Trading Metrics calculated at close of trading on 06-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2011 |
06-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
6,115.5 |
6,087.0 |
-28.5 |
-0.5% |
5,595.5 |
High |
6,175.0 |
6,098.0 |
-77.0 |
-1.2% |
6,175.0 |
Low |
6,053.5 |
6,007.0 |
-46.5 |
-0.8% |
5,567.0 |
Close |
6,087.0 |
6,060.0 |
-27.0 |
-0.4% |
6,052.5 |
Range |
121.5 |
91.0 |
-30.5 |
-25.1% |
608.0 |
ATR |
202.5 |
194.5 |
-8.0 |
-3.9% |
0.0 |
Volume |
139,763 |
138,067 |
-1,696 |
-1.2% |
918,712 |
|
Daily Pivots for day following 06-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,328.0 |
6,285.0 |
6,110.1 |
|
R3 |
6,237.0 |
6,194.0 |
6,085.0 |
|
R2 |
6,146.0 |
6,146.0 |
6,076.7 |
|
R1 |
6,103.0 |
6,103.0 |
6,068.3 |
6,079.0 |
PP |
6,055.0 |
6,055.0 |
6,055.0 |
6,043.0 |
S1 |
6,012.0 |
6,012.0 |
6,051.7 |
5,988.0 |
S2 |
5,964.0 |
5,964.0 |
6,043.3 |
|
S3 |
5,873.0 |
5,921.0 |
6,035.0 |
|
S4 |
5,782.0 |
5,830.0 |
6,010.0 |
|
|
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 |
5,704.5 |
470.5 |
7.8% |
176.0 |
2.9% |
76% |
False |
False |
170,113 |
10 |
6,175.0 |
5,366.0 |
809.0 |
13.3% |
166.3 |
2.7% |
86% |
False |
False |
170,596 |
20 |
6,175.0 |
5,366.0 |
809.0 |
13.3% |
189.5 |
3.1% |
86% |
False |
False |
178,334 |
40 |
6,442.0 |
5,366.0 |
1,076.0 |
17.8% |
199.0 |
3.3% |
64% |
False |
False |
179,895 |
60 |
6,442.0 |
4,972.5 |
1,469.5 |
24.2% |
206.7 |
3.4% |
74% |
False |
False |
183,048 |
80 |
6,442.0 |
4,971.0 |
1,471.0 |
24.3% |
202.5 |
3.3% |
74% |
False |
False |
138,676 |
100 |
7,425.0 |
4,971.0 |
2,454.0 |
40.5% |
214.3 |
3.5% |
44% |
False |
False |
111,106 |
120 |
7,575.5 |
4,971.0 |
2,604.5 |
43.0% |
195.5 |
3.2% |
42% |
False |
False |
92,647 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,484.8 |
2.618 |
6,336.2 |
1.618 |
6,245.2 |
1.000 |
6,189.0 |
0.618 |
6,154.2 |
HIGH |
6,098.0 |
0.618 |
6,063.2 |
0.500 |
6,052.5 |
0.382 |
6,041.8 |
LOW |
6,007.0 |
0.618 |
5,950.8 |
1.000 |
5,916.0 |
1.618 |
5,859.8 |
2.618 |
5,768.8 |
4.250 |
5,620.3 |
|
|
Fisher Pivots for day following 06-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
6,057.5 |
6,091.0 |
PP |
6,055.0 |
6,080.7 |
S1 |
6,052.5 |
6,070.3 |
|