Trading Metrics calculated at close of trading on 05-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2011 |
05-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
6,090.0 |
6,115.5 |
25.5 |
0.4% |
5,595.5 |
High |
6,175.0 |
6,175.0 |
0.0 |
0.0% |
6,175.0 |
Low |
6,046.5 |
6,053.5 |
7.0 |
0.1% |
5,567.0 |
Close |
6,052.5 |
6,087.0 |
34.5 |
0.6% |
6,052.5 |
Range |
128.5 |
121.5 |
-7.0 |
-5.4% |
608.0 |
ATR |
208.6 |
202.5 |
-6.2 |
-2.9% |
0.0 |
Volume |
147,541 |
139,763 |
-7,778 |
-5.3% |
918,712 |
|
Daily Pivots for day following 05-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,469.7 |
6,399.8 |
6,153.8 |
|
R3 |
6,348.2 |
6,278.3 |
6,120.4 |
|
R2 |
6,226.7 |
6,226.7 |
6,109.3 |
|
R1 |
6,156.8 |
6,156.8 |
6,098.1 |
6,131.0 |
PP |
6,105.2 |
6,105.2 |
6,105.2 |
6,092.3 |
S1 |
6,035.3 |
6,035.3 |
6,075.9 |
6,009.5 |
S2 |
5,983.7 |
5,983.7 |
6,064.7 |
|
S3 |
5,862.2 |
5,913.8 |
6,053.6 |
|
S4 |
5,740.7 |
5,792.3 |
6,020.2 |
|
|
Weekly Pivots for week ending 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,755.5 |
7,512.0 |
6,386.9 |
|
R3 |
7,147.5 |
6,904.0 |
6,219.7 |
|
R2 |
6,539.5 |
6,539.5 |
6,164.0 |
|
R1 |
6,296.0 |
6,296.0 |
6,108.2 |
6,417.8 |
PP |
5,931.5 |
5,931.5 |
5,931.5 |
5,992.4 |
S1 |
5,688.0 |
5,688.0 |
5,996.8 |
5,809.8 |
S2 |
5,323.5 |
5,323.5 |
5,941.0 |
|
S3 |
4,715.5 |
5,080.0 |
5,885.3 |
|
S4 |
4,107.5 |
4,472.0 |
5,718.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,175.0 |
5,692.0 |
483.0 |
7.9% |
185.2 |
3.0% |
82% |
True |
False |
178,248 |
10 |
6,175.0 |
5,366.0 |
809.0 |
13.3% |
176.0 |
2.9% |
89% |
True |
False |
174,342 |
20 |
6,175.0 |
5,366.0 |
809.0 |
13.3% |
194.8 |
3.2% |
89% |
True |
False |
179,342 |
40 |
6,442.0 |
5,366.0 |
1,076.0 |
17.7% |
202.3 |
3.3% |
67% |
False |
False |
180,111 |
60 |
6,442.0 |
4,971.0 |
1,471.0 |
24.2% |
208.3 |
3.4% |
76% |
False |
False |
181,666 |
80 |
6,442.0 |
4,971.0 |
1,471.0 |
24.2% |
206.1 |
3.4% |
76% |
False |
False |
136,960 |
100 |
7,425.0 |
4,971.0 |
2,454.0 |
40.3% |
214.4 |
3.5% |
45% |
False |
False |
109,728 |
120 |
7,575.5 |
4,971.0 |
2,604.5 |
42.8% |
196.3 |
3.2% |
43% |
False |
False |
91,537 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,691.4 |
2.618 |
6,493.1 |
1.618 |
6,371.6 |
1.000 |
6,296.5 |
0.618 |
6,250.1 |
HIGH |
6,175.0 |
0.618 |
6,128.6 |
0.500 |
6,114.3 |
0.382 |
6,099.9 |
LOW |
6,053.5 |
0.618 |
5,978.4 |
1.000 |
5,932.0 |
1.618 |
5,856.9 |
2.618 |
5,735.4 |
4.250 |
5,537.1 |
|
|
Fisher Pivots for day following 05-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
6,114.3 |
6,096.3 |
PP |
6,105.2 |
6,093.2 |
S1 |
6,096.1 |
6,090.1 |
|