Trading Metrics calculated at close of trading on 04-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2012 |
04-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
1,573.1 |
1,610.9 |
37.8 |
2.4% |
1,608.9 |
High |
1,611.3 |
1,621.9 |
10.6 |
0.7% |
1,608.9 |
Low |
1,572.3 |
1,597.6 |
25.3 |
1.6% |
1,526.2 |
Close |
1,603.2 |
1,615.6 |
12.4 |
0.8% |
1,569.4 |
Range |
39.0 |
24.3 |
-14.7 |
-37.7% |
82.7 |
ATR |
34.9 |
34.2 |
-0.8 |
-2.2% |
0.0 |
Volume |
5,044 |
6,352 |
1,308 |
25.9% |
15,278 |
|
Daily Pivots for day following 04-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,684.6 |
1,674.4 |
1,629.0 |
|
R3 |
1,660.3 |
1,650.1 |
1,622.3 |
|
R2 |
1,636.0 |
1,636.0 |
1,620.1 |
|
R1 |
1,625.8 |
1,625.8 |
1,617.8 |
1,630.9 |
PP |
1,611.7 |
1,611.7 |
1,611.7 |
1,614.3 |
S1 |
1,601.5 |
1,601.5 |
1,613.4 |
1,606.6 |
S2 |
1,587.4 |
1,587.4 |
1,611.1 |
|
S3 |
1,563.1 |
1,577.2 |
1,608.9 |
|
S4 |
1,538.8 |
1,552.9 |
1,602.2 |
|
|
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 |
1,621.9 |
1,526.2 |
95.7 |
5.9% |
36.1 |
2.2% |
93% |
True |
False |
4,767 |
10 |
1,645.9 |
1,526.2 |
119.7 |
7.4% |
28.5 |
1.8% |
75% |
False |
False |
3,887 |
20 |
1,763.0 |
1,526.2 |
236.8 |
14.7% |
34.3 |
2.1% |
38% |
False |
False |
4,374 |
40 |
1,808.0 |
1,526.2 |
281.8 |
17.4% |
33.1 |
2.1% |
32% |
False |
False |
4,090 |
60 |
1,808.0 |
1,526.2 |
281.8 |
17.4% |
31.8 |
2.0% |
32% |
False |
False |
3,083 |
80 |
1,864.9 |
1,526.2 |
338.7 |
21.0% |
37.0 |
2.3% |
26% |
False |
False |
2,481 |
100 |
1,925.0 |
1,526.2 |
398.8 |
24.7% |
39.7 |
2.5% |
22% |
False |
False |
2,074 |
120 |
1,925.0 |
1,526.2 |
398.8 |
24.7% |
37.2 |
2.3% |
22% |
False |
False |
1,795 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,725.2 |
2.618 |
1,685.5 |
1.618 |
1,661.2 |
1.000 |
1,646.2 |
0.618 |
1,636.9 |
HIGH |
1,621.9 |
0.618 |
1,612.6 |
0.500 |
1,609.8 |
0.382 |
1,606.9 |
LOW |
1,597.6 |
0.618 |
1,582.6 |
1.000 |
1,573.3 |
1.618 |
1,558.3 |
2.618 |
1,534.0 |
4.250 |
1,494.3 |
|
|
Fisher Pivots for day following 04-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
1,613.7 |
1,605.7 |
PP |
1,611.7 |
1,595.8 |
S1 |
1,609.8 |
1,585.9 |
|