Trading Metrics calculated at close of trading on 14-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2011 |
14-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
4,193.0 |
4,170.0 |
-23.0 |
-0.5% |
4,305.0 |
High |
4,204.0 |
4,205.0 |
1.0 |
0.0% |
4,346.0 |
Low |
4,176.0 |
4,167.0 |
-9.0 |
-0.2% |
4,186.0 |
Close |
4,184.0 |
4,179.0 |
-5.0 |
-0.1% |
4,189.0 |
Range |
28.0 |
38.0 |
10.0 |
35.7% |
160.0 |
ATR |
74.7 |
72.1 |
-2.6 |
-3.5% |
0.0 |
Volume |
141,212 |
58,852 |
-82,360 |
-58.3% |
164,647 |
|
Daily Pivots for day following 14-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,297.7 |
4,276.3 |
4,199.9 |
|
R3 |
4,259.7 |
4,238.3 |
4,189.5 |
|
R2 |
4,221.7 |
4,221.7 |
4,186.0 |
|
R1 |
4,200.3 |
4,200.3 |
4,182.5 |
4,211.0 |
PP |
4,183.7 |
4,183.7 |
4,183.7 |
4,189.0 |
S1 |
4,162.3 |
4,162.3 |
4,175.5 |
4,173.0 |
S2 |
4,145.7 |
4,145.7 |
4,172.0 |
|
S3 |
4,107.7 |
4,124.3 |
4,168.6 |
|
S4 |
4,069.7 |
4,086.3 |
4,158.1 |
|
|
Weekly Pivots for week ending 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,720.3 |
4,614.7 |
4,277.0 |
|
R3 |
4,560.3 |
4,454.7 |
4,233.0 |
|
R2 |
4,400.3 |
4,400.3 |
4,218.3 |
|
R1 |
4,294.7 |
4,294.7 |
4,203.7 |
4,267.5 |
PP |
4,240.3 |
4,240.3 |
4,240.3 |
4,226.8 |
S1 |
4,134.7 |
4,134.7 |
4,174.3 |
4,107.5 |
S2 |
4,080.3 |
4,080.3 |
4,159.7 |
|
S3 |
3,920.3 |
3,974.7 |
4,145.0 |
|
S4 |
3,760.3 |
3,814.7 |
4,101.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,306.0 |
4,167.0 |
139.0 |
3.3% |
37.6 |
0.9% |
9% |
False |
True |
66,237 |
10 |
4,346.0 |
4,167.0 |
179.0 |
4.3% |
46.0 |
1.1% |
7% |
False |
True |
49,995 |
20 |
4,346.0 |
3,981.0 |
365.0 |
8.7% |
52.0 |
1.2% |
54% |
False |
False |
40,920 |
40 |
4,416.0 |
3,981.0 |
435.0 |
10.4% |
58.6 |
1.4% |
46% |
False |
False |
35,234 |
60 |
4,416.0 |
3,843.0 |
573.0 |
13.7% |
59.0 |
1.4% |
59% |
False |
False |
36,291 |
80 |
4,416.0 |
3,843.0 |
573.0 |
13.7% |
57.4 |
1.4% |
59% |
False |
False |
32,450 |
100 |
4,503.0 |
3,730.0 |
773.0 |
18.5% |
59.3 |
1.4% |
58% |
False |
False |
26,011 |
120 |
4,656.0 |
3,730.0 |
926.0 |
22.2% |
52.6 |
1.3% |
48% |
False |
False |
21,691 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,366.5 |
2.618 |
4,304.5 |
1.618 |
4,266.5 |
1.000 |
4,243.0 |
0.618 |
4,228.5 |
HIGH |
4,205.0 |
0.618 |
4,190.5 |
0.500 |
4,186.0 |
0.382 |
4,181.5 |
LOW |
4,167.0 |
0.618 |
4,143.5 |
1.000 |
4,129.0 |
1.618 |
4,105.5 |
2.618 |
4,067.5 |
4.250 |
4,005.5 |
|
|
Fisher Pivots for day following 14-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
4,186.0 |
4,222.5 |
PP |
4,183.7 |
4,208.0 |
S1 |
4,181.3 |
4,193.5 |
|