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 |
1,270.25 |
1,279.50 |
9.25 |
0.7% |
1,265.25 |
High |
1,286.50 |
1,283.25 |
-3.25 |
-0.3% |
1,276.00 |
Low |
1,269.25 |
1,274.50 |
5.25 |
0.4% |
1,255.25 |
Close |
1,280.50 |
1,282.50 |
2.00 |
0.2% |
1,268.75 |
Range |
17.25 |
8.75 |
-8.50 |
-49.3% |
20.75 |
ATR |
18.61 |
17.90 |
-0.70 |
-3.8% |
0.00 |
Volume |
1,589 |
889 |
-700 |
-44.1% |
3,768 |
|
Daily Pivots for day following 11-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,306.25 |
1,303.25 |
1,287.25 |
|
R3 |
1,297.50 |
1,294.50 |
1,285.00 |
|
R2 |
1,288.75 |
1,288.75 |
1,284.00 |
|
R1 |
1,285.75 |
1,285.75 |
1,283.25 |
1,287.25 |
PP |
1,280.00 |
1,280.00 |
1,280.00 |
1,281.00 |
S1 |
1,277.00 |
1,277.00 |
1,281.75 |
1,278.50 |
S2 |
1,271.25 |
1,271.25 |
1,281.00 |
|
S3 |
1,262.50 |
1,268.25 |
1,280.00 |
|
S4 |
1,253.75 |
1,259.50 |
1,277.75 |
|
|
Weekly Pivots for week ending 06-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,329.00 |
1,319.50 |
1,280.25 |
|
R3 |
1,308.25 |
1,298.75 |
1,274.50 |
|
R2 |
1,287.50 |
1,287.50 |
1,272.50 |
|
R1 |
1,278.00 |
1,278.00 |
1,270.75 |
1,282.75 |
PP |
1,266.75 |
1,266.75 |
1,266.75 |
1,269.00 |
S1 |
1,257.25 |
1,257.25 |
1,266.75 |
1,262.00 |
S2 |
1,246.00 |
1,246.00 |
1,265.00 |
|
S3 |
1,225.25 |
1,236.50 |
1,263.00 |
|
S4 |
1,204.50 |
1,215.75 |
1,257.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,286.50 |
1,255.25 |
31.25 |
2.4% |
13.25 |
1.0% |
87% |
False |
False |
1,224 |
10 |
1,286.50 |
1,237.75 |
48.75 |
3.8% |
13.00 |
1.0% |
92% |
False |
False |
984 |
20 |
1,286.50 |
1,190.00 |
96.50 |
7.5% |
16.75 |
1.3% |
96% |
False |
False |
1,061 |
40 |
1,286.50 |
1,140.25 |
146.25 |
11.4% |
17.50 |
1.4% |
97% |
False |
False |
610 |
60 |
1,286.50 |
1,140.25 |
146.25 |
11.4% |
19.25 |
1.5% |
97% |
False |
False |
432 |
80 |
1,286.50 |
1,057.50 |
229.00 |
17.9% |
22.00 |
1.7% |
98% |
False |
False |
329 |
100 |
1,286.50 |
1,057.50 |
229.00 |
17.9% |
20.75 |
1.6% |
98% |
False |
False |
265 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,320.50 |
2.618 |
1,306.25 |
1.618 |
1,297.50 |
1.000 |
1,292.00 |
0.618 |
1,288.75 |
HIGH |
1,283.25 |
0.618 |
1,280.00 |
0.500 |
1,279.00 |
0.382 |
1,277.75 |
LOW |
1,274.50 |
0.618 |
1,269.00 |
1.000 |
1,265.75 |
1.618 |
1,260.25 |
2.618 |
1,251.50 |
4.250 |
1,237.25 |
|
|
Fisher Pivots for day following 11-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
1,281.25 |
1,279.75 |
PP |
1,280.00 |
1,277.25 |
S1 |
1,279.00 |
1,274.50 |
|