Trading Metrics calculated at close of trading on 12-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2011 |
12-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
12,008 |
12,194 |
186 |
1.5% |
12,035 |
High |
12,218 |
12,220 |
2 |
0.0% |
12,293 |
Low |
11,957 |
11,932 |
-25 |
-0.2% |
11,957 |
Close |
12,210 |
12,011 |
-199 |
-1.6% |
12,210 |
Range |
261 |
288 |
27 |
10.3% |
336 |
ATR |
257 |
259 |
2 |
0.9% |
0 |
Volume |
76,114 |
47,361 |
-28,753 |
-37.8% |
590,307 |
|
Daily Pivots for day following 12-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,918 |
12,753 |
12,170 |
|
R3 |
12,630 |
12,465 |
12,090 |
|
R2 |
12,342 |
12,342 |
12,064 |
|
R1 |
12,177 |
12,177 |
12,038 |
12,116 |
PP |
12,054 |
12,054 |
12,054 |
12,024 |
S1 |
11,889 |
11,889 |
11,985 |
11,828 |
S2 |
11,766 |
11,766 |
11,958 |
|
S3 |
11,478 |
11,601 |
11,932 |
|
S4 |
11,190 |
11,313 |
11,853 |
|
|
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 |
11,932 |
361 |
3.0% |
258 |
2.1% |
22% |
False |
True |
103,032 |
10 |
12,293 |
11,451 |
842 |
7.0% |
250 |
2.1% |
67% |
False |
False |
112,694 |
20 |
12,293 |
11,128 |
1,165 |
9.7% |
240 |
2.0% |
76% |
False |
False |
117,880 |
40 |
12,293 |
11,128 |
1,165 |
9.7% |
258 |
2.1% |
76% |
False |
False |
124,069 |
60 |
12,293 |
10,328 |
1,965 |
16.4% |
273 |
2.3% |
86% |
False |
False |
132,384 |
80 |
12,293 |
10,328 |
1,965 |
16.4% |
274 |
2.3% |
86% |
False |
False |
110,036 |
100 |
12,675 |
10,328 |
2,347 |
19.5% |
288 |
2.4% |
72% |
False |
False |
88,065 |
120 |
12,675 |
10,328 |
2,347 |
19.5% |
266 |
2.2% |
72% |
False |
False |
73,398 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,444 |
2.618 |
12,974 |
1.618 |
12,686 |
1.000 |
12,508 |
0.618 |
12,398 |
HIGH |
12,220 |
0.618 |
12,110 |
0.500 |
12,076 |
0.382 |
12,042 |
LOW |
11,932 |
0.618 |
11,754 |
1.000 |
11,644 |
1.618 |
11,466 |
2.618 |
11,178 |
4.250 |
10,708 |
|
|
Fisher Pivots for day following 12-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
12,076 |
12,113 |
PP |
12,054 |
12,079 |
S1 |
12,033 |
12,045 |
|