Trading Metrics calculated at close of trading on 12-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2011 |
12-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
1,235.50 |
1,256.00 |
20.50 |
1.7% |
1,248.00 |
High |
1,260.50 |
1,260.50 |
0.00 |
0.0% |
1,272.00 |
Low |
1,228.50 |
1,226.00 |
-2.50 |
-0.2% |
1,228.50 |
Close |
1,258.75 |
1,235.25 |
-23.50 |
-1.9% |
1,258.75 |
Range |
32.00 |
34.50 |
2.50 |
7.8% |
43.50 |
ATR |
29.90 |
30.23 |
0.33 |
1.1% |
0.00 |
Volume |
1,143,395 |
908,398 |
-234,997 |
-20.6% |
10,823,780 |
|
Daily Pivots for day following 12-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,344.00 |
1,324.25 |
1,254.25 |
|
R3 |
1,309.50 |
1,289.75 |
1,244.75 |
|
R2 |
1,275.00 |
1,275.00 |
1,241.50 |
|
R1 |
1,255.25 |
1,255.25 |
1,238.50 |
1,248.00 |
PP |
1,240.50 |
1,240.50 |
1,240.50 |
1,237.00 |
S1 |
1,220.75 |
1,220.75 |
1,232.00 |
1,213.50 |
S2 |
1,206.00 |
1,206.00 |
1,229.00 |
|
S3 |
1,171.50 |
1,186.25 |
1,225.75 |
|
S4 |
1,137.00 |
1,151.75 |
1,216.25 |
|
|
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 |
1,226.00 |
46.00 |
3.7% |
30.50 |
2.5% |
20% |
False |
True |
1,879,694 |
10 |
1,272.00 |
1,183.00 |
89.00 |
7.2% |
29.00 |
2.3% |
59% |
False |
False |
2,173,341 |
20 |
1,272.00 |
1,147.50 |
124.50 |
10.1% |
28.00 |
2.3% |
70% |
False |
False |
2,225,460 |
40 |
1,289.25 |
1,147.50 |
141.75 |
11.5% |
29.75 |
2.4% |
62% |
False |
False |
2,366,890 |
60 |
1,289.25 |
1,068.00 |
221.25 |
17.9% |
31.75 |
2.6% |
76% |
False |
False |
2,556,363 |
80 |
1,289.25 |
1,068.00 |
221.25 |
17.9% |
32.25 |
2.6% |
76% |
False |
False |
2,186,096 |
100 |
1,342.00 |
1,068.00 |
274.00 |
22.2% |
34.25 |
2.8% |
61% |
False |
False |
1,749,949 |
120 |
1,348.75 |
1,068.00 |
280.75 |
22.7% |
31.75 |
2.6% |
60% |
False |
False |
1,458,514 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,407.00 |
2.618 |
1,350.75 |
1.618 |
1,316.25 |
1.000 |
1,295.00 |
0.618 |
1,281.75 |
HIGH |
1,260.50 |
0.618 |
1,247.25 |
0.500 |
1,243.25 |
0.382 |
1,239.25 |
LOW |
1,226.00 |
0.618 |
1,204.75 |
1.000 |
1,191.50 |
1.618 |
1,170.25 |
2.618 |
1,135.75 |
4.250 |
1,079.50 |
|
|
Fisher Pivots for day following 12-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
1,243.25 |
1,249.00 |
PP |
1,240.50 |
1,244.50 |
S1 |
1,238.00 |
1,239.75 |
|