Trading Metrics calculated at close of trading on 06-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2011 |
06-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
1,748.9 |
1,722.1 |
-26.8 |
-1.5% |
1,685.4 |
High |
1,752.6 |
1,731.8 |
-20.8 |
-1.2% |
1,762.9 |
Low |
1,718.7 |
1,703.0 |
-15.7 |
-0.9% |
1,684.0 |
Close |
1,730.7 |
1,727.9 |
-2.8 |
-0.2% |
1,747.0 |
Range |
33.9 |
28.8 |
-5.1 |
-15.0% |
78.9 |
ATR |
36.3 |
35.7 |
-0.5 |
-1.5% |
0.0 |
Volume |
756 |
648 |
-108 |
-14.3% |
237,672 |
|
Daily Pivots for day following 06-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,807.3 |
1,796.4 |
1,743.7 |
|
R3 |
1,778.5 |
1,767.6 |
1,735.8 |
|
R2 |
1,749.7 |
1,749.7 |
1,733.2 |
|
R1 |
1,738.8 |
1,738.8 |
1,730.5 |
1,744.3 |
PP |
1,720.9 |
1,720.9 |
1,720.9 |
1,723.6 |
S1 |
1,710.0 |
1,710.0 |
1,725.3 |
1,715.5 |
S2 |
1,692.1 |
1,692.1 |
1,722.6 |
|
S3 |
1,663.3 |
1,681.2 |
1,720.0 |
|
S4 |
1,634.5 |
1,652.4 |
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% |
30.4 |
1.8% |
44% |
False |
False |
3,588 |
10 |
1,762.9 |
1,667.5 |
95.4 |
5.5% |
30.8 |
1.8% |
63% |
False |
False |
69,127 |
20 |
1,804.4 |
1,667.1 |
137.3 |
7.9% |
34.1 |
2.0% |
44% |
False |
False |
105,750 |
40 |
1,804.4 |
1,604.7 |
199.7 |
11.6% |
35.0 |
2.0% |
62% |
False |
False |
116,311 |
60 |
1,848.2 |
1,535.0 |
313.2 |
18.1% |
43.0 |
2.5% |
62% |
False |
False |
139,726 |
80 |
1,923.7 |
1,535.0 |
388.7 |
22.5% |
46.3 |
2.7% |
50% |
False |
False |
162,665 |
100 |
1,923.7 |
1,535.0 |
388.7 |
22.5% |
43.6 |
2.5% |
50% |
False |
False |
160,470 |
120 |
1,923.7 |
1,481.0 |
442.7 |
25.6% |
39.6 |
2.3% |
56% |
False |
False |
135,796 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,854.2 |
2.618 |
1,807.2 |
1.618 |
1,778.4 |
1.000 |
1,760.6 |
0.618 |
1,749.6 |
HIGH |
1,731.8 |
0.618 |
1,720.8 |
0.500 |
1,717.4 |
0.382 |
1,714.0 |
LOW |
1,703.0 |
0.618 |
1,685.2 |
1.000 |
1,674.2 |
1.618 |
1,656.4 |
2.618 |
1,627.6 |
4.250 |
1,580.6 |
|
|
Fisher Pivots for day following 06-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
1,724.4 |
1,733.0 |
PP |
1,720.9 |
1,731.3 |
S1 |
1,717.4 |
1,729.6 |
|