Trading Metrics calculated at close of trading on 06-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2011 |
06-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
8,660 |
8,620 |
-40 |
-0.5% |
8,205 |
High |
8,730 |
8,670 |
-60 |
-0.7% |
8,750 |
Low |
8,650 |
8,550 |
-100 |
-1.2% |
8,200 |
Close |
8,670 |
8,595 |
-75 |
-0.9% |
8,655 |
Range |
80 |
120 |
40 |
50.0% |
550 |
ATR |
160 |
157 |
-3 |
-1.8% |
0 |
Volume |
11,205 |
12,944 |
1,739 |
15.5% |
35,511 |
|
Daily Pivots for day following 06-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,965 |
8,900 |
8,661 |
|
R3 |
8,845 |
8,780 |
8,628 |
|
R2 |
8,725 |
8,725 |
8,617 |
|
R1 |
8,660 |
8,660 |
8,606 |
8,633 |
PP |
8,605 |
8,605 |
8,605 |
8,591 |
S1 |
8,540 |
8,540 |
8,584 |
8,513 |
S2 |
8,485 |
8,485 |
8,573 |
|
S3 |
8,365 |
8,420 |
8,562 |
|
S4 |
8,245 |
8,300 |
8,529 |
|
|
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 |
8,370 |
380 |
4.4% |
152 |
1.8% |
59% |
False |
False |
9,274 |
10 |
8,750 |
8,105 |
645 |
7.5% |
150 |
1.7% |
76% |
False |
False |
7,690 |
20 |
8,795 |
8,105 |
690 |
8.0% |
147 |
1.7% |
71% |
False |
False |
6,905 |
40 |
9,170 |
8,105 |
1,065 |
12.4% |
160 |
1.9% |
46% |
False |
False |
6,873 |
60 |
9,170 |
8,105 |
1,065 |
12.4% |
171 |
2.0% |
46% |
False |
False |
7,341 |
80 |
9,170 |
8,105 |
1,065 |
12.4% |
164 |
1.9% |
46% |
False |
False |
6,439 |
100 |
10,120 |
8,105 |
2,015 |
23.4% |
153 |
1.8% |
24% |
False |
False |
5,162 |
120 |
10,120 |
8,105 |
2,015 |
23.4% |
128 |
1.5% |
24% |
False |
False |
4,302 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,180 |
2.618 |
8,984 |
1.618 |
8,864 |
1.000 |
8,790 |
0.618 |
8,744 |
HIGH |
8,670 |
0.618 |
8,624 |
0.500 |
8,610 |
0.382 |
8,596 |
LOW |
8,550 |
0.618 |
8,476 |
1.000 |
8,430 |
1.618 |
8,356 |
2.618 |
8,236 |
4.250 |
8,040 |
|
|
Fisher Pivots for day following 06-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
8,610 |
8,650 |
PP |
8,605 |
8,632 |
S1 |
8,600 |
8,613 |
|