Trading Metrics calculated at close of trading on 03-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2011 |
03-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
1,549.8 |
1,573.1 |
23.3 |
1.5% |
1,608.9 |
High |
1,585.0 |
1,611.3 |
26.3 |
1.7% |
1,608.9 |
Low |
1,549.8 |
1,572.3 |
22.5 |
1.5% |
1,526.2 |
Close |
1,569.4 |
1,603.2 |
33.8 |
2.2% |
1,569.4 |
Range |
35.2 |
39.0 |
3.8 |
10.8% |
82.7 |
ATR |
34.4 |
34.9 |
0.5 |
1.6% |
0.0 |
Volume |
5,122 |
5,044 |
-78 |
-1.5% |
15,278 |
|
Daily Pivots for day following 03-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,712.6 |
1,696.9 |
1,624.7 |
|
R3 |
1,673.6 |
1,657.9 |
1,613.9 |
|
R2 |
1,634.6 |
1,634.6 |
1,610.4 |
|
R1 |
1,618.9 |
1,618.9 |
1,606.8 |
1,626.8 |
PP |
1,595.6 |
1,595.6 |
1,595.6 |
1,599.5 |
S1 |
1,579.9 |
1,579.9 |
1,599.6 |
1,587.8 |
S2 |
1,556.6 |
1,556.6 |
1,596.1 |
|
S3 |
1,517.6 |
1,540.9 |
1,592.5 |
|
S4 |
1,478.6 |
1,501.9 |
1,581.8 |
|
|
Weekly Pivots for week ending 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,816.3 |
1,775.5 |
1,614.9 |
|
R3 |
1,733.6 |
1,692.8 |
1,592.1 |
|
R2 |
1,650.9 |
1,650.9 |
1,584.6 |
|
R1 |
1,610.1 |
1,610.1 |
1,577.0 |
1,589.2 |
PP |
1,568.2 |
1,568.2 |
1,568.2 |
1,557.7 |
S1 |
1,527.4 |
1,527.4 |
1,561.8 |
1,506.5 |
S2 |
1,485.5 |
1,485.5 |
1,554.2 |
|
S3 |
1,402.8 |
1,444.7 |
1,546.7 |
|
S4 |
1,320.1 |
1,362.0 |
1,523.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,611.3 |
1,526.2 |
85.1 |
5.3% |
34.3 |
2.1% |
90% |
True |
False |
4,064 |
10 |
1,645.9 |
1,526.2 |
119.7 |
7.5% |
28.4 |
1.8% |
64% |
False |
False |
3,648 |
20 |
1,763.0 |
1,526.2 |
236.8 |
14.8% |
34.9 |
2.2% |
33% |
False |
False |
4,166 |
40 |
1,808.0 |
1,526.2 |
281.8 |
17.6% |
32.8 |
2.0% |
27% |
False |
False |
3,972 |
60 |
1,808.0 |
1,526.2 |
281.8 |
17.6% |
32.0 |
2.0% |
27% |
False |
False |
2,987 |
80 |
1,888.2 |
1,526.2 |
362.0 |
22.6% |
37.3 |
2.3% |
21% |
False |
False |
2,407 |
100 |
1,925.0 |
1,526.2 |
398.8 |
24.9% |
40.3 |
2.5% |
19% |
False |
False |
2,012 |
120 |
1,925.0 |
1,526.2 |
398.8 |
24.9% |
37.1 |
2.3% |
19% |
False |
False |
1,745 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,777.1 |
2.618 |
1,713.4 |
1.618 |
1,674.4 |
1.000 |
1,650.3 |
0.618 |
1,635.4 |
HIGH |
1,611.3 |
0.618 |
1,596.4 |
0.500 |
1,591.8 |
0.382 |
1,587.2 |
LOW |
1,572.3 |
0.618 |
1,548.2 |
1.000 |
1,533.3 |
1.618 |
1,509.2 |
2.618 |
1,470.2 |
4.250 |
1,406.6 |
|
|
Fisher Pivots for day following 03-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
1,599.4 |
1,591.7 |
PP |
1,595.6 |
1,580.2 |
S1 |
1,591.8 |
1,568.8 |
|