Trading Metrics calculated at close of trading on 12-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2011 |
12-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
1,713.3 |
1,707.5 |
-5.8 |
-0.3% |
1,748.9 |
High |
1,720.7 |
1,708.2 |
-12.5 |
-0.7% |
1,752.6 |
Low |
1,705.7 |
1,659.5 |
-46.2 |
-2.7% |
1,703.0 |
Close |
1,712.8 |
1,664.2 |
-48.6 |
-2.8% |
1,712.8 |
Range |
15.0 |
48.7 |
33.7 |
224.7% |
49.6 |
ATR |
34.1 |
35.5 |
1.4 |
4.0% |
0.0 |
Volume |
568 |
887 |
319 |
56.2% |
3,214 |
|
Daily Pivots for day following 12-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,823.4 |
1,792.5 |
1,691.0 |
|
R3 |
1,774.7 |
1,743.8 |
1,677.6 |
|
R2 |
1,726.0 |
1,726.0 |
1,673.1 |
|
R1 |
1,695.1 |
1,695.1 |
1,668.7 |
1,686.2 |
PP |
1,677.3 |
1,677.3 |
1,677.3 |
1,672.9 |
S1 |
1,646.4 |
1,646.4 |
1,659.7 |
1,637.5 |
S2 |
1,628.6 |
1,628.6 |
1,655.3 |
|
S3 |
1,579.9 |
1,597.7 |
1,650.8 |
|
S4 |
1,531.2 |
1,549.0 |
1,637.4 |
|
|
Weekly Pivots for week ending 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,871.6 |
1,841.8 |
1,740.1 |
|
R3 |
1,822.0 |
1,792.2 |
1,726.4 |
|
R2 |
1,772.4 |
1,772.4 |
1,721.9 |
|
R1 |
1,742.6 |
1,742.6 |
1,717.3 |
1,732.7 |
PP |
1,722.8 |
1,722.8 |
1,722.8 |
1,717.9 |
S1 |
1,693.0 |
1,693.0 |
1,708.3 |
1,683.1 |
S2 |
1,673.2 |
1,673.2 |
1,703.7 |
|
S3 |
1,623.6 |
1,643.4 |
1,699.2 |
|
S4 |
1,574.0 |
1,593.8 |
1,685.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,752.3 |
1,659.5 |
92.8 |
5.6% |
32.2 |
1.9% |
5% |
False |
True |
669 |
10 |
1,762.9 |
1,659.5 |
103.4 |
6.2% |
29.9 |
1.8% |
5% |
False |
True |
7,445 |
20 |
1,797.6 |
1,659.5 |
138.1 |
8.3% |
33.3 |
2.0% |
3% |
False |
True |
79,301 |
40 |
1,804.4 |
1,604.7 |
199.7 |
12.0% |
35.3 |
2.1% |
30% |
False |
False |
106,120 |
60 |
1,832.9 |
1,535.0 |
297.9 |
17.9% |
41.8 |
2.5% |
43% |
False |
False |
127,561 |
80 |
1,923.7 |
1,535.0 |
388.7 |
23.4% |
46.4 |
2.8% |
33% |
False |
False |
155,223 |
100 |
1,923.7 |
1,535.0 |
388.7 |
23.4% |
44.1 |
2.7% |
33% |
False |
False |
159,599 |
120 |
1,923.7 |
1,481.0 |
442.7 |
26.6% |
40.3 |
2.4% |
41% |
False |
False |
135,570 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,915.2 |
2.618 |
1,835.7 |
1.618 |
1,787.0 |
1.000 |
1,756.9 |
0.618 |
1,738.3 |
HIGH |
1,708.2 |
0.618 |
1,689.6 |
0.500 |
1,683.9 |
0.382 |
1,678.1 |
LOW |
1,659.5 |
0.618 |
1,629.4 |
1.000 |
1,610.8 |
1.618 |
1,580.7 |
2.618 |
1,532.0 |
4.250 |
1,452.5 |
|
|
Fisher Pivots for day following 12-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
1,683.9 |
1,705.9 |
PP |
1,677.3 |
1,692.0 |
S1 |
1,670.8 |
1,678.1 |
|