Trading Metrics calculated at close of trading on 14-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2011 |
14-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
1,235.00 |
1,226.00 |
-9.00 |
-0.7% |
1,248.00 |
High |
1,249.75 |
1,232.50 |
-17.25 |
-1.4% |
1,272.00 |
Low |
1,218.50 |
1,209.00 |
-9.50 |
-0.8% |
1,228.50 |
Close |
1,226.25 |
1,212.50 |
-13.75 |
-1.1% |
1,258.75 |
Range |
31.25 |
23.50 |
-7.75 |
-24.8% |
43.50 |
ATR |
30.30 |
29.82 |
-0.49 |
-1.6% |
0.00 |
Volume |
999,447 |
593,669 |
-405,778 |
-40.6% |
10,823,780 |
|
Daily Pivots for day following 14-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,288.50 |
1,274.00 |
1,225.50 |
|
R3 |
1,265.00 |
1,250.50 |
1,219.00 |
|
R2 |
1,241.50 |
1,241.50 |
1,216.75 |
|
R1 |
1,227.00 |
1,227.00 |
1,214.75 |
1,222.50 |
PP |
1,218.00 |
1,218.00 |
1,218.00 |
1,215.75 |
S1 |
1,203.50 |
1,203.50 |
1,210.25 |
1,199.00 |
S2 |
1,194.50 |
1,194.50 |
1,208.25 |
|
S3 |
1,171.00 |
1,180.00 |
1,206.00 |
|
S4 |
1,147.50 |
1,156.50 |
1,199.50 |
|
|
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 |
1,209.00 |
63.00 |
5.2% |
32.50 |
2.7% |
6% |
False |
True |
1,216,542 |
10 |
1,272.00 |
1,209.00 |
63.00 |
5.2% |
26.00 |
2.2% |
6% |
False |
True |
1,761,248 |
20 |
1,272.00 |
1,147.50 |
124.50 |
10.3% |
27.75 |
2.3% |
52% |
False |
False |
2,099,652 |
40 |
1,289.25 |
1,147.50 |
141.75 |
11.7% |
29.25 |
2.4% |
46% |
False |
False |
2,272,607 |
60 |
1,289.25 |
1,068.00 |
221.25 |
18.2% |
31.75 |
2.6% |
65% |
False |
False |
2,498,881 |
80 |
1,289.25 |
1,068.00 |
221.25 |
18.2% |
32.00 |
2.6% |
65% |
False |
False |
2,205,775 |
100 |
1,334.00 |
1,068.00 |
266.00 |
21.9% |
34.50 |
2.8% |
54% |
False |
False |
1,765,814 |
120 |
1,348.75 |
1,068.00 |
280.75 |
23.2% |
32.00 |
2.6% |
51% |
False |
False |
1,471,766 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,332.50 |
2.618 |
1,294.00 |
1.618 |
1,270.50 |
1.000 |
1,256.00 |
0.618 |
1,247.00 |
HIGH |
1,232.50 |
0.618 |
1,223.50 |
0.500 |
1,220.75 |
0.382 |
1,218.00 |
LOW |
1,209.00 |
0.618 |
1,194.50 |
1.000 |
1,185.50 |
1.618 |
1,171.00 |
2.618 |
1,147.50 |
4.250 |
1,109.00 |
|
|
Fisher Pivots for day following 14-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
1,220.75 |
1,234.75 |
PP |
1,218.00 |
1,227.25 |
S1 |
1,215.25 |
1,220.00 |
|