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 |
12,115 |
12,211 |
96 |
0.8% |
11,356 |
High |
12,251 |
12,293 |
42 |
0.3% |
12,178 |
Low |
12,054 |
11,957 |
-97 |
-0.8% |
11,311 |
Close |
12,214 |
12,012 |
-202 |
-1.7% |
12,000 |
Range |
197 |
336 |
139 |
70.6% |
867 |
ATR |
250 |
256 |
6 |
2.5% |
0 |
Volume |
139,165 |
135,583 |
-3,582 |
-2.6% |
616,323 |
|
Daily Pivots for day following 08-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,095 |
12,890 |
12,197 |
|
R3 |
12,759 |
12,554 |
12,105 |
|
R2 |
12,423 |
12,423 |
12,074 |
|
R1 |
12,218 |
12,218 |
12,043 |
12,153 |
PP |
12,087 |
12,087 |
12,087 |
12,055 |
S1 |
11,882 |
11,882 |
11,981 |
11,817 |
S2 |
11,751 |
11,751 |
11,951 |
|
S3 |
11,415 |
11,546 |
11,920 |
|
S4 |
11,079 |
11,210 |
11,827 |
|
|
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 |
12,293 |
11,957 |
336 |
2.8% |
219 |
1.8% |
16% |
True |
True |
123,893 |
10 |
12,293 |
11,128 |
1,165 |
9.7% |
240 |
2.0% |
76% |
True |
False |
119,845 |
20 |
12,293 |
11,128 |
1,165 |
9.7% |
242 |
2.0% |
76% |
True |
False |
124,400 |
40 |
12,293 |
11,128 |
1,165 |
9.7% |
254 |
2.1% |
76% |
True |
False |
126,641 |
60 |
12,293 |
10,328 |
1,965 |
16.4% |
270 |
2.3% |
86% |
True |
False |
134,403 |
80 |
12,293 |
10,328 |
1,965 |
16.4% |
276 |
2.3% |
86% |
True |
False |
108,496 |
100 |
12,675 |
10,328 |
2,347 |
19.5% |
285 |
2.4% |
72% |
False |
False |
86,831 |
120 |
12,675 |
10,328 |
2,347 |
19.5% |
263 |
2.2% |
72% |
False |
False |
72,371 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,721 |
2.618 |
13,173 |
1.618 |
12,837 |
1.000 |
12,629 |
0.618 |
12,501 |
HIGH |
12,293 |
0.618 |
12,165 |
0.500 |
12,125 |
0.382 |
12,085 |
LOW |
11,957 |
0.618 |
11,749 |
1.000 |
11,621 |
1.618 |
11,413 |
2.618 |
11,077 |
4.250 |
10,529 |
|
|
Fisher Pivots for day following 08-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
12,125 |
12,125 |
PP |
12,087 |
12,087 |
S1 |
12,050 |
12,050 |
|