Trading Metrics calculated at close of trading on 05-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2012 |
05-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
1,610.9 |
1,615.1 |
4.2 |
0.3% |
1,608.9 |
High |
1,621.9 |
1,628.8 |
6.9 |
0.4% |
1,608.9 |
Low |
1,597.6 |
1,601.0 |
3.4 |
0.2% |
1,526.2 |
Close |
1,615.6 |
1,622.9 |
7.3 |
0.5% |
1,569.4 |
Range |
24.3 |
27.8 |
3.5 |
14.4% |
82.7 |
ATR |
34.2 |
33.7 |
-0.5 |
-1.3% |
0.0 |
Volume |
6,352 |
11,919 |
5,567 |
87.6% |
15,278 |
|
Daily Pivots for day following 05-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,701.0 |
1,689.7 |
1,638.2 |
|
R3 |
1,673.2 |
1,661.9 |
1,630.5 |
|
R2 |
1,645.4 |
1,645.4 |
1,628.0 |
|
R1 |
1,634.1 |
1,634.1 |
1,625.4 |
1,639.8 |
PP |
1,617.6 |
1,617.6 |
1,617.6 |
1,620.4 |
S1 |
1,606.3 |
1,606.3 |
1,620.4 |
1,612.0 |
S2 |
1,589.8 |
1,589.8 |
1,617.8 |
|
S3 |
1,562.0 |
1,578.5 |
1,615.3 |
|
S4 |
1,534.2 |
1,550.7 |
1,607.6 |
|
|
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 |
1,628.8 |
1,526.2 |
102.6 |
6.3% |
33.0 |
2.0% |
94% |
True |
False |
6,797 |
10 |
1,645.9 |
1,526.2 |
119.7 |
7.4% |
28.8 |
1.8% |
81% |
False |
False |
4,935 |
20 |
1,763.0 |
1,526.2 |
236.8 |
14.6% |
34.1 |
2.1% |
41% |
False |
False |
4,773 |
40 |
1,808.0 |
1,526.2 |
281.8 |
17.4% |
32.8 |
2.0% |
34% |
False |
False |
4,343 |
60 |
1,808.0 |
1,526.2 |
281.8 |
17.4% |
31.8 |
2.0% |
34% |
False |
False |
3,266 |
80 |
1,851.7 |
1,526.2 |
325.5 |
20.1% |
36.7 |
2.3% |
30% |
False |
False |
2,622 |
100 |
1,925.0 |
1,526.2 |
398.8 |
24.6% |
39.6 |
2.4% |
24% |
False |
False |
2,191 |
120 |
1,925.0 |
1,526.2 |
398.8 |
24.6% |
37.4 |
2.3% |
24% |
False |
False |
1,886 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,747.0 |
2.618 |
1,701.6 |
1.618 |
1,673.8 |
1.000 |
1,656.6 |
0.618 |
1,646.0 |
HIGH |
1,628.8 |
0.618 |
1,618.2 |
0.500 |
1,614.9 |
0.382 |
1,611.6 |
LOW |
1,601.0 |
0.618 |
1,583.8 |
1.000 |
1,573.2 |
1.618 |
1,556.0 |
2.618 |
1,528.2 |
4.250 |
1,482.9 |
|
|
Fisher Pivots for day following 05-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
1,620.2 |
1,615.5 |
PP |
1,617.6 |
1,608.0 |
S1 |
1,614.9 |
1,600.6 |
|