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 |
12,001 |
12,035 |
34 |
0.3% |
11,356 |
High |
12,178 |
12,183 |
5 |
0.0% |
12,178 |
Low |
11,992 |
12,017 |
25 |
0.2% |
11,311 |
Close |
12,000 |
12,066 |
66 |
0.6% |
12,000 |
Range |
186 |
166 |
-20 |
-10.8% |
867 |
ATR |
264 |
258 |
-6 |
-2.2% |
0 |
Volume |
105,275 |
122,508 |
17,233 |
16.4% |
616,323 |
|
Daily Pivots for day following 05-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,587 |
12,492 |
12,157 |
|
R3 |
12,421 |
12,326 |
12,112 |
|
R2 |
12,255 |
12,255 |
12,097 |
|
R1 |
12,160 |
12,160 |
12,081 |
12,208 |
PP |
12,089 |
12,089 |
12,089 |
12,112 |
S1 |
11,994 |
11,994 |
12,051 |
12,042 |
S2 |
11,923 |
11,923 |
12,036 |
|
S3 |
11,757 |
11,828 |
12,020 |
|
S4 |
11,591 |
11,662 |
11,975 |
|
|
Weekly Pivots for week ending 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,431 |
14,082 |
12,477 |
|
R3 |
13,564 |
13,215 |
12,239 |
|
R2 |
12,697 |
12,697 |
12,159 |
|
R1 |
12,348 |
12,348 |
12,080 |
12,523 |
PP |
11,830 |
11,830 |
11,830 |
11,917 |
S1 |
11,481 |
11,481 |
11,921 |
11,656 |
S2 |
10,963 |
10,963 |
11,841 |
|
S3 |
10,096 |
10,614 |
11,762 |
|
S4 |
9,229 |
9,747 |
11,523 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,183 |
11,451 |
732 |
6.1% |
241 |
2.0% |
84% |
True |
False |
122,357 |
10 |
12,183 |
11,128 |
1,055 |
8.7% |
239 |
2.0% |
89% |
True |
False |
117,228 |
20 |
12,203 |
11,128 |
1,075 |
8.9% |
249 |
2.1% |
87% |
False |
False |
124,979 |
40 |
12,228 |
11,080 |
1,148 |
9.5% |
253 |
2.1% |
86% |
False |
False |
124,761 |
60 |
12,228 |
10,328 |
1,900 |
15.7% |
274 |
2.3% |
91% |
False |
False |
135,424 |
80 |
12,228 |
10,328 |
1,900 |
15.7% |
276 |
2.3% |
91% |
False |
False |
103,605 |
100 |
12,675 |
10,328 |
2,347 |
19.5% |
283 |
2.3% |
74% |
False |
False |
82,916 |
120 |
12,675 |
10,328 |
2,347 |
19.5% |
261 |
2.2% |
74% |
False |
False |
69,113 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,889 |
2.618 |
12,618 |
1.618 |
12,452 |
1.000 |
12,349 |
0.618 |
12,286 |
HIGH |
12,183 |
0.618 |
12,120 |
0.500 |
12,100 |
0.382 |
12,081 |
LOW |
12,017 |
0.618 |
11,915 |
1.000 |
11,851 |
1.618 |
11,749 |
2.618 |
11,583 |
4.250 |
11,312 |
|
|
Fisher Pivots for day following 05-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
12,100 |
12,072 |
PP |
12,089 |
12,070 |
S1 |
12,077 |
12,068 |
|