Trading Metrics calculated at close of trading on 22-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2011 |
22-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
12,103.28 |
12,107.59 |
4.31 |
0.0% |
12,181.08 |
High |
12,119.70 |
12,182.71 |
63.01 |
0.5% |
12,181.38 |
Low |
11,999.44 |
12,107.37 |
107.93 |
0.9% |
11,786.47 |
Close |
12,107.74 |
12,169.65 |
61.91 |
0.5% |
11,866.39 |
Range |
120.26 |
75.34 |
-44.92 |
-37.4% |
394.91 |
ATR |
207.24 |
197.82 |
-9.42 |
-4.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 22-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,379.26 |
12,349.80 |
12,211.09 |
|
R3 |
12,303.92 |
12,274.46 |
12,190.37 |
|
R2 |
12,228.58 |
12,228.58 |
12,183.46 |
|
R1 |
12,199.12 |
12,199.12 |
12,176.56 |
12,213.85 |
PP |
12,153.24 |
12,153.24 |
12,153.24 |
12,160.61 |
S1 |
12,123.78 |
12,123.78 |
12,162.74 |
12,138.51 |
S2 |
12,077.90 |
12,077.90 |
12,155.84 |
|
S3 |
12,002.56 |
12,048.44 |
12,148.93 |
|
S4 |
11,927.22 |
11,973.10 |
12,128.21 |
|
|
Weekly Pivots for week ending 16-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,129.48 |
12,892.84 |
12,083.59 |
|
R3 |
12,734.57 |
12,497.93 |
11,974.99 |
|
R2 |
12,339.66 |
12,339.66 |
11,938.79 |
|
R1 |
12,103.02 |
12,103.02 |
11,902.59 |
12,023.89 |
PP |
11,944.75 |
11,944.75 |
11,944.75 |
11,905.18 |
S1 |
11,708.11 |
11,708.11 |
11,830.19 |
11,628.98 |
S2 |
11,549.84 |
11,549.84 |
11,793.99 |
|
S3 |
11,154.93 |
11,313.20 |
11,757.79 |
|
S4 |
10,760.02 |
10,918.29 |
11,649.19 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,182.71 |
11,735.19 |
447.52 |
3.7% |
176.69 |
1.5% |
97% |
True |
False |
|
10 |
12,212.83 |
11,735.19 |
477.64 |
3.9% |
189.08 |
1.6% |
91% |
False |
False |
|
20 |
12,257.67 |
11,231.56 |
1,026.11 |
8.4% |
195.13 |
1.6% |
91% |
False |
False |
|
40 |
12,284.31 |
11,231.56 |
1,052.75 |
8.7% |
213.15 |
1.8% |
89% |
False |
False |
|
60 |
12,284.31 |
10,404.49 |
1,879.82 |
15.4% |
220.41 |
1.8% |
94% |
False |
False |
|
80 |
12,284.31 |
10,404.49 |
1,879.82 |
15.4% |
231.64 |
1.9% |
94% |
False |
False |
|
100 |
12,284.31 |
10,404.49 |
1,879.82 |
15.4% |
255.54 |
2.1% |
94% |
False |
False |
|
120 |
12,753.89 |
10,404.49 |
2,349.40 |
19.3% |
239.48 |
2.0% |
75% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,502.91 |
2.618 |
12,379.95 |
1.618 |
12,304.61 |
1.000 |
12,258.05 |
0.618 |
12,229.27 |
HIGH |
12,182.71 |
0.618 |
12,153.93 |
0.500 |
12,145.04 |
0.382 |
12,136.15 |
LOW |
12,107.37 |
0.618 |
12,060.81 |
1.000 |
12,032.03 |
1.618 |
11,985.47 |
2.618 |
11,910.13 |
4.250 |
11,787.18 |
|
|
Fisher Pivots for day following 22-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
12,161.45 |
12,105.02 |
PP |
12,153.24 |
12,040.40 |
S1 |
12,145.04 |
11,975.77 |
|