Trading Metrics calculated at close of trading on 09-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2011 |
09-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
1,742.0 |
1,713.3 |
-28.7 |
-1.6% |
1,748.9 |
High |
1,752.3 |
1,720.7 |
-31.6 |
-1.8% |
1,752.6 |
Low |
1,705.4 |
1,705.7 |
0.3 |
0.0% |
1,703.0 |
Close |
1,709.8 |
1,712.8 |
3.0 |
0.2% |
1,712.8 |
Range |
46.9 |
15.0 |
-31.9 |
-68.0% |
49.6 |
ATR |
35.6 |
34.1 |
-1.5 |
-4.1% |
0.0 |
Volume |
942 |
568 |
-374 |
-39.7% |
3,214 |
|
Daily Pivots for day following 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,758.1 |
1,750.4 |
1,721.1 |
|
R3 |
1,743.1 |
1,735.4 |
1,716.9 |
|
R2 |
1,728.1 |
1,728.1 |
1,715.6 |
|
R1 |
1,720.4 |
1,720.4 |
1,714.2 |
1,716.8 |
PP |
1,713.1 |
1,713.1 |
1,713.1 |
1,711.2 |
S1 |
1,705.4 |
1,705.4 |
1,711.4 |
1,701.8 |
S2 |
1,698.1 |
1,698.1 |
1,710.1 |
|
S3 |
1,683.1 |
1,690.4 |
1,708.7 |
|
S4 |
1,668.1 |
1,675.4 |
1,704.6 |
|
|
Weekly Pivots for week ending 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,871.6 |
1,841.8 |
1,740.1 |
|
R3 |
1,822.0 |
1,792.2 |
1,726.4 |
|
R2 |
1,772.4 |
1,772.4 |
1,721.9 |
|
R1 |
1,742.6 |
1,742.6 |
1,717.3 |
1,732.7 |
PP |
1,722.8 |
1,722.8 |
1,722.8 |
1,717.9 |
S1 |
1,693.0 |
1,693.0 |
1,708.3 |
1,683.1 |
S2 |
1,673.2 |
1,673.2 |
1,703.7 |
|
S3 |
1,623.6 |
1,643.4 |
1,699.2 |
|
S4 |
1,574.0 |
1,593.8 |
1,685.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,752.6 |
1,703.0 |
49.6 |
2.9% |
29.3 |
1.7% |
20% |
False |
False |
642 |
10 |
1,762.9 |
1,684.0 |
78.9 |
4.6% |
28.9 |
1.7% |
37% |
False |
False |
24,088 |
20 |
1,797.6 |
1,667.1 |
130.5 |
7.6% |
33.2 |
1.9% |
35% |
False |
False |
84,164 |
40 |
1,804.4 |
1,604.7 |
199.7 |
11.7% |
34.7 |
2.0% |
54% |
False |
False |
108,412 |
60 |
1,832.9 |
1,535.0 |
297.9 |
17.4% |
41.9 |
2.4% |
60% |
False |
False |
130,446 |
80 |
1,923.7 |
1,535.0 |
388.7 |
22.7% |
46.3 |
2.7% |
46% |
False |
False |
157,767 |
100 |
1,923.7 |
1,535.0 |
388.7 |
22.7% |
43.8 |
2.6% |
46% |
False |
False |
159,763 |
120 |
1,923.7 |
1,481.0 |
442.7 |
25.8% |
40.0 |
2.3% |
52% |
False |
False |
135,610 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,784.5 |
2.618 |
1,760.0 |
1.618 |
1,745.0 |
1.000 |
1,735.7 |
0.618 |
1,730.0 |
HIGH |
1,720.7 |
0.618 |
1,715.0 |
0.500 |
1,713.2 |
0.382 |
1,711.4 |
LOW |
1,705.7 |
0.618 |
1,696.4 |
1.000 |
1,690.7 |
1.618 |
1,681.4 |
2.618 |
1,666.4 |
4.250 |
1,642.0 |
|
|
Fisher Pivots for day following 09-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
1,713.2 |
1,728.9 |
PP |
1,713.1 |
1,723.5 |
S1 |
1,712.9 |
1,718.2 |
|