Trading Metrics calculated at close of trading on 09-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2011 |
09-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
12,211 |
12,008 |
-203 |
-1.7% |
12,035 |
High |
12,293 |
12,218 |
-75 |
-0.6% |
12,293 |
Low |
11,957 |
11,957 |
0 |
0.0% |
11,957 |
Close |
12,012 |
12,210 |
198 |
1.6% |
12,210 |
Range |
336 |
261 |
-75 |
-22.3% |
336 |
ATR |
256 |
257 |
0 |
0.1% |
0 |
Volume |
135,583 |
76,114 |
-59,469 |
-43.9% |
590,307 |
|
Daily Pivots for day following 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,911 |
12,822 |
12,354 |
|
R3 |
12,650 |
12,561 |
12,282 |
|
R2 |
12,389 |
12,389 |
12,258 |
|
R1 |
12,300 |
12,300 |
12,234 |
12,345 |
PP |
12,128 |
12,128 |
12,128 |
12,151 |
S1 |
12,039 |
12,039 |
12,186 |
12,084 |
S2 |
11,867 |
11,867 |
12,162 |
|
S3 |
11,606 |
11,778 |
12,138 |
|
S4 |
11,345 |
11,517 |
12,067 |
|
|
Weekly Pivots for week ending 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,161 |
13,022 |
12,395 |
|
R3 |
12,825 |
12,686 |
12,303 |
|
R2 |
12,489 |
12,489 |
12,272 |
|
R1 |
12,350 |
12,350 |
12,241 |
12,420 |
PP |
12,153 |
12,153 |
12,153 |
12,188 |
S1 |
12,014 |
12,014 |
12,179 |
12,084 |
S2 |
11,817 |
11,817 |
12,149 |
|
S3 |
11,481 |
11,678 |
12,118 |
|
S4 |
11,145 |
11,342 |
12,025 |
|
|
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% |
234 |
1.9% |
75% |
False |
True |
118,061 |
10 |
12,293 |
11,311 |
982 |
8.0% |
244 |
2.0% |
92% |
False |
False |
120,663 |
20 |
12,293 |
11,128 |
1,165 |
9.5% |
242 |
2.0% |
93% |
False |
False |
120,715 |
40 |
12,293 |
11,128 |
1,165 |
9.5% |
256 |
2.1% |
93% |
False |
False |
125,396 |
60 |
12,293 |
10,328 |
1,965 |
16.1% |
271 |
2.2% |
96% |
False |
False |
133,526 |
80 |
12,293 |
10,328 |
1,965 |
16.1% |
277 |
2.3% |
96% |
False |
False |
109,445 |
100 |
12,675 |
10,328 |
2,347 |
19.2% |
287 |
2.4% |
80% |
False |
False |
87,591 |
120 |
12,675 |
10,328 |
2,347 |
19.2% |
264 |
2.2% |
80% |
False |
False |
73,004 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,327 |
2.618 |
12,901 |
1.618 |
12,640 |
1.000 |
12,479 |
0.618 |
12,379 |
HIGH |
12,218 |
0.618 |
12,118 |
0.500 |
12,088 |
0.382 |
12,057 |
LOW |
11,957 |
0.618 |
11,796 |
1.000 |
11,696 |
1.618 |
11,535 |
2.618 |
11,274 |
4.250 |
10,848 |
|
|
Fisher Pivots for day following 09-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
12,169 |
12,182 |
PP |
12,128 |
12,153 |
S1 |
12,088 |
12,125 |
|