Trading Metrics calculated at close of trading on 10-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2012 |
10-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
1,618.3 |
1,613.3 |
-5.0 |
-0.3% |
1,573.1 |
High |
1,627.0 |
1,644.1 |
17.1 |
1.1% |
1,634.4 |
Low |
1,609.0 |
1,612.7 |
3.7 |
0.2% |
1,572.3 |
Close |
1,610.8 |
1,634.4 |
23.6 |
1.5% |
1,619.6 |
Range |
18.0 |
31.4 |
13.4 |
74.4% |
62.1 |
ATR |
31.9 |
32.0 |
0.1 |
0.3% |
0.0 |
Volume |
7,942 |
19,820 |
11,878 |
149.6% |
32,375 |
|
Daily Pivots for day following 10-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,724.6 |
1,710.9 |
1,651.7 |
|
R3 |
1,693.2 |
1,679.5 |
1,643.0 |
|
R2 |
1,661.8 |
1,661.8 |
1,640.2 |
|
R1 |
1,648.1 |
1,648.1 |
1,637.3 |
1,655.0 |
PP |
1,630.4 |
1,630.4 |
1,630.4 |
1,633.8 |
S1 |
1,616.7 |
1,616.7 |
1,631.5 |
1,623.6 |
S2 |
1,599.0 |
1,599.0 |
1,628.6 |
|
S3 |
1,567.6 |
1,585.3 |
1,625.8 |
|
S4 |
1,536.2 |
1,553.9 |
1,617.1 |
|
|
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 |
1,644.1 |
1,597.6 |
46.5 |
2.8% |
24.8 |
1.5% |
79% |
True |
False |
11,018 |
10 |
1,644.1 |
1,526.2 |
117.9 |
7.2% |
29.5 |
1.8% |
92% |
True |
False |
7,541 |
20 |
1,719.7 |
1,526.2 |
193.5 |
11.8% |
32.9 |
2.0% |
56% |
False |
False |
5,902 |
40 |
1,799.8 |
1,526.2 |
273.6 |
16.7% |
32.2 |
2.0% |
40% |
False |
False |
4,913 |
60 |
1,808.0 |
1,526.2 |
281.8 |
17.2% |
31.6 |
1.9% |
38% |
False |
False |
3,802 |
80 |
1,831.7 |
1,526.2 |
305.5 |
18.7% |
35.9 |
2.2% |
35% |
False |
False |
3,059 |
100 |
1,925.0 |
1,526.2 |
398.8 |
24.4% |
39.6 |
2.4% |
27% |
False |
False |
2,553 |
120 |
1,925.0 |
1,526.2 |
398.8 |
24.4% |
37.6 |
2.3% |
27% |
False |
False |
2,190 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,777.6 |
2.618 |
1,726.3 |
1.618 |
1,694.9 |
1.000 |
1,675.5 |
0.618 |
1,663.5 |
HIGH |
1,644.1 |
0.618 |
1,632.1 |
0.500 |
1,628.4 |
0.382 |
1,624.7 |
LOW |
1,612.7 |
0.618 |
1,593.3 |
1.000 |
1,581.3 |
1.618 |
1,561.9 |
2.618 |
1,530.5 |
4.250 |
1,479.3 |
|
|
Fisher Pivots for day following 10-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
1,632.4 |
1,631.8 |
PP |
1,630.4 |
1,629.2 |
S1 |
1,628.4 |
1,626.6 |
|