Trading Metrics calculated at close of trading on 05-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2011 |
05-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
8,610 |
8,660 |
50 |
0.6% |
8,205 |
High |
8,750 |
8,730 |
-20 |
-0.2% |
8,750 |
Low |
8,595 |
8,650 |
55 |
0.6% |
8,200 |
Close |
8,655 |
8,670 |
15 |
0.2% |
8,655 |
Range |
155 |
80 |
-75 |
-48.4% |
550 |
ATR |
166 |
160 |
-6 |
-3.7% |
0 |
Volume |
5,698 |
11,205 |
5,507 |
96.6% |
35,511 |
|
Daily Pivots for day following 05-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,923 |
8,877 |
8,714 |
|
R3 |
8,843 |
8,797 |
8,692 |
|
R2 |
8,763 |
8,763 |
8,685 |
|
R1 |
8,717 |
8,717 |
8,677 |
8,740 |
PP |
8,683 |
8,683 |
8,683 |
8,695 |
S1 |
8,637 |
8,637 |
8,663 |
8,660 |
S2 |
8,603 |
8,603 |
8,655 |
|
S3 |
8,523 |
8,557 |
8,648 |
|
S4 |
8,443 |
8,477 |
8,626 |
|
|
Weekly Pivots for week ending 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,185 |
9,970 |
8,958 |
|
R3 |
9,635 |
9,420 |
8,806 |
|
R2 |
9,085 |
9,085 |
8,756 |
|
R1 |
8,870 |
8,870 |
8,706 |
8,978 |
PP |
8,535 |
8,535 |
8,535 |
8,589 |
S1 |
8,320 |
8,320 |
8,605 |
8,428 |
S2 |
7,985 |
7,985 |
8,554 |
|
S3 |
7,435 |
7,770 |
8,504 |
|
S4 |
6,885 |
7,220 |
8,353 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,750 |
8,355 |
395 |
4.6% |
157 |
1.8% |
80% |
False |
False |
8,023 |
10 |
8,750 |
8,105 |
645 |
7.4% |
155 |
1.8% |
88% |
False |
False |
6,933 |
20 |
8,815 |
8,105 |
710 |
8.2% |
147 |
1.7% |
80% |
False |
False |
6,587 |
40 |
9,170 |
8,105 |
1,065 |
12.3% |
162 |
1.9% |
53% |
False |
False |
6,653 |
60 |
9,170 |
8,105 |
1,065 |
12.3% |
171 |
2.0% |
53% |
False |
False |
7,272 |
80 |
9,170 |
8,105 |
1,065 |
12.3% |
164 |
1.9% |
53% |
False |
False |
6,277 |
100 |
10,120 |
8,105 |
2,015 |
23.2% |
152 |
1.7% |
28% |
False |
False |
5,032 |
120 |
10,120 |
8,105 |
2,015 |
23.2% |
127 |
1.5% |
28% |
False |
False |
4,194 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,070 |
2.618 |
8,940 |
1.618 |
8,860 |
1.000 |
8,810 |
0.618 |
8,780 |
HIGH |
8,730 |
0.618 |
8,700 |
0.500 |
8,690 |
0.382 |
8,681 |
LOW |
8,650 |
0.618 |
8,601 |
1.000 |
8,570 |
1.618 |
8,521 |
2.618 |
8,441 |
4.250 |
8,310 |
|
|
Fisher Pivots for day following 05-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
8,690 |
8,666 |
PP |
8,683 |
8,662 |
S1 |
8,677 |
8,658 |
|