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 |
1,248.00 |
1,253.25 |
5.25 |
0.4% |
1,172.00 |
High |
1,266.25 |
1,265.75 |
-0.50 |
0.0% |
1,262.75 |
Low |
1,248.00 |
1,245.25 |
-2.75 |
-0.2% |
1,169.25 |
Close |
1,255.00 |
1,255.00 |
0.00 |
0.0% |
1,243.50 |
Range |
18.25 |
20.50 |
2.25 |
12.3% |
93.50 |
ATR |
29.90 |
29.23 |
-0.67 |
-2.2% |
0.00 |
Volume |
2,333,706 |
2,184,229 |
-149,477 |
-6.4% |
12,364,191 |
|
Daily Pivots for day following 06-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,316.75 |
1,306.50 |
1,266.25 |
|
R3 |
1,296.25 |
1,286.00 |
1,260.75 |
|
R2 |
1,275.75 |
1,275.75 |
1,258.75 |
|
R1 |
1,265.50 |
1,265.50 |
1,257.00 |
1,270.50 |
PP |
1,255.25 |
1,255.25 |
1,255.25 |
1,258.00 |
S1 |
1,245.00 |
1,245.00 |
1,253.00 |
1,250.00 |
S2 |
1,234.75 |
1,234.75 |
1,251.25 |
|
S3 |
1,214.25 |
1,224.50 |
1,249.25 |
|
S4 |
1,193.75 |
1,204.00 |
1,243.75 |
|
|
Weekly Pivots for week ending 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,505.75 |
1,468.00 |
1,295.00 |
|
R3 |
1,412.25 |
1,374.50 |
1,269.25 |
|
R2 |
1,318.75 |
1,318.75 |
1,260.75 |
|
R1 |
1,281.00 |
1,281.00 |
1,252.00 |
1,300.00 |
PP |
1,225.25 |
1,225.25 |
1,225.25 |
1,234.50 |
S1 |
1,187.50 |
1,187.50 |
1,235.00 |
1,206.50 |
S2 |
1,131.75 |
1,131.75 |
1,226.25 |
|
S3 |
1,038.25 |
1,094.00 |
1,217.75 |
|
S4 |
944.75 |
1,000.50 |
1,192.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,266.25 |
1,183.00 |
83.25 |
6.6% |
27.75 |
2.2% |
86% |
False |
False |
2,419,578 |
10 |
1,266.25 |
1,147.50 |
118.75 |
9.5% |
25.75 |
2.1% |
91% |
False |
False |
2,302,978 |
20 |
1,275.25 |
1,147.50 |
127.75 |
10.2% |
28.00 |
2.2% |
84% |
False |
False |
2,348,013 |
40 |
1,289.25 |
1,147.50 |
141.75 |
11.3% |
29.00 |
2.3% |
76% |
False |
False |
2,412,009 |
60 |
1,289.25 |
1,068.00 |
221.25 |
17.6% |
31.75 |
2.5% |
85% |
False |
False |
2,651,293 |
80 |
1,289.25 |
1,068.00 |
221.25 |
17.6% |
32.25 |
2.6% |
85% |
False |
False |
2,096,074 |
100 |
1,342.00 |
1,068.00 |
274.00 |
21.8% |
33.75 |
2.7% |
68% |
False |
False |
1,677,858 |
120 |
1,348.75 |
1,068.00 |
280.75 |
22.4% |
31.25 |
2.5% |
67% |
False |
False |
1,398,411 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,353.00 |
2.618 |
1,319.50 |
1.618 |
1,299.00 |
1.000 |
1,286.25 |
0.618 |
1,278.50 |
HIGH |
1,265.75 |
0.618 |
1,258.00 |
0.500 |
1,255.50 |
0.382 |
1,253.00 |
LOW |
1,245.25 |
0.618 |
1,232.50 |
1.000 |
1,224.75 |
1.618 |
1,212.00 |
2.618 |
1,191.50 |
4.250 |
1,158.00 |
|
|
Fisher Pivots for day following 06-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
1,255.50 |
1,254.75 |
PP |
1,255.25 |
1,254.50 |
S1 |
1,255.25 |
1,254.00 |
|