Trading Metrics calculated at close of trading on 11-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2012 |
11-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
1,613.3 |
1,635.0 |
21.7 |
1.3% |
1,573.1 |
High |
1,644.1 |
1,650.4 |
6.3 |
0.4% |
1,634.4 |
Low |
1,612.7 |
1,634.9 |
22.2 |
1.4% |
1,572.3 |
Close |
1,634.4 |
1,642.6 |
8.2 |
0.5% |
1,619.6 |
Range |
31.4 |
15.5 |
-15.9 |
-50.6% |
62.1 |
ATR |
32.0 |
30.8 |
-1.1 |
-3.6% |
0.0 |
Volume |
19,820 |
23,080 |
3,260 |
16.4% |
32,375 |
|
Daily Pivots for day following 11-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,689.1 |
1,681.4 |
1,651.1 |
|
R3 |
1,673.6 |
1,665.9 |
1,646.9 |
|
R2 |
1,658.1 |
1,658.1 |
1,645.4 |
|
R1 |
1,650.4 |
1,650.4 |
1,644.0 |
1,654.3 |
PP |
1,642.6 |
1,642.6 |
1,642.6 |
1,644.6 |
S1 |
1,634.9 |
1,634.9 |
1,641.2 |
1,638.8 |
S2 |
1,627.1 |
1,627.1 |
1,639.8 |
|
S3 |
1,611.6 |
1,619.4 |
1,638.3 |
|
S4 |
1,596.1 |
1,603.9 |
1,634.1 |
|
|
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 |
1,650.4 |
1,601.0 |
49.4 |
3.0% |
23.0 |
1.4% |
84% |
True |
False |
14,364 |
10 |
1,650.4 |
1,526.2 |
124.2 |
7.6% |
29.6 |
1.8% |
94% |
True |
False |
9,565 |
20 |
1,683.6 |
1,526.2 |
157.4 |
9.6% |
30.9 |
1.9% |
74% |
False |
False |
6,881 |
40 |
1,799.8 |
1,526.2 |
273.6 |
16.7% |
31.7 |
1.9% |
43% |
False |
False |
5,388 |
60 |
1,808.0 |
1,526.2 |
281.8 |
17.2% |
31.6 |
1.9% |
41% |
False |
False |
4,165 |
80 |
1,831.7 |
1,526.2 |
305.5 |
18.6% |
35.4 |
2.2% |
38% |
False |
False |
3,336 |
100 |
1,925.0 |
1,526.2 |
398.8 |
24.3% |
39.4 |
2.4% |
29% |
False |
False |
2,782 |
120 |
1,925.0 |
1,526.2 |
398.8 |
24.3% |
37.6 |
2.3% |
29% |
False |
False |
2,381 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,716.3 |
2.618 |
1,691.0 |
1.618 |
1,675.5 |
1.000 |
1,665.9 |
0.618 |
1,660.0 |
HIGH |
1,650.4 |
0.618 |
1,644.5 |
0.500 |
1,642.7 |
0.382 |
1,640.8 |
LOW |
1,634.9 |
0.618 |
1,625.3 |
1.000 |
1,619.4 |
1.618 |
1,609.8 |
2.618 |
1,594.3 |
4.250 |
1,569.0 |
|
|
Fisher Pivots for day following 11-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
1,642.7 |
1,638.3 |
PP |
1,642.6 |
1,634.0 |
S1 |
1,642.6 |
1,629.7 |
|