Trading Metrics calculated at close of trading on 16-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2011 |
16-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
1,212.75 |
1,218.25 |
5.50 |
0.5% |
1,256.00 |
High |
1,227.00 |
1,229.25 |
2.25 |
0.2% |
1,260.50 |
Low |
1,204.75 |
1,217.25 |
12.50 |
1.0% |
1,204.75 |
Close |
1,218.00 |
1,225.05 |
7.05 |
0.6% |
1,225.05 |
Range |
22.25 |
12.00 |
-10.25 |
-46.1% |
55.75 |
ATR |
29.28 |
28.04 |
-1.23 |
-4.2% |
0.00 |
Volume |
267,129 |
75,185 |
-191,944 |
-71.9% |
2,843,828 |
|
Daily Pivots for day following 16-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,259.75 |
1,254.50 |
1,231.75 |
|
R3 |
1,247.75 |
1,242.50 |
1,228.25 |
|
R2 |
1,235.75 |
1,235.75 |
1,227.25 |
|
R1 |
1,230.50 |
1,230.50 |
1,226.25 |
1,233.25 |
PP |
1,223.75 |
1,223.75 |
1,223.75 |
1,225.25 |
S1 |
1,218.50 |
1,218.50 |
1,224.00 |
1,221.25 |
S2 |
1,211.75 |
1,211.75 |
1,222.75 |
|
S3 |
1,199.75 |
1,206.50 |
1,221.75 |
|
S4 |
1,187.75 |
1,194.50 |
1,218.50 |
|
|
Weekly Pivots for week ending 16-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,397.25 |
1,367.00 |
1,255.75 |
|
R3 |
1,341.50 |
1,311.25 |
1,240.50 |
|
R2 |
1,285.75 |
1,285.75 |
1,235.25 |
|
R1 |
1,255.50 |
1,255.50 |
1,230.25 |
1,242.75 |
PP |
1,230.00 |
1,230.00 |
1,230.00 |
1,223.75 |
S1 |
1,199.75 |
1,199.75 |
1,220.00 |
1,187.00 |
S2 |
1,174.25 |
1,174.25 |
1,214.75 |
|
S3 |
1,118.50 |
1,144.00 |
1,209.75 |
|
S4 |
1,062.75 |
1,088.25 |
1,194.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,260.50 |
1,204.75 |
55.75 |
4.6% |
24.75 |
2.0% |
36% |
False |
False |
568,765 |
10 |
1,272.00 |
1,204.75 |
67.25 |
5.5% |
26.00 |
2.1% |
30% |
False |
False |
1,366,760 |
20 |
1,272.00 |
1,147.50 |
124.50 |
10.2% |
26.50 |
2.2% |
62% |
False |
False |
1,826,501 |
40 |
1,289.25 |
1,147.50 |
141.75 |
11.6% |
28.75 |
2.4% |
55% |
False |
False |
2,148,060 |
60 |
1,289.25 |
1,068.00 |
221.25 |
18.1% |
30.75 |
2.5% |
71% |
False |
False |
2,371,452 |
80 |
1,289.25 |
1,068.00 |
221.25 |
18.1% |
31.50 |
2.6% |
71% |
False |
False |
2,209,821 |
100 |
1,307.00 |
1,068.00 |
239.00 |
19.5% |
34.25 |
2.8% |
66% |
False |
False |
1,769,190 |
120 |
1,348.75 |
1,068.00 |
280.75 |
22.9% |
31.75 |
2.6% |
56% |
False |
False |
1,474,588 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,280.25 |
2.618 |
1,260.75 |
1.618 |
1,248.75 |
1.000 |
1,241.25 |
0.618 |
1,236.75 |
HIGH |
1,229.25 |
0.618 |
1,224.75 |
0.500 |
1,223.25 |
0.382 |
1,221.75 |
LOW |
1,217.25 |
0.618 |
1,209.75 |
1.000 |
1,205.25 |
1.618 |
1,197.75 |
2.618 |
1,185.75 |
4.250 |
1,166.25 |
|
|
Fisher Pivots for day following 16-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
1,224.50 |
1,223.00 |
PP |
1,223.75 |
1,220.75 |
S1 |
1,223.25 |
1,218.50 |
|