Trading Metrics calculated at close of trading on 13-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2011 |
13-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
1,256.00 |
1,235.00 |
-21.00 |
-1.7% |
1,248.00 |
High |
1,260.50 |
1,249.75 |
-10.75 |
-0.9% |
1,272.00 |
Low |
1,226.00 |
1,218.50 |
-7.50 |
-0.6% |
1,228.50 |
Close |
1,235.25 |
1,226.25 |
-9.00 |
-0.7% |
1,258.75 |
Range |
34.50 |
31.25 |
-3.25 |
-9.4% |
43.50 |
ATR |
30.23 |
30.30 |
0.07 |
0.2% |
0.00 |
Volume |
908,398 |
999,447 |
91,049 |
10.0% |
10,823,780 |
|
Daily Pivots for day following 13-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,325.25 |
1,307.00 |
1,243.50 |
|
R3 |
1,294.00 |
1,275.75 |
1,234.75 |
|
R2 |
1,262.75 |
1,262.75 |
1,232.00 |
|
R1 |
1,244.50 |
1,244.50 |
1,229.00 |
1,238.00 |
PP |
1,231.50 |
1,231.50 |
1,231.50 |
1,228.25 |
S1 |
1,213.25 |
1,213.25 |
1,223.50 |
1,206.75 |
S2 |
1,200.25 |
1,200.25 |
1,220.50 |
|
S3 |
1,169.00 |
1,182.00 |
1,217.75 |
|
S4 |
1,137.75 |
1,150.75 |
1,209.00 |
|
|
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 |
1,218.50 |
53.50 |
4.4% |
32.50 |
2.7% |
14% |
False |
True |
1,642,738 |
10 |
1,272.00 |
1,183.00 |
89.00 |
7.3% |
30.25 |
2.5% |
49% |
False |
False |
2,031,158 |
20 |
1,272.00 |
1,147.50 |
124.50 |
10.2% |
28.00 |
2.3% |
63% |
False |
False |
2,182,138 |
40 |
1,289.25 |
1,147.50 |
141.75 |
11.6% |
29.75 |
2.4% |
56% |
False |
False |
2,332,253 |
60 |
1,289.25 |
1,068.00 |
221.25 |
18.0% |
32.00 |
2.6% |
72% |
False |
False |
2,532,244 |
80 |
1,289.25 |
1,068.00 |
221.25 |
18.0% |
32.25 |
2.6% |
72% |
False |
False |
2,198,475 |
100 |
1,334.25 |
1,068.00 |
266.25 |
21.7% |
34.25 |
2.8% |
59% |
False |
False |
1,759,911 |
120 |
1,348.75 |
1,068.00 |
280.75 |
22.9% |
32.00 |
2.6% |
56% |
False |
False |
1,466,837 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,382.50 |
2.618 |
1,331.50 |
1.618 |
1,300.25 |
1.000 |
1,281.00 |
0.618 |
1,269.00 |
HIGH |
1,249.75 |
0.618 |
1,237.75 |
0.500 |
1,234.00 |
0.382 |
1,230.50 |
LOW |
1,218.50 |
0.618 |
1,199.25 |
1.000 |
1,187.25 |
1.618 |
1,168.00 |
2.618 |
1,136.75 |
4.250 |
1,085.75 |
|
|
Fisher Pivots for day following 13-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
1,234.00 |
1,239.50 |
PP |
1,231.50 |
1,235.00 |
S1 |
1,229.00 |
1,230.75 |
|