Trading Metrics calculated at close of trading on 08-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2011 |
08-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
4,301.0 |
4,300.0 |
-1.0 |
0.0% |
4,024.0 |
High |
4,324.0 |
4,306.0 |
-18.0 |
-0.4% |
4,303.0 |
Low |
4,290.0 |
4,273.0 |
-17.0 |
-0.4% |
4,023.0 |
Close |
4,308.0 |
4,283.0 |
-25.0 |
-0.6% |
4,298.0 |
Range |
34.0 |
33.0 |
-1.0 |
-2.9% |
280.0 |
ATR |
73.8 |
71.0 |
-2.8 |
-3.8% |
0.0 |
Volume |
27,478 |
28,972 |
1,494 |
5.4% |
183,079 |
|
Daily Pivots for day following 08-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,386.3 |
4,367.7 |
4,301.2 |
|
R3 |
4,353.3 |
4,334.7 |
4,292.1 |
|
R2 |
4,320.3 |
4,320.3 |
4,289.1 |
|
R1 |
4,301.7 |
4,301.7 |
4,286.0 |
4,294.5 |
PP |
4,287.3 |
4,287.3 |
4,287.3 |
4,283.8 |
S1 |
4,268.7 |
4,268.7 |
4,280.0 |
4,261.5 |
S2 |
4,254.3 |
4,254.3 |
4,277.0 |
|
S3 |
4,221.3 |
4,235.7 |
4,273.9 |
|
S4 |
4,188.3 |
4,202.7 |
4,264.9 |
|
|
Weekly Pivots for week ending 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,048.0 |
4,953.0 |
4,452.0 |
|
R3 |
4,768.0 |
4,673.0 |
4,375.0 |
|
R2 |
4,488.0 |
4,488.0 |
4,349.3 |
|
R1 |
4,393.0 |
4,393.0 |
4,323.7 |
4,440.5 |
PP |
4,208.0 |
4,208.0 |
4,208.0 |
4,231.8 |
S1 |
4,113.0 |
4,113.0 |
4,272.3 |
4,160.5 |
S2 |
3,928.0 |
3,928.0 |
4,246.7 |
|
S3 |
3,648.0 |
3,833.0 |
4,221.0 |
|
S4 |
3,368.0 |
3,553.0 |
4,144.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,346.0 |
4,233.0 |
113.0 |
2.6% |
50.6 |
1.2% |
44% |
False |
False |
31,541 |
10 |
4,346.0 |
3,981.0 |
365.0 |
8.5% |
56.7 |
1.3% |
83% |
False |
False |
33,332 |
20 |
4,385.0 |
3,981.0 |
404.0 |
9.4% |
55.7 |
1.3% |
75% |
False |
False |
31,510 |
40 |
4,416.0 |
3,981.0 |
435.0 |
10.2% |
58.2 |
1.4% |
69% |
False |
False |
30,766 |
60 |
4,416.0 |
3,843.0 |
573.0 |
13.4% |
60.0 |
1.4% |
77% |
False |
False |
33,494 |
80 |
4,416.0 |
3,843.0 |
573.0 |
13.4% |
58.2 |
1.4% |
77% |
False |
False |
28,679 |
100 |
4,595.0 |
3,730.0 |
865.0 |
20.2% |
59.0 |
1.4% |
64% |
False |
False |
22,990 |
120 |
4,656.0 |
3,730.0 |
926.0 |
21.6% |
51.9 |
1.2% |
60% |
False |
False |
19,178 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,446.3 |
2.618 |
4,392.4 |
1.618 |
4,359.4 |
1.000 |
4,339.0 |
0.618 |
4,326.4 |
HIGH |
4,306.0 |
0.618 |
4,293.4 |
0.500 |
4,289.5 |
0.382 |
4,285.6 |
LOW |
4,273.0 |
0.618 |
4,252.6 |
1.000 |
4,240.0 |
1.618 |
4,219.6 |
2.618 |
4,186.6 |
4.250 |
4,132.8 |
|
|
Fisher Pivots for day following 08-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
4,289.5 |
4,291.5 |
PP |
4,287.3 |
4,288.7 |
S1 |
4,285.2 |
4,285.8 |
|