Trading Metrics calculated at close of trading on 08-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2011 |
08-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
1,255.50 |
1,263.75 |
8.25 |
0.7% |
1,172.00 |
High |
1,268.00 |
1,272.00 |
4.00 |
0.3% |
1,262.75 |
Low |
1,244.00 |
1,230.75 |
-13.25 |
-1.1% |
1,169.25 |
Close |
1,264.00 |
1,236.00 |
-28.00 |
-2.2% |
1,243.50 |
Range |
24.00 |
41.25 |
17.25 |
71.9% |
93.50 |
ATR |
28.85 |
29.74 |
0.89 |
3.1% |
0.00 |
Volume |
2,724,649 |
2,437,801 |
-286,848 |
-10.5% |
12,364,191 |
|
Daily Pivots for day following 08-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,370.00 |
1,344.25 |
1,258.75 |
|
R3 |
1,328.75 |
1,303.00 |
1,247.25 |
|
R2 |
1,287.50 |
1,287.50 |
1,243.50 |
|
R1 |
1,261.75 |
1,261.75 |
1,239.75 |
1,254.00 |
PP |
1,246.25 |
1,246.25 |
1,246.25 |
1,242.50 |
S1 |
1,220.50 |
1,220.50 |
1,232.25 |
1,212.75 |
S2 |
1,205.00 |
1,205.00 |
1,228.50 |
|
S3 |
1,163.75 |
1,179.25 |
1,224.75 |
|
S4 |
1,122.50 |
1,138.00 |
1,213.25 |
|
|
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 |
1,272.00 |
1,230.75 |
41.25 |
3.3% |
25.00 |
2.0% |
13% |
True |
True |
2,371,490 |
10 |
1,272.00 |
1,147.50 |
124.50 |
10.1% |
27.75 |
2.2% |
71% |
True |
False |
2,356,277 |
20 |
1,272.00 |
1,147.50 |
124.50 |
10.1% |
27.50 |
2.2% |
71% |
True |
False |
2,332,042 |
40 |
1,289.25 |
1,147.50 |
141.75 |
11.5% |
29.50 |
2.4% |
62% |
False |
False |
2,428,375 |
60 |
1,289.25 |
1,068.00 |
221.25 |
17.9% |
31.50 |
2.5% |
76% |
False |
False |
2,616,763 |
80 |
1,289.25 |
1,068.00 |
221.25 |
17.9% |
32.50 |
2.6% |
76% |
False |
False |
2,160,490 |
100 |
1,342.00 |
1,068.00 |
274.00 |
22.2% |
34.00 |
2.7% |
61% |
False |
False |
1,729,456 |
120 |
1,348.75 |
1,068.00 |
280.75 |
22.7% |
31.50 |
2.6% |
60% |
False |
False |
1,441,421 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,447.25 |
2.618 |
1,380.00 |
1.618 |
1,338.75 |
1.000 |
1,313.25 |
0.618 |
1,297.50 |
HIGH |
1,272.00 |
0.618 |
1,256.25 |
0.500 |
1,251.50 |
0.382 |
1,246.50 |
LOW |
1,230.75 |
0.618 |
1,205.25 |
1.000 |
1,189.50 |
1.618 |
1,164.00 |
2.618 |
1,122.75 |
4.250 |
1,055.50 |
|
|
Fisher Pivots for day following 08-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
1,251.50 |
1,251.50 |
PP |
1,246.25 |
1,246.25 |
S1 |
1,241.00 |
1,241.00 |
|