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 |
1,730.6 |
1,742.0 |
11.4 |
0.7% |
1,685.4 |
High |
1,741.8 |
1,752.3 |
10.5 |
0.6% |
1,762.9 |
Low |
1,720.0 |
1,705.4 |
-14.6 |
-0.8% |
1,684.0 |
Close |
1,740.9 |
1,709.8 |
-31.1 |
-1.8% |
1,747.0 |
Range |
21.8 |
46.9 |
25.1 |
115.1% |
78.9 |
ATR |
34.7 |
35.6 |
0.9 |
2.5% |
0.0 |
Volume |
300 |
942 |
642 |
214.0% |
237,672 |
|
Daily Pivots for day following 08-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,863.2 |
1,833.4 |
1,735.6 |
|
R3 |
1,816.3 |
1,786.5 |
1,722.7 |
|
R2 |
1,769.4 |
1,769.4 |
1,718.4 |
|
R1 |
1,739.6 |
1,739.6 |
1,714.1 |
1,731.1 |
PP |
1,722.5 |
1,722.5 |
1,722.5 |
1,718.2 |
S1 |
1,692.7 |
1,692.7 |
1,705.5 |
1,684.2 |
S2 |
1,675.6 |
1,675.6 |
1,701.2 |
|
S3 |
1,628.7 |
1,645.8 |
1,696.9 |
|
S4 |
1,581.8 |
1,598.9 |
1,684.0 |
|
|
Weekly Pivots for week ending 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,968.0 |
1,936.4 |
1,790.4 |
|
R3 |
1,889.1 |
1,857.5 |
1,768.7 |
|
R2 |
1,810.2 |
1,810.2 |
1,761.5 |
|
R1 |
1,778.6 |
1,778.6 |
1,754.2 |
1,794.4 |
PP |
1,731.3 |
1,731.3 |
1,731.3 |
1,739.2 |
S1 |
1,699.7 |
1,699.7 |
1,739.8 |
1,715.5 |
S2 |
1,652.4 |
1,652.4 |
1,732.5 |
|
S3 |
1,573.5 |
1,620.8 |
1,725.3 |
|
S4 |
1,494.6 |
1,541.9 |
1,703.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,762.9 |
1,703.0 |
59.9 |
3.5% |
30.5 |
1.8% |
11% |
False |
False |
742 |
10 |
1,762.9 |
1,672.6 |
90.3 |
5.3% |
30.4 |
1.8% |
41% |
False |
False |
37,470 |
20 |
1,797.6 |
1,667.1 |
130.5 |
7.6% |
34.4 |
2.0% |
33% |
False |
False |
92,267 |
40 |
1,804.4 |
1,604.7 |
199.7 |
11.7% |
35.1 |
2.1% |
53% |
False |
False |
111,052 |
60 |
1,832.9 |
1,535.0 |
297.9 |
17.4% |
42.6 |
2.5% |
59% |
False |
False |
134,150 |
80 |
1,923.7 |
1,535.0 |
388.7 |
22.7% |
46.4 |
2.7% |
45% |
False |
False |
159,354 |
100 |
1,923.7 |
1,535.0 |
388.7 |
22.7% |
43.9 |
2.6% |
45% |
False |
False |
160,221 |
120 |
1,923.7 |
1,481.0 |
442.7 |
25.9% |
39.9 |
2.3% |
52% |
False |
False |
135,628 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,951.6 |
2.618 |
1,875.1 |
1.618 |
1,828.2 |
1.000 |
1,799.2 |
0.618 |
1,781.3 |
HIGH |
1,752.3 |
0.618 |
1,734.4 |
0.500 |
1,728.9 |
0.382 |
1,723.3 |
LOW |
1,705.4 |
0.618 |
1,676.4 |
1.000 |
1,658.5 |
1.618 |
1,629.5 |
2.618 |
1,582.6 |
4.250 |
1,506.1 |
|
|
Fisher Pivots for day following 08-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
1,728.9 |
1,727.7 |
PP |
1,722.5 |
1,721.7 |
S1 |
1,716.2 |
1,715.8 |
|