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 |
1,263.75 |
1,235.50 |
-28.25 |
-2.2% |
1,248.00 |
High |
1,272.00 |
1,260.50 |
-11.50 |
-0.9% |
1,272.00 |
Low |
1,230.75 |
1,228.50 |
-2.25 |
-0.2% |
1,228.50 |
Close |
1,236.00 |
1,258.75 |
22.75 |
1.8% |
1,258.75 |
Range |
41.25 |
32.00 |
-9.25 |
-22.4% |
43.50 |
ATR |
29.74 |
29.90 |
0.16 |
0.5% |
0.00 |
Volume |
2,437,801 |
1,143,395 |
-1,294,406 |
-53.1% |
10,823,780 |
|
Daily Pivots for day following 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,345.25 |
1,334.00 |
1,276.25 |
|
R3 |
1,313.25 |
1,302.00 |
1,267.50 |
|
R2 |
1,281.25 |
1,281.25 |
1,264.50 |
|
R1 |
1,270.00 |
1,270.00 |
1,261.75 |
1,275.50 |
PP |
1,249.25 |
1,249.25 |
1,249.25 |
1,252.00 |
S1 |
1,238.00 |
1,238.00 |
1,255.75 |
1,243.50 |
S2 |
1,217.25 |
1,217.25 |
1,253.00 |
|
S3 |
1,185.25 |
1,206.00 |
1,250.00 |
|
S4 |
1,153.25 |
1,174.00 |
1,241.25 |
|
|
Weekly Pivots for week ending 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,383.50 |
1,364.75 |
1,282.75 |
|
R3 |
1,340.00 |
1,321.25 |
1,270.75 |
|
R2 |
1,296.50 |
1,296.50 |
1,266.75 |
|
R1 |
1,277.75 |
1,277.75 |
1,262.75 |
1,287.00 |
PP |
1,253.00 |
1,253.00 |
1,253.00 |
1,257.75 |
S1 |
1,234.25 |
1,234.25 |
1,254.75 |
1,243.50 |
S2 |
1,209.50 |
1,209.50 |
1,250.75 |
|
S3 |
1,166.00 |
1,190.75 |
1,246.75 |
|
S4 |
1,122.50 |
1,147.25 |
1,234.75 |
|
|
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 |
1,228.50 |
43.50 |
3.5% |
27.25 |
2.2% |
70% |
False |
True |
2,164,756 |
10 |
1,272.00 |
1,169.25 |
102.75 |
8.2% |
28.25 |
2.2% |
87% |
False |
False |
2,318,797 |
20 |
1,272.00 |
1,147.50 |
124.50 |
9.9% |
27.75 |
2.2% |
89% |
False |
False |
2,260,128 |
40 |
1,289.25 |
1,147.50 |
141.75 |
11.3% |
29.75 |
2.4% |
78% |
False |
False |
2,399,054 |
60 |
1,289.25 |
1,068.00 |
221.25 |
17.6% |
31.50 |
2.5% |
86% |
False |
False |
2,585,551 |
80 |
1,289.25 |
1,068.00 |
221.25 |
17.6% |
32.50 |
2.6% |
86% |
False |
False |
2,174,759 |
100 |
1,342.00 |
1,068.00 |
274.00 |
21.8% |
34.25 |
2.7% |
70% |
False |
False |
1,740,868 |
120 |
1,348.75 |
1,068.00 |
280.75 |
22.3% |
31.75 |
2.5% |
68% |
False |
False |
1,450,946 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,396.50 |
2.618 |
1,344.25 |
1.618 |
1,312.25 |
1.000 |
1,292.50 |
0.618 |
1,280.25 |
HIGH |
1,260.50 |
0.618 |
1,248.25 |
0.500 |
1,244.50 |
0.382 |
1,240.75 |
LOW |
1,228.50 |
0.618 |
1,208.75 |
1.000 |
1,196.50 |
1.618 |
1,176.75 |
2.618 |
1,144.75 |
4.250 |
1,092.50 |
|
|
Fisher Pivots for day following 09-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
1,254.00 |
1,256.00 |
PP |
1,249.25 |
1,253.00 |
S1 |
1,244.50 |
1,250.25 |
|