Trading Metrics calculated at close of trading on 09-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2011 |
09-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
12,195.91 |
11,996.03 |
-199.88 |
-1.6% |
12,021.54 |
High |
12,195.91 |
12,212.83 |
16.92 |
0.1% |
12,257.67 |
Low |
11,966.22 |
11,995.51 |
29.29 |
0.2% |
11,966.22 |
Close |
11,997.70 |
12,184.26 |
186.56 |
1.6% |
12,184.26 |
Range |
229.69 |
217.32 |
-12.37 |
-5.4% |
291.45 |
ATR |
212.52 |
212.86 |
0.34 |
0.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,782.83 |
12,700.86 |
12,303.79 |
|
R3 |
12,565.51 |
12,483.54 |
12,244.02 |
|
R2 |
12,348.19 |
12,348.19 |
12,224.10 |
|
R1 |
12,266.22 |
12,266.22 |
12,204.18 |
12,307.21 |
PP |
12,130.87 |
12,130.87 |
12,130.87 |
12,151.36 |
S1 |
12,048.90 |
12,048.90 |
12,164.34 |
12,089.89 |
S2 |
11,913.55 |
11,913.55 |
12,144.42 |
|
S3 |
11,696.23 |
11,831.58 |
12,124.50 |
|
S4 |
11,478.91 |
11,614.26 |
12,064.73 |
|
|
Weekly Pivots for week ending 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,010.40 |
12,888.78 |
12,344.56 |
|
R3 |
12,718.95 |
12,597.33 |
12,264.41 |
|
R2 |
12,427.50 |
12,427.50 |
12,237.69 |
|
R1 |
12,305.88 |
12,305.88 |
12,210.98 |
12,366.69 |
PP |
12,136.05 |
12,136.05 |
12,136.05 |
12,166.46 |
S1 |
12,014.43 |
12,014.43 |
12,157.54 |
12,075.24 |
S2 |
11,844.60 |
11,844.60 |
12,130.83 |
|
S3 |
11,553.15 |
11,722.98 |
12,104.11 |
|
S4 |
11,261.70 |
11,431.53 |
12,023.96 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,257.67 |
11,966.22 |
291.45 |
2.4% |
189.68 |
1.6% |
75% |
False |
False |
|
10 |
12,257.67 |
11,232.16 |
1,025.51 |
8.4% |
209.93 |
1.7% |
93% |
False |
False |
|
20 |
12,257.67 |
11,231.56 |
1,026.11 |
8.4% |
206.21 |
1.7% |
93% |
False |
False |
|
40 |
12,284.31 |
11,231.56 |
1,052.75 |
8.6% |
220.72 |
1.8% |
90% |
False |
False |
|
60 |
12,284.31 |
10,404.49 |
1,879.82 |
15.4% |
234.32 |
1.9% |
95% |
False |
False |
|
80 |
12,284.31 |
10,404.49 |
1,879.82 |
15.4% |
244.52 |
2.0% |
95% |
False |
False |
|
100 |
12,751.43 |
10,404.49 |
2,346.94 |
19.3% |
254.86 |
2.1% |
76% |
False |
False |
|
120 |
12,753.89 |
10,404.49 |
2,349.40 |
19.3% |
236.43 |
1.9% |
76% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,136.44 |
2.618 |
12,781.77 |
1.618 |
12,564.45 |
1.000 |
12,430.15 |
0.618 |
12,347.13 |
HIGH |
12,212.83 |
0.618 |
12,129.81 |
0.500 |
12,104.17 |
0.382 |
12,078.53 |
LOW |
11,995.51 |
0.618 |
11,861.21 |
1.000 |
11,778.19 |
1.618 |
11,643.89 |
2.618 |
11,426.57 |
4.250 |
11,071.90 |
|
|
Fisher Pivots for day following 09-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
12,157.56 |
12,160.16 |
PP |
12,130.87 |
12,136.05 |
S1 |
12,104.17 |
12,111.95 |
|