Trading Metrics calculated at close of trading on 09-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2012 |
09-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
1,628.3 |
1,621.3 |
-7.0 |
-0.4% |
1,576.9 |
High |
1,636.4 |
1,629.5 |
-6.9 |
-0.4% |
1,636.4 |
Low |
1,615.8 |
1,611.9 |
-3.9 |
-0.2% |
1,576.9 |
Close |
1,622.3 |
1,613.5 |
-8.8 |
-0.5% |
1,622.3 |
Range |
20.6 |
17.6 |
-3.0 |
-14.6% |
59.5 |
ATR |
31.8 |
30.8 |
-1.0 |
-3.2% |
0.0 |
Volume |
6,118 |
3,060 |
-3,058 |
-50.0% |
22,496 |
|
Daily Pivots for day following 09-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,671.1 |
1,659.9 |
1,623.2 |
|
R3 |
1,653.5 |
1,642.3 |
1,618.3 |
|
R2 |
1,635.9 |
1,635.9 |
1,616.7 |
|
R1 |
1,624.7 |
1,624.7 |
1,615.1 |
1,621.5 |
PP |
1,618.3 |
1,618.3 |
1,618.3 |
1,616.7 |
S1 |
1,607.1 |
1,607.1 |
1,611.9 |
1,603.9 |
S2 |
1,600.7 |
1,600.7 |
1,610.3 |
|
S3 |
1,583.1 |
1,589.5 |
1,608.7 |
|
S4 |
1,565.5 |
1,571.9 |
1,603.8 |
|
|
Weekly Pivots for week ending 06-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,790.4 |
1,765.8 |
1,655.0 |
|
R3 |
1,730.9 |
1,706.3 |
1,638.7 |
|
R2 |
1,671.4 |
1,671.4 |
1,633.2 |
|
R1 |
1,646.8 |
1,646.8 |
1,627.8 |
1,659.1 |
PP |
1,611.9 |
1,611.9 |
1,611.9 |
1,618.0 |
S1 |
1,587.3 |
1,587.3 |
1,616.8 |
1,599.6 |
S2 |
1,552.4 |
1,552.4 |
1,611.4 |
|
S3 |
1,492.9 |
1,527.8 |
1,605.9 |
|
S4 |
1,433.4 |
1,468.3 |
1,589.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,636.4 |
1,576.9 |
59.5 |
3.7% |
25.6 |
1.6% |
62% |
False |
False |
5,111 |
10 |
1,636.4 |
1,528.6 |
107.8 |
6.7% |
25.2 |
1.6% |
79% |
False |
False |
3,070 |
20 |
1,730.6 |
1,528.6 |
202.0 |
12.5% |
30.2 |
1.9% |
42% |
False |
False |
2,766 |
40 |
1,802.3 |
1,528.6 |
273.7 |
17.0% |
30.8 |
1.9% |
31% |
False |
False |
2,277 |
60 |
1,808.5 |
1,528.6 |
279.9 |
17.3% |
30.5 |
1.9% |
30% |
False |
False |
1,728 |
80 |
1,835.0 |
1,528.6 |
306.4 |
19.0% |
34.4 |
2.1% |
28% |
False |
False |
1,393 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,704.3 |
2.618 |
1,675.6 |
1.618 |
1,658.0 |
1.000 |
1,647.1 |
0.618 |
1,640.4 |
HIGH |
1,629.5 |
0.618 |
1,622.8 |
0.500 |
1,620.7 |
0.382 |
1,618.6 |
LOW |
1,611.9 |
0.618 |
1,601.0 |
1.000 |
1,594.3 |
1.618 |
1,583.4 |
2.618 |
1,565.8 |
4.250 |
1,537.1 |
|
|
Fisher Pivots for day following 09-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
1,620.7 |
1,620.4 |
PP |
1,618.3 |
1,618.1 |
S1 |
1,615.9 |
1,615.8 |
|