Trading Metrics calculated at close of trading on 06-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2012 |
06-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
1,615.1 |
1,625.5 |
10.4 |
0.6% |
1,573.1 |
High |
1,628.8 |
1,634.4 |
5.6 |
0.3% |
1,634.4 |
Low |
1,601.0 |
1,612.0 |
11.0 |
0.7% |
1,572.3 |
Close |
1,622.9 |
1,619.6 |
-3.3 |
-0.2% |
1,619.6 |
Range |
27.8 |
22.4 |
-5.4 |
-19.4% |
62.1 |
ATR |
33.7 |
32.9 |
-0.8 |
-2.4% |
0.0 |
Volume |
11,919 |
9,060 |
-2,859 |
-24.0% |
32,375 |
|
Daily Pivots for day following 06-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,689.2 |
1,676.8 |
1,631.9 |
|
R3 |
1,666.8 |
1,654.4 |
1,625.8 |
|
R2 |
1,644.4 |
1,644.4 |
1,623.7 |
|
R1 |
1,632.0 |
1,632.0 |
1,621.7 |
1,627.0 |
PP |
1,622.0 |
1,622.0 |
1,622.0 |
1,619.5 |
S1 |
1,609.6 |
1,609.6 |
1,617.5 |
1,604.6 |
S2 |
1,599.6 |
1,599.6 |
1,615.5 |
|
S3 |
1,577.2 |
1,587.2 |
1,613.4 |
|
S4 |
1,554.8 |
1,564.8 |
1,607.3 |
|
|
Weekly Pivots for week ending 06-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,795.1 |
1,769.4 |
1,653.8 |
|
R3 |
1,733.0 |
1,707.3 |
1,636.7 |
|
R2 |
1,670.9 |
1,670.9 |
1,631.0 |
|
R1 |
1,645.2 |
1,645.2 |
1,625.3 |
1,658.1 |
PP |
1,608.8 |
1,608.8 |
1,608.8 |
1,615.2 |
S1 |
1,583.1 |
1,583.1 |
1,613.9 |
1,596.0 |
S2 |
1,546.7 |
1,546.7 |
1,608.2 |
|
S3 |
1,484.6 |
1,521.0 |
1,602.5 |
|
S4 |
1,422.5 |
1,458.9 |
1,585.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,634.4 |
1,549.8 |
84.6 |
5.2% |
29.7 |
1.8% |
83% |
True |
False |
7,499 |
10 |
1,634.4 |
1,526.2 |
108.2 |
6.7% |
27.4 |
1.7% |
86% |
True |
False |
5,531 |
20 |
1,763.0 |
1,526.2 |
236.8 |
14.6% |
34.1 |
2.1% |
39% |
False |
False |
4,994 |
40 |
1,803.9 |
1,526.2 |
277.7 |
17.1% |
32.7 |
2.0% |
34% |
False |
False |
4,475 |
60 |
1,808.0 |
1,526.2 |
281.8 |
17.4% |
31.7 |
2.0% |
33% |
False |
False |
3,392 |
80 |
1,850.2 |
1,526.2 |
324.0 |
20.0% |
36.3 |
2.2% |
29% |
False |
False |
2,726 |
100 |
1,925.0 |
1,526.2 |
398.8 |
24.6% |
39.5 |
2.4% |
23% |
False |
False |
2,279 |
120 |
1,925.0 |
1,526.2 |
398.8 |
24.6% |
37.5 |
2.3% |
23% |
False |
False |
1,960 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,729.6 |
2.618 |
1,693.0 |
1.618 |
1,670.6 |
1.000 |
1,656.8 |
0.618 |
1,648.2 |
HIGH |
1,634.4 |
0.618 |
1,625.8 |
0.500 |
1,623.2 |
0.382 |
1,620.6 |
LOW |
1,612.0 |
0.618 |
1,598.2 |
1.000 |
1,589.6 |
1.618 |
1,575.8 |
2.618 |
1,553.4 |
4.250 |
1,516.8 |
|
|
Fisher Pivots for day following 06-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
1,623.2 |
1,618.4 |
PP |
1,622.0 |
1,617.2 |
S1 |
1,620.8 |
1,616.0 |
|