Trading Metrics calculated at close of trading on 09-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2011 |
09-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
6,070.0 |
5,798.0 |
-272.0 |
-4.5% |
6,115.5 |
High |
6,080.5 |
6,029.0 |
-51.5 |
-0.8% |
6,175.0 |
Low |
5,815.5 |
5,770.0 |
-45.5 |
-0.8% |
5,770.0 |
Close |
5,829.5 |
6,029.0 |
199.5 |
3.4% |
6,029.0 |
Range |
265.0 |
259.0 |
-6.0 |
-2.3% |
405.0 |
ATR |
201.2 |
205.3 |
4.1 |
2.1% |
0.0 |
Volume |
207,407 |
190,448 |
-16,959 |
-8.2% |
847,264 |
|
Daily Pivots for day following 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,719.7 |
6,633.3 |
6,171.5 |
|
R3 |
6,460.7 |
6,374.3 |
6,100.2 |
|
R2 |
6,201.7 |
6,201.7 |
6,076.5 |
|
R1 |
6,115.3 |
6,115.3 |
6,052.7 |
6,158.5 |
PP |
5,942.7 |
5,942.7 |
5,942.7 |
5,964.3 |
S1 |
5,856.3 |
5,856.3 |
6,005.3 |
5,899.5 |
S2 |
5,683.7 |
5,683.7 |
5,981.5 |
|
S3 |
5,424.7 |
5,597.3 |
5,957.8 |
|
S4 |
5,165.7 |
5,338.3 |
5,886.6 |
|
|
Weekly Pivots for week ending 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,206.3 |
7,022.7 |
6,251.8 |
|
R3 |
6,801.3 |
6,617.7 |
6,140.4 |
|
R2 |
6,396.3 |
6,396.3 |
6,103.3 |
|
R1 |
6,212.7 |
6,212.7 |
6,066.1 |
6,102.0 |
PP |
5,991.3 |
5,991.3 |
5,991.3 |
5,936.0 |
S1 |
5,807.7 |
5,807.7 |
5,991.9 |
5,697.0 |
S2 |
5,586.3 |
5,586.3 |
5,954.8 |
|
S3 |
5,181.3 |
5,402.7 |
5,917.6 |
|
S4 |
4,776.3 |
4,997.7 |
5,806.3 |
|
|
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 |
5,770.0 |
405.0 |
6.7% |
191.1 |
3.2% |
64% |
False |
True |
169,452 |
10 |
6,175.0 |
5,567.0 |
608.0 |
10.1% |
195.1 |
3.2% |
76% |
False |
False |
176,597 |
20 |
6,175.0 |
5,366.0 |
809.0 |
13.4% |
186.8 |
3.1% |
82% |
False |
False |
176,716 |
40 |
6,442.0 |
5,366.0 |
1,076.0 |
17.8% |
205.0 |
3.4% |
62% |
False |
False |
181,733 |
60 |
6,442.0 |
4,980.0 |
1,462.0 |
24.2% |
205.0 |
3.4% |
72% |
False |
False |
185,386 |
80 |
6,442.0 |
4,971.0 |
1,471.0 |
24.4% |
206.8 |
3.4% |
72% |
False |
False |
145,774 |
100 |
7,425.0 |
4,971.0 |
2,454.0 |
40.7% |
219.3 |
3.6% |
43% |
False |
False |
116,791 |
120 |
7,575.5 |
4,971.0 |
2,604.5 |
43.2% |
199.5 |
3.3% |
41% |
False |
False |
97,386 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,129.8 |
2.618 |
6,707.1 |
1.618 |
6,448.1 |
1.000 |
6,288.0 |
0.618 |
6,189.1 |
HIGH |
6,029.0 |
0.618 |
5,930.1 |
0.500 |
5,899.5 |
0.382 |
5,868.9 |
LOW |
5,770.0 |
0.618 |
5,609.9 |
1.000 |
5,511.0 |
1.618 |
5,350.9 |
2.618 |
5,091.9 |
4.250 |
4,669.3 |
|
|
Fisher Pivots for day following 09-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
5,985.8 |
6,004.1 |
PP |
5,942.7 |
5,979.2 |
S1 |
5,899.5 |
5,954.3 |
|