| Trading Metrics calculated at close of trading on 20-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2011 |
20-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
11,793 |
11,705 |
-88 |
-0.7% |
12,129 |
| High |
11,857 |
12,047 |
190 |
1.6% |
12,153 |
| Low |
11,661 |
11,693 |
32 |
0.3% |
11,694 |
| Close |
11,703 |
12,031 |
328 |
2.8% |
11,778 |
| Range |
196 |
354 |
158 |
80.6% |
459 |
| ATR |
229 |
238 |
9 |
3.9% |
0 |
| Volume |
74,259 |
109,071 |
34,812 |
46.9% |
629,654 |
|
| Daily Pivots for day following 20-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,986 |
12,862 |
12,226 |
|
| R3 |
12,632 |
12,508 |
12,128 |
|
| R2 |
12,278 |
12,278 |
12,096 |
|
| R1 |
12,154 |
12,154 |
12,064 |
12,216 |
| PP |
11,924 |
11,924 |
11,924 |
11,955 |
| S1 |
11,800 |
11,800 |
11,999 |
11,862 |
| S2 |
11,570 |
11,570 |
11,966 |
|
| S3 |
11,216 |
11,446 |
11,934 |
|
| S4 |
10,862 |
11,092 |
11,836 |
|
|
| Weekly Pivots for week ending 16-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,252 |
12,974 |
12,031 |
|
| R3 |
12,793 |
12,515 |
11,904 |
|
| R2 |
12,334 |
12,334 |
11,862 |
|
| R1 |
12,056 |
12,056 |
11,820 |
11,966 |
| PP |
11,875 |
11,875 |
11,875 |
11,830 |
| S1 |
11,597 |
11,597 |
11,736 |
11,507 |
| S2 |
11,416 |
11,416 |
11,694 |
|
| S3 |
10,957 |
11,138 |
11,652 |
|
| S4 |
10,498 |
10,679 |
11,526 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,047 |
11,661 |
386 |
3.2% |
229 |
1.9% |
96% |
True |
False |
105,708 |
| 10 |
12,226 |
11,661 |
565 |
4.7% |
246 |
2.0% |
65% |
False |
False |
100,509 |
| 20 |
12,226 |
11,077 |
1,149 |
9.6% |
229 |
1.9% |
83% |
False |
False |
50,485 |
| 40 |
12,226 |
11,077 |
1,149 |
9.6% |
217 |
1.8% |
83% |
False |
False |
25,262 |
| 60 |
12,226 |
10,288 |
1,938 |
16.1% |
222 |
1.8% |
90% |
False |
False |
16,852 |
| 80 |
12,226 |
10,288 |
1,938 |
16.1% |
210 |
1.7% |
90% |
False |
False |
12,644 |
| 100 |
12,226 |
10,288 |
1,938 |
16.1% |
172 |
1.4% |
90% |
False |
False |
10,115 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,552 |
|
2.618 |
12,974 |
|
1.618 |
12,620 |
|
1.000 |
12,401 |
|
0.618 |
12,266 |
|
HIGH |
12,047 |
|
0.618 |
11,912 |
|
0.500 |
11,870 |
|
0.382 |
11,828 |
|
LOW |
11,693 |
|
0.618 |
11,474 |
|
1.000 |
11,339 |
|
1.618 |
11,120 |
|
2.618 |
10,766 |
|
4.250 |
10,189 |
|
|
| Fisher Pivots for day following 20-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
11,977 |
11,972 |
| PP |
11,924 |
11,913 |
| S1 |
11,870 |
11,854 |
|