Trading Metrics calculated at close of trading on 07-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2011 |
07-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
1,722.1 |
1,730.6 |
8.5 |
0.5% |
1,685.4 |
High |
1,731.8 |
1,741.8 |
10.0 |
0.6% |
1,762.9 |
Low |
1,703.0 |
1,720.0 |
17.0 |
1.0% |
1,684.0 |
Close |
1,727.9 |
1,740.9 |
13.0 |
0.8% |
1,747.0 |
Range |
28.8 |
21.8 |
-7.0 |
-24.3% |
78.9 |
ATR |
35.7 |
34.7 |
-1.0 |
-2.8% |
0.0 |
Volume |
648 |
300 |
-348 |
-53.7% |
237,672 |
|
Daily Pivots for day following 07-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,799.6 |
1,792.1 |
1,752.9 |
|
R3 |
1,777.8 |
1,770.3 |
1,746.9 |
|
R2 |
1,756.0 |
1,756.0 |
1,744.9 |
|
R1 |
1,748.5 |
1,748.5 |
1,742.9 |
1,752.3 |
PP |
1,734.2 |
1,734.2 |
1,734.2 |
1,736.1 |
S1 |
1,726.7 |
1,726.7 |
1,738.9 |
1,730.5 |
S2 |
1,712.4 |
1,712.4 |
1,736.9 |
|
S3 |
1,690.6 |
1,704.9 |
1,734.9 |
|
S4 |
1,668.8 |
1,683.1 |
1,728.9 |
|
|
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 |
1,703.0 |
59.9 |
3.4% |
24.9 |
1.4% |
63% |
False |
False |
824 |
10 |
1,762.9 |
1,672.6 |
90.3 |
5.2% |
29.1 |
1.7% |
76% |
False |
False |
53,465 |
20 |
1,801.1 |
1,667.1 |
134.0 |
7.7% |
33.9 |
1.9% |
55% |
False |
False |
99,608 |
40 |
1,804.4 |
1,604.7 |
199.7 |
11.5% |
34.7 |
2.0% |
68% |
False |
False |
113,719 |
60 |
1,848.2 |
1,535.0 |
313.2 |
18.0% |
42.4 |
2.4% |
66% |
False |
False |
136,776 |
80 |
1,923.7 |
1,535.0 |
388.7 |
22.3% |
46.1 |
2.6% |
53% |
False |
False |
161,245 |
100 |
1,923.7 |
1,535.0 |
388.7 |
22.3% |
43.7 |
2.5% |
53% |
False |
False |
160,379 |
120 |
1,923.7 |
1,481.0 |
442.7 |
25.4% |
39.7 |
2.3% |
59% |
False |
False |
135,709 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,834.5 |
2.618 |
1,798.9 |
1.618 |
1,777.1 |
1.000 |
1,763.6 |
0.618 |
1,755.3 |
HIGH |
1,741.8 |
0.618 |
1,733.5 |
0.500 |
1,730.9 |
0.382 |
1,728.3 |
LOW |
1,720.0 |
0.618 |
1,706.5 |
1.000 |
1,698.2 |
1.618 |
1,684.7 |
2.618 |
1,662.9 |
4.250 |
1,627.4 |
|
|
Fisher Pivots for day following 07-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
1,737.6 |
1,736.5 |
PP |
1,734.2 |
1,732.2 |
S1 |
1,730.9 |
1,727.8 |
|