Trading Metrics calculated at close of trading on 11-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2012 |
11-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
8,360 |
8,450 |
90 |
1.1% |
8,575 |
High |
8,480 |
8,460 |
-20 |
-0.2% |
8,600 |
Low |
8,360 |
8,415 |
55 |
0.7% |
8,350 |
Close |
8,445 |
8,450 |
5 |
0.1% |
8,360 |
Range |
120 |
45 |
-75 |
-62.5% |
250 |
ATR |
115 |
110 |
-5 |
-4.4% |
0 |
Volume |
2,595 |
4,083 |
1,488 |
57.3% |
16,103 |
|
Daily Pivots for day following 11-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,577 |
8,558 |
8,475 |
|
R3 |
8,532 |
8,513 |
8,463 |
|
R2 |
8,487 |
8,487 |
8,458 |
|
R1 |
8,468 |
8,468 |
8,454 |
8,473 |
PP |
8,442 |
8,442 |
8,442 |
8,444 |
S1 |
8,423 |
8,423 |
8,446 |
8,428 |
S2 |
8,397 |
8,397 |
8,442 |
|
S3 |
8,352 |
8,378 |
8,438 |
|
S4 |
8,307 |
8,333 |
8,425 |
|
|
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 |
8,530 |
8,300 |
230 |
2.7% |
99 |
1.2% |
65% |
False |
False |
3,516 |
10 |
8,600 |
8,300 |
300 |
3.6% |
95 |
1.1% |
50% |
False |
False |
3,144 |
20 |
8,620 |
8,275 |
345 |
4.1% |
103 |
1.2% |
51% |
False |
False |
3,155 |
40 |
8,755 |
8,110 |
645 |
7.6% |
97 |
1.1% |
53% |
False |
False |
2,556 |
60 |
9,075 |
8,110 |
965 |
11.4% |
70 |
0.8% |
35% |
False |
False |
1,709 |
80 |
9,075 |
8,110 |
965 |
11.4% |
55 |
0.6% |
35% |
False |
False |
1,282 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,651 |
2.618 |
8,578 |
1.618 |
8,533 |
1.000 |
8,505 |
0.618 |
8,488 |
HIGH |
8,460 |
0.618 |
8,443 |
0.500 |
8,438 |
0.382 |
8,432 |
LOW |
8,415 |
0.618 |
8,387 |
1.000 |
8,370 |
1.618 |
8,342 |
2.618 |
8,297 |
4.250 |
8,224 |
|
|
Fisher Pivots for day following 11-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
8,446 |
8,430 |
PP |
8,442 |
8,410 |
S1 |
8,438 |
8,390 |
|