Trading Metrics calculated at close of trading on 08-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2011 |
08-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
8,605 |
8,710 |
105 |
1.2% |
8,205 |
High |
8,725 |
8,710 |
-15 |
-0.2% |
8,750 |
Low |
8,595 |
8,505 |
-90 |
-1.0% |
8,200 |
Close |
8,710 |
8,530 |
-180 |
-2.1% |
8,655 |
Range |
130 |
205 |
75 |
57.7% |
550 |
ATR |
155 |
159 |
4 |
2.3% |
0 |
Volume |
10,298 |
4,509 |
-5,789 |
-56.2% |
35,511 |
|
Daily Pivots for day following 08-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,197 |
9,068 |
8,643 |
|
R3 |
8,992 |
8,863 |
8,587 |
|
R2 |
8,787 |
8,787 |
8,568 |
|
R1 |
8,658 |
8,658 |
8,549 |
8,620 |
PP |
8,582 |
8,582 |
8,582 |
8,563 |
S1 |
8,453 |
8,453 |
8,511 |
8,415 |
S2 |
8,377 |
8,377 |
8,493 |
|
S3 |
8,172 |
8,248 |
8,474 |
|
S4 |
7,967 |
8,043 |
8,417 |
|
|
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 |
8,505 |
245 |
2.9% |
138 |
1.6% |
10% |
False |
True |
8,930 |
10 |
8,750 |
8,105 |
645 |
7.6% |
157 |
1.8% |
66% |
False |
False |
8,039 |
20 |
8,750 |
8,105 |
645 |
7.6% |
145 |
1.7% |
66% |
False |
False |
6,920 |
40 |
9,170 |
8,105 |
1,065 |
12.5% |
161 |
1.9% |
40% |
False |
False |
6,903 |
60 |
9,170 |
8,105 |
1,065 |
12.5% |
170 |
2.0% |
40% |
False |
False |
7,224 |
80 |
9,170 |
8,105 |
1,065 |
12.5% |
165 |
1.9% |
40% |
False |
False |
6,623 |
100 |
10,120 |
8,105 |
2,015 |
23.6% |
156 |
1.8% |
21% |
False |
False |
5,310 |
120 |
10,120 |
8,105 |
2,015 |
23.6% |
130 |
1.5% |
21% |
False |
False |
4,426 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,581 |
2.618 |
9,247 |
1.618 |
9,042 |
1.000 |
8,915 |
0.618 |
8,837 |
HIGH |
8,710 |
0.618 |
8,632 |
0.500 |
8,608 |
0.382 |
8,583 |
LOW |
8,505 |
0.618 |
8,378 |
1.000 |
8,300 |
1.618 |
8,173 |
2.618 |
7,968 |
4.250 |
7,634 |
|
|
Fisher Pivots for day following 08-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
8,608 |
8,615 |
PP |
8,582 |
8,587 |
S1 |
8,556 |
8,558 |
|