Trading Metrics calculated at close of trading on 06-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2012 |
06-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
12,418.42 |
12,407.45 |
-10.97 |
-0.1% |
12,221.19 |
High |
12,435.98 |
12,415.24 |
-20.74 |
-0.2% |
12,479.65 |
Low |
12,283.90 |
12,332.41 |
48.51 |
0.4% |
12,221.19 |
Close |
12,415.70 |
12,359.92 |
-55.78 |
-0.4% |
12,359.92 |
Range |
152.08 |
82.83 |
-69.25 |
-45.5% |
258.46 |
ATR |
170.38 |
164.16 |
-6.22 |
-3.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,617.68 |
12,571.63 |
12,405.48 |
|
R3 |
12,534.85 |
12,488.80 |
12,382.70 |
|
R2 |
12,452.02 |
12,452.02 |
12,375.11 |
|
R1 |
12,405.97 |
12,405.97 |
12,367.51 |
12,387.58 |
PP |
12,369.19 |
12,369.19 |
12,369.19 |
12,360.00 |
S1 |
12,323.14 |
12,323.14 |
12,352.33 |
12,304.75 |
S2 |
12,286.36 |
12,286.36 |
12,344.73 |
|
S3 |
12,203.53 |
12,240.31 |
12,337.14 |
|
S4 |
12,120.70 |
12,157.48 |
12,314.36 |
|
|
Weekly Pivots for week ending 06-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,128.97 |
13,002.90 |
12,502.07 |
|
R3 |
12,870.51 |
12,744.44 |
12,431.00 |
|
R2 |
12,612.05 |
12,612.05 |
12,407.30 |
|
R1 |
12,485.98 |
12,485.98 |
12,383.61 |
12,549.02 |
PP |
12,353.59 |
12,353.59 |
12,353.59 |
12,385.10 |
S1 |
12,227.52 |
12,227.52 |
12,336.23 |
12,290.56 |
S2 |
12,095.13 |
12,095.13 |
12,312.54 |
|
S3 |
11,836.67 |
11,969.06 |
12,288.84 |
|
S4 |
11,578.21 |
11,710.60 |
12,217.77 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,479.65 |
12,213.78 |
265.87 |
2.2% |
132.48 |
1.1% |
55% |
False |
False |
|
10 |
12,479.65 |
12,107.37 |
372.28 |
3.0% |
122.47 |
1.0% |
68% |
False |
False |
|
20 |
12,479.65 |
11,735.19 |
744.46 |
6.0% |
163.49 |
1.3% |
84% |
False |
False |
|
40 |
12,479.65 |
11,231.56 |
1,248.09 |
10.1% |
188.94 |
1.5% |
90% |
False |
False |
|
60 |
12,479.65 |
11,231.56 |
1,248.09 |
10.1% |
200.00 |
1.6% |
90% |
False |
False |
|
80 |
12,479.65 |
10,404.49 |
2,075.16 |
16.8% |
218.26 |
1.8% |
94% |
False |
False |
|
100 |
12,479.65 |
10,404.49 |
2,075.16 |
16.8% |
227.87 |
1.8% |
94% |
False |
False |
|
120 |
12,751.43 |
10,404.49 |
2,346.94 |
19.0% |
238.23 |
1.9% |
83% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,767.27 |
2.618 |
12,632.09 |
1.618 |
12,549.26 |
1.000 |
12,498.07 |
0.618 |
12,466.43 |
HIGH |
12,415.24 |
0.618 |
12,383.60 |
0.500 |
12,373.83 |
0.382 |
12,364.05 |
LOW |
12,332.41 |
0.618 |
12,281.22 |
1.000 |
12,249.58 |
1.618 |
12,198.39 |
2.618 |
12,115.56 |
4.250 |
11,980.38 |
|
|
Fisher Pivots for day following 06-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
12,373.83 |
12,359.94 |
PP |
12,369.19 |
12,359.93 |
S1 |
12,364.56 |
12,359.93 |
|