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 |
5,407.0 |
5,334.0 |
-73.0 |
-1.4% |
5,545.0 |
High |
5,435.0 |
5,397.5 |
-37.5 |
-0.7% |
5,593.0 |
Low |
5,328.0 |
5,323.0 |
-5.0 |
-0.1% |
5,380.0 |
Close |
5,346.0 |
5,356.5 |
10.5 |
0.2% |
5,512.0 |
Range |
107.0 |
74.5 |
-32.5 |
-30.4% |
213.0 |
ATR |
112.6 |
109.8 |
-2.7 |
-2.4% |
0.0 |
Volume |
179,981 |
103,454 |
-76,527 |
-42.5% |
93,178 |
|
Daily Pivots for day following 15-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,582.5 |
5,544.0 |
5,397.5 |
|
R3 |
5,508.0 |
5,469.5 |
5,377.0 |
|
R2 |
5,433.5 |
5,433.5 |
5,370.0 |
|
R1 |
5,395.0 |
5,395.0 |
5,363.5 |
5,414.0 |
PP |
5,359.0 |
5,359.0 |
5,359.0 |
5,368.5 |
S1 |
5,320.5 |
5,320.5 |
5,349.5 |
5,340.0 |
S2 |
5,284.5 |
5,284.5 |
5,343.0 |
|
S3 |
5,210.0 |
5,246.0 |
5,336.0 |
|
S4 |
5,135.5 |
5,171.5 |
5,315.5 |
|
|
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 |
5,520.0 |
5,323.0 |
197.0 |
3.7% |
115.0 |
2.1% |
17% |
False |
True |
145,401 |
10 |
5,593.0 |
5,323.0 |
270.0 |
5.0% |
107.0 |
2.0% |
12% |
False |
True |
77,252 |
20 |
5,593.0 |
5,040.0 |
553.0 |
10.3% |
103.5 |
1.9% |
57% |
False |
False |
40,325 |
40 |
5,709.0 |
5,040.0 |
669.0 |
12.5% |
92.0 |
1.7% |
47% |
False |
False |
20,216 |
60 |
5,709.0 |
4,887.5 |
821.5 |
15.3% |
80.5 |
1.5% |
57% |
False |
False |
13,488 |
80 |
5,709.0 |
4,887.5 |
821.5 |
15.3% |
63.5 |
1.2% |
57% |
False |
False |
10,117 |
100 |
5,772.5 |
4,887.5 |
885.0 |
16.5% |
54.0 |
1.0% |
53% |
False |
False |
8,095 |
120 |
5,960.5 |
4,887.5 |
1,073.0 |
20.0% |
45.5 |
0.8% |
44% |
False |
False |
6,747 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,714.0 |
2.618 |
5,592.5 |
1.618 |
5,518.0 |
1.000 |
5,472.0 |
0.618 |
5,443.5 |
HIGH |
5,397.5 |
0.618 |
5,369.0 |
0.500 |
5,360.0 |
0.382 |
5,351.5 |
LOW |
5,323.0 |
0.618 |
5,277.0 |
1.000 |
5,248.5 |
1.618 |
5,202.5 |
2.618 |
5,128.0 |
4.250 |
5,006.5 |
|
|
Fisher Pivots for day following 15-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
5,360.0 |
5,407.0 |
PP |
5,359.0 |
5,390.0 |
S1 |
5,358.0 |
5,373.0 |
|