Trading Metrics calculated at close of trading on 15-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2011 |
15-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
1,636.5 |
1,571.4 |
-65.1 |
-4.0% |
1,748.9 |
High |
1,639.5 |
1,592.8 |
-46.7 |
-2.8% |
1,752.6 |
Low |
1,565.8 |
1,565.6 |
-0.2 |
0.0% |
1,703.0 |
Close |
1,584.3 |
1,574.6 |
-9.7 |
-0.6% |
1,712.8 |
Range |
73.7 |
27.2 |
-46.5 |
-63.1% |
49.6 |
ATR |
40.2 |
39.3 |
-0.9 |
-2.3% |
0.0 |
Volume |
890 |
589 |
-301 |
-33.8% |
3,214 |
|
Daily Pivots for day following 15-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,659.3 |
1,644.1 |
1,589.6 |
|
R3 |
1,632.1 |
1,616.9 |
1,582.1 |
|
R2 |
1,604.9 |
1,604.9 |
1,579.6 |
|
R1 |
1,589.7 |
1,589.7 |
1,577.1 |
1,597.3 |
PP |
1,577.7 |
1,577.7 |
1,577.7 |
1,581.5 |
S1 |
1,562.5 |
1,562.5 |
1,572.1 |
1,570.1 |
S2 |
1,550.5 |
1,550.5 |
1,569.6 |
|
S3 |
1,523.3 |
1,535.3 |
1,567.1 |
|
S4 |
1,496.1 |
1,508.1 |
1,559.6 |
|
|
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 |
1,720.7 |
1,565.6 |
155.1 |
9.9% |
41.7 |
2.6% |
6% |
False |
True |
641 |
10 |
1,762.9 |
1,565.6 |
197.3 |
12.5% |
36.1 |
2.3% |
5% |
False |
True |
692 |
20 |
1,768.0 |
1,565.6 |
202.4 |
12.9% |
36.5 |
2.3% |
4% |
False |
True |
61,060 |
40 |
1,804.4 |
1,565.6 |
238.8 |
15.2% |
36.3 |
2.3% |
4% |
False |
True |
96,445 |
60 |
1,804.4 |
1,535.0 |
269.4 |
17.1% |
41.8 |
2.7% |
15% |
False |
False |
119,009 |
80 |
1,923.7 |
1,535.0 |
388.7 |
24.7% |
45.8 |
2.9% |
10% |
False |
False |
144,738 |
100 |
1,923.7 |
1,535.0 |
388.7 |
24.7% |
45.0 |
2.9% |
10% |
False |
False |
158,006 |
120 |
1,923.7 |
1,481.0 |
442.7 |
28.1% |
40.8 |
2.6% |
21% |
False |
False |
135,418 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,708.4 |
2.618 |
1,664.0 |
1.618 |
1,636.8 |
1.000 |
1,620.0 |
0.618 |
1,609.6 |
HIGH |
1,592.8 |
0.618 |
1,582.4 |
0.500 |
1,579.2 |
0.382 |
1,576.0 |
LOW |
1,565.6 |
0.618 |
1,548.8 |
1.000 |
1,538.4 |
1.618 |
1,521.6 |
2.618 |
1,494.4 |
4.250 |
1,450.0 |
|
|
Fisher Pivots for day following 15-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
1,579.2 |
1,618.7 |
PP |
1,577.7 |
1,604.0 |
S1 |
1,576.1 |
1,589.3 |
|