Trading Metrics calculated at close of trading on 12-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2012 |
12-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
1,635.0 |
1,646.7 |
11.7 |
0.7% |
1,573.1 |
High |
1,650.4 |
1,665.7 |
15.3 |
0.9% |
1,634.4 |
Low |
1,634.9 |
1,645.3 |
10.4 |
0.6% |
1,572.3 |
Close |
1,642.6 |
1,650.7 |
8.1 |
0.5% |
1,619.6 |
Range |
15.5 |
20.4 |
4.9 |
31.6% |
62.1 |
ATR |
30.8 |
30.3 |
-0.6 |
-1.8% |
0.0 |
Volume |
23,080 |
14,119 |
-8,961 |
-38.8% |
32,375 |
|
Daily Pivots for day following 12-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,715.1 |
1,703.3 |
1,661.9 |
|
R3 |
1,694.7 |
1,682.9 |
1,656.3 |
|
R2 |
1,674.3 |
1,674.3 |
1,654.4 |
|
R1 |
1,662.5 |
1,662.5 |
1,652.6 |
1,668.4 |
PP |
1,653.9 |
1,653.9 |
1,653.9 |
1,656.9 |
S1 |
1,642.1 |
1,642.1 |
1,648.8 |
1,648.0 |
S2 |
1,633.5 |
1,633.5 |
1,647.0 |
|
S3 |
1,613.1 |
1,621.7 |
1,645.1 |
|
S4 |
1,592.7 |
1,601.3 |
1,639.5 |
|
|
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 |
1,665.7 |
1,609.0 |
56.7 |
3.4% |
21.5 |
1.3% |
74% |
True |
False |
14,804 |
10 |
1,665.7 |
1,526.2 |
139.5 |
8.5% |
27.3 |
1.7% |
89% |
True |
False |
10,800 |
20 |
1,665.7 |
1,526.2 |
139.5 |
8.5% |
29.1 |
1.8% |
89% |
True |
False |
7,386 |
40 |
1,791.5 |
1,526.2 |
265.3 |
16.1% |
31.7 |
1.9% |
47% |
False |
False |
5,690 |
60 |
1,808.0 |
1,526.2 |
281.8 |
17.1% |
31.4 |
1.9% |
44% |
False |
False |
4,392 |
80 |
1,818.8 |
1,526.2 |
292.6 |
17.7% |
35.0 |
2.1% |
43% |
False |
False |
3,501 |
100 |
1,925.0 |
1,526.2 |
398.8 |
24.2% |
39.1 |
2.4% |
31% |
False |
False |
2,920 |
120 |
1,925.0 |
1,526.2 |
398.8 |
24.2% |
37.6 |
2.3% |
31% |
False |
False |
2,496 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,752.4 |
2.618 |
1,719.1 |
1.618 |
1,698.7 |
1.000 |
1,686.1 |
0.618 |
1,678.3 |
HIGH |
1,665.7 |
0.618 |
1,657.9 |
0.500 |
1,655.5 |
0.382 |
1,653.1 |
LOW |
1,645.3 |
0.618 |
1,632.7 |
1.000 |
1,624.9 |
1.618 |
1,612.3 |
2.618 |
1,591.9 |
4.250 |
1,558.6 |
|
|
Fisher Pivots for day following 12-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
1,655.5 |
1,646.9 |
PP |
1,653.9 |
1,643.0 |
S1 |
1,652.3 |
1,639.2 |
|