Trading Metrics calculated at close of trading on 13-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2011 |
13-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
12,194 |
12,012 |
-182 |
-1.5% |
12,035 |
High |
12,220 |
12,144 |
-76 |
-0.6% |
12,293 |
Low |
11,932 |
11,900 |
-32 |
-0.3% |
11,957 |
Close |
12,011 |
11,964 |
-47 |
-0.4% |
12,210 |
Range |
288 |
244 |
-44 |
-15.3% |
336 |
ATR |
259 |
258 |
-1 |
-0.4% |
0 |
Volume |
47,361 |
32,181 |
-15,180 |
-32.1% |
590,307 |
|
Daily Pivots for day following 13-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,735 |
12,593 |
12,098 |
|
R3 |
12,491 |
12,349 |
12,031 |
|
R2 |
12,247 |
12,247 |
12,009 |
|
R1 |
12,105 |
12,105 |
11,986 |
12,054 |
PP |
12,003 |
12,003 |
12,003 |
11,977 |
S1 |
11,861 |
11,861 |
11,942 |
11,810 |
S2 |
11,759 |
11,759 |
11,919 |
|
S3 |
11,515 |
11,617 |
11,897 |
|
S4 |
11,271 |
11,373 |
11,830 |
|
|
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 |
11,900 |
393 |
3.3% |
265 |
2.2% |
16% |
False |
True |
86,080 |
10 |
12,293 |
11,451 |
842 |
7.0% |
258 |
2.2% |
61% |
False |
False |
103,359 |
20 |
12,293 |
11,128 |
1,165 |
9.7% |
242 |
2.0% |
72% |
False |
False |
113,993 |
40 |
12,293 |
11,128 |
1,165 |
9.7% |
255 |
2.1% |
72% |
False |
False |
121,959 |
60 |
12,293 |
10,328 |
1,965 |
16.4% |
273 |
2.3% |
83% |
False |
False |
130,857 |
80 |
12,293 |
10,328 |
1,965 |
16.4% |
274 |
2.3% |
83% |
False |
False |
110,434 |
100 |
12,531 |
10,328 |
2,203 |
18.4% |
289 |
2.4% |
74% |
False |
False |
88,384 |
120 |
12,675 |
10,328 |
2,347 |
19.6% |
266 |
2.2% |
70% |
False |
False |
73,665 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,181 |
2.618 |
12,783 |
1.618 |
12,539 |
1.000 |
12,388 |
0.618 |
12,295 |
HIGH |
12,144 |
0.618 |
12,051 |
0.500 |
12,022 |
0.382 |
11,993 |
LOW |
11,900 |
0.618 |
11,749 |
1.000 |
11,656 |
1.618 |
11,505 |
2.618 |
11,261 |
4.250 |
10,863 |
|
|
Fisher Pivots for day following 13-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
12,022 |
12,060 |
PP |
12,003 |
12,028 |
S1 |
11,983 |
11,996 |
|