Trading Metrics calculated at close of trading on 08-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2011 |
08-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
5,570.0 |
5,550.0 |
-20.0 |
-0.4% |
5,189.0 |
High |
5,593.0 |
5,560.5 |
-32.5 |
-0.6% |
5,551.5 |
Low |
5,458.5 |
5,426.5 |
-32.0 |
-0.6% |
5,161.5 |
Close |
5,558.0 |
5,435.5 |
-122.5 |
-2.2% |
5,511.5 |
Range |
134.5 |
134.0 |
-0.5 |
-0.4% |
390.0 |
ATR |
106.4 |
108.4 |
2.0 |
1.9% |
0.0 |
Volume |
19,718 |
18,481 |
-1,237 |
-6.3% |
26,612 |
|
Daily Pivots for day following 08-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,876.0 |
5,790.0 |
5,509.0 |
|
R3 |
5,742.0 |
5,656.0 |
5,472.5 |
|
R2 |
5,608.0 |
5,608.0 |
5,460.0 |
|
R1 |
5,522.0 |
5,522.0 |
5,448.0 |
5,498.0 |
PP |
5,474.0 |
5,474.0 |
5,474.0 |
5,462.0 |
S1 |
5,388.0 |
5,388.0 |
5,423.0 |
5,364.0 |
S2 |
5,340.0 |
5,340.0 |
5,411.0 |
|
S3 |
5,206.0 |
5,254.0 |
5,398.5 |
|
S4 |
5,072.0 |
5,120.0 |
5,362.0 |
|
|
Weekly Pivots for week ending 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,578.0 |
6,435.0 |
5,726.0 |
|
R3 |
6,188.0 |
6,045.0 |
5,619.0 |
|
R2 |
5,798.0 |
5,798.0 |
5,583.0 |
|
R1 |
5,655.0 |
5,655.0 |
5,547.0 |
5,726.5 |
PP |
5,408.0 |
5,408.0 |
5,408.0 |
5,444.0 |
S1 |
5,265.0 |
5,265.0 |
5,476.0 |
5,336.5 |
S2 |
5,018.0 |
5,018.0 |
5,440.0 |
|
S3 |
4,628.0 |
4,875.0 |
5,404.0 |
|
S4 |
4,238.0 |
4,485.0 |
5,297.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,593.0 |
5,426.5 |
166.5 |
3.1% |
98.5 |
1.8% |
5% |
False |
True |
9,104 |
10 |
5,593.0 |
5,040.0 |
553.0 |
10.2% |
113.5 |
2.1% |
72% |
False |
False |
6,838 |
20 |
5,593.0 |
5,040.0 |
553.0 |
10.2% |
97.5 |
1.8% |
72% |
False |
False |
4,017 |
40 |
5,709.0 |
5,040.0 |
669.0 |
12.3% |
88.0 |
1.6% |
59% |
False |
False |
2,044 |
60 |
5,709.0 |
4,887.5 |
821.5 |
15.1% |
74.5 |
1.4% |
67% |
False |
False |
1,372 |
80 |
5,709.0 |
4,887.5 |
821.5 |
15.1% |
57.0 |
1.0% |
67% |
False |
False |
1,030 |
100 |
5,829.5 |
4,887.5 |
942.0 |
17.3% |
48.5 |
0.9% |
58% |
False |
False |
825 |
120 |
5,960.5 |
4,887.5 |
1,073.0 |
19.7% |
40.5 |
0.7% |
51% |
False |
False |
689 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,130.0 |
2.618 |
5,911.5 |
1.618 |
5,777.5 |
1.000 |
5,694.5 |
0.618 |
5,643.5 |
HIGH |
5,560.5 |
0.618 |
5,509.5 |
0.500 |
5,493.5 |
0.382 |
5,477.5 |
LOW |
5,426.5 |
0.618 |
5,343.5 |
1.000 |
5,292.5 |
1.618 |
5,209.5 |
2.618 |
5,075.5 |
4.250 |
4,857.0 |
|
|
Fisher Pivots for day following 08-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
5,493.5 |
5,510.0 |
PP |
5,474.0 |
5,485.0 |
S1 |
5,455.0 |
5,460.0 |
|