Trading Metrics calculated at close of trading on 09-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2012 |
09-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
1,625.5 |
1,618.3 |
-7.2 |
-0.4% |
1,573.1 |
High |
1,634.4 |
1,627.0 |
-7.4 |
-0.5% |
1,634.4 |
Low |
1,612.0 |
1,609.0 |
-3.0 |
-0.2% |
1,572.3 |
Close |
1,619.6 |
1,610.8 |
-8.8 |
-0.5% |
1,619.6 |
Range |
22.4 |
18.0 |
-4.4 |
-19.6% |
62.1 |
ATR |
32.9 |
31.9 |
-1.1 |
-3.2% |
0.0 |
Volume |
9,060 |
7,942 |
-1,118 |
-12.3% |
32,375 |
|
Daily Pivots for day following 09-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,669.6 |
1,658.2 |
1,620.7 |
|
R3 |
1,651.6 |
1,640.2 |
1,615.8 |
|
R2 |
1,633.6 |
1,633.6 |
1,614.1 |
|
R1 |
1,622.2 |
1,622.2 |
1,612.5 |
1,618.9 |
PP |
1,615.6 |
1,615.6 |
1,615.6 |
1,614.0 |
S1 |
1,604.2 |
1,604.2 |
1,609.2 |
1,600.9 |
S2 |
1,597.6 |
1,597.6 |
1,607.5 |
|
S3 |
1,579.6 |
1,586.2 |
1,605.9 |
|
S4 |
1,561.6 |
1,568.2 |
1,600.9 |
|
|
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 |
1,572.3 |
62.1 |
3.9% |
26.3 |
1.6% |
62% |
False |
False |
8,063 |
10 |
1,634.4 |
1,526.2 |
108.2 |
6.7% |
27.4 |
1.7% |
78% |
False |
False |
5,786 |
20 |
1,729.9 |
1,526.2 |
203.7 |
12.6% |
32.4 |
2.0% |
42% |
False |
False |
5,250 |
40 |
1,799.8 |
1,526.2 |
273.6 |
17.0% |
32.3 |
2.0% |
31% |
False |
False |
4,488 |
60 |
1,808.0 |
1,526.2 |
281.8 |
17.5% |
31.6 |
2.0% |
30% |
False |
False |
3,496 |
80 |
1,831.7 |
1,526.2 |
305.5 |
19.0% |
36.2 |
2.2% |
28% |
False |
False |
2,817 |
100 |
1,925.0 |
1,526.2 |
398.8 |
24.8% |
39.4 |
2.4% |
21% |
False |
False |
2,357 |
120 |
1,925.0 |
1,526.2 |
398.8 |
24.8% |
37.5 |
2.3% |
21% |
False |
False |
2,026 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,703.5 |
2.618 |
1,674.1 |
1.618 |
1,656.1 |
1.000 |
1,645.0 |
0.618 |
1,638.1 |
HIGH |
1,627.0 |
0.618 |
1,620.1 |
0.500 |
1,618.0 |
0.382 |
1,615.9 |
LOW |
1,609.0 |
0.618 |
1,597.9 |
1.000 |
1,591.0 |
1.618 |
1,579.9 |
2.618 |
1,561.9 |
4.250 |
1,532.5 |
|
|
Fisher Pivots for day following 09-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
1,618.0 |
1,617.7 |
PP |
1,615.6 |
1,615.4 |
S1 |
1,613.2 |
1,613.1 |
|