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 |
5,401.5 |
5,507.5 |
106.0 |
2.0% |
5,545.0 |
High |
5,520.0 |
5,508.0 |
-12.0 |
-0.2% |
5,593.0 |
Low |
5,380.0 |
5,369.0 |
-11.0 |
-0.2% |
5,380.0 |
Close |
5,512.0 |
5,402.5 |
-109.5 |
-2.0% |
5,512.0 |
Range |
140.0 |
139.0 |
-1.0 |
-0.7% |
213.0 |
ATR |
110.6 |
112.9 |
2.3 |
2.1% |
0.0 |
Volume |
51,440 |
127,746 |
76,306 |
148.3% |
93,178 |
|
Daily Pivots for day following 12-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,843.5 |
5,762.0 |
5,479.0 |
|
R3 |
5,704.5 |
5,623.0 |
5,440.5 |
|
R2 |
5,565.5 |
5,565.5 |
5,428.0 |
|
R1 |
5,484.0 |
5,484.0 |
5,415.0 |
5,455.0 |
PP |
5,426.5 |
5,426.5 |
5,426.5 |
5,412.0 |
S1 |
5,345.0 |
5,345.0 |
5,390.0 |
5,316.0 |
S2 |
5,287.5 |
5,287.5 |
5,377.0 |
|
S3 |
5,148.5 |
5,206.0 |
5,364.5 |
|
S4 |
5,009.5 |
5,067.0 |
5,326.0 |
|
|
Weekly Pivots for week ending 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,134.0 |
6,036.0 |
5,629.0 |
|
R3 |
5,921.0 |
5,823.0 |
5,570.5 |
|
R2 |
5,708.0 |
5,708.0 |
5,551.0 |
|
R1 |
5,610.0 |
5,610.0 |
5,531.5 |
5,552.5 |
PP |
5,495.0 |
5,495.0 |
5,495.0 |
5,466.0 |
S1 |
5,397.0 |
5,397.0 |
5,492.5 |
5,339.5 |
S2 |
5,282.0 |
5,282.0 |
5,473.0 |
|
S3 |
5,069.0 |
5,184.0 |
5,453.5 |
|
S4 |
4,856.0 |
4,971.0 |
5,395.0 |
|
|
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 |
5,369.0 |
224.0 |
4.1% |
126.5 |
2.3% |
15% |
False |
True |
43,774 |
10 |
5,593.0 |
5,238.0 |
355.0 |
6.6% |
116.5 |
2.2% |
46% |
False |
False |
24,425 |
20 |
5,593.0 |
5,040.0 |
553.0 |
10.2% |
102.5 |
1.9% |
66% |
False |
False |
12,969 |
40 |
5,709.0 |
5,040.0 |
669.0 |
12.4% |
89.5 |
1.7% |
54% |
False |
False |
6,523 |
60 |
5,709.0 |
4,887.5 |
821.5 |
15.2% |
79.0 |
1.5% |
63% |
False |
False |
4,358 |
80 |
5,709.0 |
4,887.5 |
821.5 |
15.2% |
60.5 |
1.1% |
63% |
False |
False |
3,270 |
100 |
5,829.0 |
4,887.5 |
941.5 |
17.4% |
51.0 |
0.9% |
55% |
False |
False |
2,617 |
120 |
5,960.5 |
4,887.5 |
1,073.0 |
19.9% |
43.0 |
0.8% |
48% |
False |
False |
2,182 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,099.0 |
2.618 |
5,872.0 |
1.618 |
5,733.0 |
1.000 |
5,647.0 |
0.618 |
5,594.0 |
HIGH |
5,508.0 |
0.618 |
5,455.0 |
0.500 |
5,438.5 |
0.382 |
5,422.0 |
LOW |
5,369.0 |
0.618 |
5,283.0 |
1.000 |
5,230.0 |
1.618 |
5,144.0 |
2.618 |
5,005.0 |
4.250 |
4,778.0 |
|
|
Fisher Pivots for day following 12-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
5,438.5 |
5,465.0 |
PP |
5,426.5 |
5,444.0 |
S1 |
5,414.5 |
5,423.0 |
|