Trading Metrics calculated at close of trading on 07-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2011 |
07-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
6,087.0 |
6,060.0 |
-27.0 |
-0.4% |
5,595.5 |
High |
6,098.0 |
6,138.5 |
40.5 |
0.7% |
6,175.0 |
Low |
6,007.0 |
5,919.5 |
-87.5 |
-1.5% |
5,567.0 |
Close |
6,060.0 |
6,063.5 |
3.5 |
0.1% |
6,052.5 |
Range |
91.0 |
219.0 |
128.0 |
140.7% |
608.0 |
ATR |
194.5 |
196.2 |
1.8 |
0.9% |
0.0 |
Volume |
138,067 |
171,579 |
33,512 |
24.3% |
918,712 |
|
Daily Pivots for day following 07-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,697.5 |
6,599.5 |
6,184.0 |
|
R3 |
6,478.5 |
6,380.5 |
6,123.7 |
|
R2 |
6,259.5 |
6,259.5 |
6,103.7 |
|
R1 |
6,161.5 |
6,161.5 |
6,083.6 |
6,210.5 |
PP |
6,040.5 |
6,040.5 |
6,040.5 |
6,065.0 |
S1 |
5,942.5 |
5,942.5 |
6,043.4 |
5,991.5 |
S2 |
5,821.5 |
5,821.5 |
6,023.4 |
|
S3 |
5,602.5 |
5,723.5 |
6,003.3 |
|
S4 |
5,383.5 |
5,504.5 |
5,943.1 |
|
|
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 |
5,919.5 |
255.5 |
4.2% |
133.8 |
2.2% |
56% |
False |
True |
152,425 |
10 |
6,175.0 |
5,366.0 |
809.0 |
13.3% |
173.2 |
2.9% |
86% |
False |
False |
169,569 |
20 |
6,175.0 |
5,366.0 |
809.0 |
13.3% |
192.7 |
3.2% |
86% |
False |
False |
179,060 |
40 |
6,442.0 |
5,366.0 |
1,076.0 |
17.7% |
201.7 |
3.3% |
65% |
False |
False |
180,705 |
60 |
6,442.0 |
4,980.0 |
1,462.0 |
24.1% |
206.0 |
3.4% |
74% |
False |
False |
183,881 |
80 |
6,442.0 |
4,971.0 |
1,471.0 |
24.3% |
204.1 |
3.4% |
74% |
False |
False |
140,816 |
100 |
7,425.0 |
4,971.0 |
2,454.0 |
40.5% |
215.6 |
3.6% |
45% |
False |
False |
112,820 |
120 |
7,575.5 |
4,971.0 |
2,604.5 |
43.0% |
196.5 |
3.2% |
42% |
False |
False |
94,075 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,069.3 |
2.618 |
6,711.8 |
1.618 |
6,492.8 |
1.000 |
6,357.5 |
0.618 |
6,273.8 |
HIGH |
6,138.5 |
0.618 |
6,054.8 |
0.500 |
6,029.0 |
0.382 |
6,003.2 |
LOW |
5,919.5 |
0.618 |
5,784.2 |
1.000 |
5,700.5 |
1.618 |
5,565.2 |
2.618 |
5,346.2 |
4.250 |
4,988.8 |
|
|
Fisher Pivots for day following 07-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
6,052.0 |
6,058.1 |
PP |
6,040.5 |
6,052.7 |
S1 |
6,029.0 |
6,047.3 |
|