Trading Metrics calculated at close of trading on 07-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2011 |
07-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
12,056 |
12,115 |
59 |
0.5% |
11,356 |
High |
12,206 |
12,251 |
45 |
0.4% |
12,178 |
Low |
11,999 |
12,054 |
55 |
0.5% |
11,311 |
Close |
12,112 |
12,214 |
102 |
0.8% |
12,000 |
Range |
207 |
197 |
-10 |
-4.8% |
867 |
ATR |
254 |
250 |
-4 |
-1.6% |
0 |
Volume |
116,937 |
139,165 |
22,228 |
19.0% |
616,323 |
|
Daily Pivots for day following 07-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,764 |
12,686 |
12,322 |
|
R3 |
12,567 |
12,489 |
12,268 |
|
R2 |
12,370 |
12,370 |
12,250 |
|
R1 |
12,292 |
12,292 |
12,232 |
12,331 |
PP |
12,173 |
12,173 |
12,173 |
12,193 |
S1 |
12,095 |
12,095 |
12,196 |
12,134 |
S2 |
11,976 |
11,976 |
12,178 |
|
S3 |
11,779 |
11,898 |
12,160 |
|
S4 |
11,582 |
11,701 |
12,106 |
|
|
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 |
12,251 |
11,961 |
290 |
2.4% |
173 |
1.4% |
87% |
True |
False |
117,068 |
10 |
12,251 |
11,128 |
1,123 |
9.2% |
231 |
1.9% |
97% |
True |
False |
118,960 |
20 |
12,251 |
11,128 |
1,123 |
9.2% |
247 |
2.0% |
97% |
True |
False |
126,302 |
40 |
12,251 |
11,128 |
1,123 |
9.2% |
253 |
2.1% |
97% |
True |
False |
126,152 |
60 |
12,251 |
10,328 |
1,923 |
15.7% |
272 |
2.2% |
98% |
True |
False |
134,856 |
80 |
12,251 |
10,328 |
1,923 |
15.7% |
274 |
2.2% |
98% |
True |
False |
106,802 |
100 |
12,675 |
10,328 |
2,347 |
19.2% |
284 |
2.3% |
80% |
False |
False |
85,476 |
120 |
12,675 |
10,328 |
2,347 |
19.2% |
262 |
2.1% |
80% |
False |
False |
71,242 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,088 |
2.618 |
12,767 |
1.618 |
12,570 |
1.000 |
12,448 |
0.618 |
12,373 |
HIGH |
12,251 |
0.618 |
12,176 |
0.500 |
12,153 |
0.382 |
12,129 |
LOW |
12,054 |
0.618 |
11,932 |
1.000 |
11,857 |
1.618 |
11,735 |
2.618 |
11,538 |
4.250 |
11,217 |
|
|
Fisher Pivots for day following 07-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
12,194 |
12,184 |
PP |
12,173 |
12,155 |
S1 |
12,153 |
12,125 |
|