Trading Metrics calculated at close of trading on 05-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2011 |
05-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
1,744.8 |
1,748.9 |
4.1 |
0.2% |
1,685.4 |
High |
1,762.9 |
1,752.6 |
-10.3 |
-0.6% |
1,762.9 |
Low |
1,741.6 |
1,718.7 |
-22.9 |
-1.3% |
1,684.0 |
Close |
1,747.0 |
1,730.7 |
-16.3 |
-0.9% |
1,747.0 |
Range |
21.3 |
33.9 |
12.6 |
59.2% |
78.9 |
ATR |
36.4 |
36.3 |
-0.2 |
-0.5% |
0.0 |
Volume |
1,067 |
756 |
-311 |
-29.1% |
237,672 |
|
Daily Pivots for day following 05-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,835.7 |
1,817.1 |
1,749.3 |
|
R3 |
1,801.8 |
1,783.2 |
1,740.0 |
|
R2 |
1,767.9 |
1,767.9 |
1,736.9 |
|
R1 |
1,749.3 |
1,749.3 |
1,733.8 |
1,741.7 |
PP |
1,734.0 |
1,734.0 |
1,734.0 |
1,730.2 |
S1 |
1,715.4 |
1,715.4 |
1,727.6 |
1,707.8 |
S2 |
1,700.1 |
1,700.1 |
1,724.5 |
|
S3 |
1,666.2 |
1,681.5 |
1,721.4 |
|
S4 |
1,632.3 |
1,647.6 |
1,712.1 |
|
|
Weekly Pivots for week ending 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,968.0 |
1,936.4 |
1,790.4 |
|
R3 |
1,889.1 |
1,857.5 |
1,768.7 |
|
R2 |
1,810.2 |
1,810.2 |
1,761.5 |
|
R1 |
1,778.6 |
1,778.6 |
1,754.2 |
1,794.4 |
PP |
1,731.3 |
1,731.3 |
1,731.3 |
1,739.2 |
S1 |
1,699.7 |
1,699.7 |
1,739.8 |
1,715.5 |
S2 |
1,652.4 |
1,652.4 |
1,732.5 |
|
S3 |
1,573.5 |
1,620.8 |
1,725.3 |
|
S4 |
1,494.6 |
1,541.9 |
1,703.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,762.9 |
1,699.9 |
63.0 |
3.6% |
27.5 |
1.6% |
49% |
False |
False |
14,221 |
10 |
1,762.9 |
1,667.1 |
95.8 |
5.5% |
33.9 |
2.0% |
66% |
False |
False |
88,271 |
20 |
1,804.4 |
1,667.1 |
137.3 |
7.9% |
34.9 |
2.0% |
46% |
False |
False |
112,577 |
40 |
1,804.4 |
1,604.7 |
199.7 |
11.5% |
35.2 |
2.0% |
63% |
False |
False |
118,456 |
60 |
1,865.2 |
1,535.0 |
330.2 |
19.1% |
43.5 |
2.5% |
59% |
False |
False |
143,305 |
80 |
1,923.7 |
1,535.0 |
388.7 |
22.5% |
46.5 |
2.7% |
50% |
False |
False |
165,056 |
100 |
1,923.7 |
1,535.0 |
388.7 |
22.5% |
43.5 |
2.5% |
50% |
False |
False |
160,819 |
120 |
1,923.7 |
1,481.0 |
442.7 |
25.6% |
39.5 |
2.3% |
56% |
False |
False |
135,828 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,896.7 |
2.618 |
1,841.4 |
1.618 |
1,807.5 |
1.000 |
1,786.5 |
0.618 |
1,773.6 |
HIGH |
1,752.6 |
0.618 |
1,739.7 |
0.500 |
1,735.7 |
0.382 |
1,731.6 |
LOW |
1,718.7 |
0.618 |
1,697.7 |
1.000 |
1,684.8 |
1.618 |
1,663.8 |
2.618 |
1,629.9 |
4.250 |
1,574.6 |
|
|
Fisher Pivots for day following 05-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
1,735.7 |
1,740.8 |
PP |
1,734.0 |
1,737.4 |
S1 |
1,732.4 |
1,734.1 |
|