600 |
8,300 |
300 |
3.6% |
96 |
1.1% |
20% |
False |
True |
2,700 |
20 |
8,685 |
8,275 |
410 |
4.9% |
112 |
1.3% |
21% |
False |
False |
3,143 |
40 |
8,755 |
8,110 |
645 |
7.7% |
94 |
1.1% |
39% |
False |
False |
2,389 |
60 |
9,075 |
8,110 |
965 |
11.5% |
67 |
0.8% |
26% |
False |
False |
1,598 |
80 |
9,075 |
8,110 |
965 |
11.5% |
53 |
0.6% |
26% |
False |
False |
1,199 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,825 |
2.618 |
8,662 |
1.618 |
8,562 |
1.000 |
8,500 |
0.618 |
8,462 |
HIGH |
8,400 |
0.618 |
8,362 |
0.500 |
8,350 |
0.382 |
8,338 |
LOW |
8,300 |
0.618 |
8,238 |
1.000 |
8,200 |
1.618 |
8,138 |
2.618 |
8,038 |
4.250 |
7,875 |
|
|
Fisher Pivots for day following 09-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
8,357 |
8,415 |
PP |
8,353 |
8,397 |
S1 |
8,350 |
8,378 |
|