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 |
1,253.25 |
1,255.50 |
2.25 |
0.2% |
1,172.00 |
High |
1,265.75 |
1,268.00 |
2.25 |
0.2% |
1,262.75 |
Low |
1,245.25 |
1,244.00 |
-1.25 |
-0.1% |
1,169.25 |
Close |
1,255.00 |
1,264.00 |
9.00 |
0.7% |
1,243.50 |
Range |
20.50 |
24.00 |
3.50 |
17.1% |
93.50 |
ATR |
29.23 |
28.85 |
-0.37 |
-1.3% |
0.00 |
Volume |
2,184,229 |
2,724,649 |
540,420 |
24.7% |
12,364,191 |
|
Daily Pivots for day following 07-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,330.75 |
1,321.25 |
1,277.25 |
|
R3 |
1,306.75 |
1,297.25 |
1,270.50 |
|
R2 |
1,282.75 |
1,282.75 |
1,268.50 |
|
R1 |
1,273.25 |
1,273.25 |
1,266.25 |
1,278.00 |
PP |
1,258.75 |
1,258.75 |
1,258.75 |
1,261.00 |
S1 |
1,249.25 |
1,249.25 |
1,261.75 |
1,254.00 |
S2 |
1,234.75 |
1,234.75 |
1,259.50 |
|
S3 |
1,210.75 |
1,225.25 |
1,257.50 |
|
S4 |
1,186.75 |
1,201.25 |
1,250.75 |
|
|
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 |
1,268.00 |
1,235.75 |
32.25 |
2.6% |
19.75 |
1.6% |
88% |
True |
False |
2,305,954 |
10 |
1,268.00 |
1,147.50 |
120.50 |
9.5% |
26.25 |
2.1% |
97% |
True |
False |
2,344,768 |
20 |
1,274.00 |
1,147.50 |
126.50 |
10.0% |
28.00 |
2.2% |
92% |
False |
False |
2,372,202 |
40 |
1,289.25 |
1,147.50 |
141.75 |
11.2% |
29.25 |
2.3% |
82% |
False |
False |
2,431,399 |
60 |
1,289.25 |
1,068.00 |
221.25 |
17.5% |
31.50 |
2.5% |
89% |
False |
False |
2,635,188 |
80 |
1,289.25 |
1,068.00 |
221.25 |
17.5% |
32.25 |
2.6% |
89% |
False |
False |
2,130,046 |
100 |
1,342.00 |
1,068.00 |
274.00 |
21.7% |
33.75 |
2.7% |
72% |
False |
False |
1,705,092 |
120 |
1,348.75 |
1,068.00 |
280.75 |
22.2% |
31.50 |
2.5% |
70% |
False |
False |
1,421,109 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,370.00 |
2.618 |
1,330.75 |
1.618 |
1,306.75 |
1.000 |
1,292.00 |
0.618 |
1,282.75 |
HIGH |
1,268.00 |
0.618 |
1,258.75 |
0.500 |
1,256.00 |
0.382 |
1,253.25 |
LOW |
1,244.00 |
0.618 |
1,229.25 |
1.000 |
1,220.00 |
1.618 |
1,205.25 |
2.618 |
1,181.25 |
4.250 |
1,142.00 |
|
|
Fisher Pivots for day following 07-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
1,261.25 |
1,261.25 |
PP |
1,258.75 |
1,258.75 |
S1 |
1,256.00 |
1,256.00 |
|