Trading Metrics calculated at close of trading on 12-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2012 |
12-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
8,450 |
8,440 |
-10 |
-0.1% |
8,575 |
High |
8,460 |
8,455 |
-5 |
-0.1% |
8,600 |
Low |
8,415 |
8,370 |
-45 |
-0.5% |
8,350 |
Close |
8,450 |
8,420 |
-30 |
-0.4% |
8,360 |
Range |
45 |
85 |
40 |
88.9% |
250 |
ATR |
110 |
109 |
-2 |
-1.6% |
0 |
Volume |
4,083 |
5,830 |
1,747 |
42.8% |
16,103 |
|
Daily Pivots for day following 12-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,670 |
8,630 |
8,467 |
|
R3 |
8,585 |
8,545 |
8,444 |
|
R2 |
8,500 |
8,500 |
8,436 |
|
R1 |
8,460 |
8,460 |
8,428 |
8,438 |
PP |
8,415 |
8,415 |
8,415 |
8,404 |
S1 |
8,375 |
8,375 |
8,412 |
8,353 |
S2 |
8,330 |
8,330 |
8,405 |
|
S3 |
8,245 |
8,290 |
8,397 |
|
S4 |
8,160 |
8,205 |
8,373 |
|
|
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 |
8,505 |
8,300 |
205 |
2.4% |
101 |
1.2% |
59% |
False |
False |
3,873 |
10 |
8,600 |
8,300 |
300 |
3.6% |
93 |
1.1% |
40% |
False |
False |
3,484 |
20 |
8,600 |
8,275 |
325 |
3.9% |
99 |
1.2% |
45% |
False |
False |
3,269 |
40 |
8,755 |
8,110 |
645 |
7.7% |
98 |
1.2% |
48% |
False |
False |
2,701 |
60 |
9,075 |
8,110 |
965 |
11.5% |
71 |
0.8% |
32% |
False |
False |
1,806 |
80 |
9,075 |
8,110 |
965 |
11.5% |
56 |
0.7% |
32% |
False |
False |
1,355 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,816 |
2.618 |
8,678 |
1.618 |
8,593 |
1.000 |
8,540 |
0.618 |
8,508 |
HIGH |
8,455 |
0.618 |
8,423 |
0.500 |
8,413 |
0.382 |
8,403 |
LOW |
8,370 |
0.618 |
8,318 |
1.000 |
8,285 |
1.618 |
8,233 |
2.618 |
8,148 |
4.250 |
8,009 |
|
|
Fisher Pivots for day following 12-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
8,418 |
8,420 |
PP |
8,415 |
8,420 |
S1 |
8,413 |
8,420 |
|