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 |
1,279.50 |
1,282.50 |
3.00 |
0.2% |
1,265.25 |
High |
1,283.25 |
1,291.50 |
8.25 |
0.6% |
1,276.00 |
Low |
1,274.50 |
1,275.75 |
1.25 |
0.1% |
1,255.25 |
Close |
1,282.50 |
1,286.00 |
3.50 |
0.3% |
1,268.75 |
Range |
8.75 |
15.75 |
7.00 |
80.0% |
20.75 |
ATR |
17.90 |
17.75 |
-0.15 |
-0.9% |
0.00 |
Volume |
889 |
3,031 |
2,142 |
240.9% |
3,768 |
|
Daily Pivots for day following 12-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,331.75 |
1,324.50 |
1,294.75 |
|
R3 |
1,316.00 |
1,308.75 |
1,290.25 |
|
R2 |
1,300.25 |
1,300.25 |
1,289.00 |
|
R1 |
1,293.00 |
1,293.00 |
1,287.50 |
1,296.50 |
PP |
1,284.50 |
1,284.50 |
1,284.50 |
1,286.25 |
S1 |
1,277.25 |
1,277.25 |
1,284.50 |
1,281.00 |
S2 |
1,268.75 |
1,268.75 |
1,283.00 |
|
S3 |
1,253.00 |
1,261.50 |
1,281.75 |
|
S4 |
1,237.25 |
1,245.75 |
1,277.25 |
|
|
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 |
1,291.50 |
1,262.25 |
29.25 |
2.3% |
13.00 |
1.0% |
81% |
True |
False |
1,536 |
10 |
1,291.50 |
1,240.25 |
51.25 |
4.0% |
12.50 |
1.0% |
89% |
True |
False |
1,267 |
20 |
1,291.50 |
1,190.00 |
101.50 |
7.9% |
16.25 |
1.3% |
95% |
True |
False |
1,207 |
40 |
1,291.50 |
1,140.25 |
151.25 |
11.8% |
17.50 |
1.4% |
96% |
True |
False |
686 |
60 |
1,291.50 |
1,140.25 |
151.25 |
11.8% |
19.00 |
1.5% |
96% |
True |
False |
482 |
80 |
1,291.50 |
1,057.50 |
234.00 |
18.2% |
22.25 |
1.7% |
98% |
True |
False |
367 |
100 |
1,291.50 |
1,057.50 |
234.00 |
18.2% |
20.50 |
1.6% |
98% |
True |
False |
296 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,358.50 |
2.618 |
1,332.75 |
1.618 |
1,317.00 |
1.000 |
1,307.25 |
0.618 |
1,301.25 |
HIGH |
1,291.50 |
0.618 |
1,285.50 |
0.500 |
1,283.50 |
0.382 |
1,281.75 |
LOW |
1,275.75 |
0.618 |
1,266.00 |
1.000 |
1,260.00 |
1.618 |
1,250.25 |
2.618 |
1,234.50 |
4.250 |
1,208.75 |
|
|
Fisher Pivots for day following 12-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
1,285.25 |
1,284.00 |
PP |
1,284.50 |
1,282.25 |
S1 |
1,283.50 |
1,280.50 |
|