Trading Metrics calculated at close of trading on 14-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2011 |
14-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
12,012 |
11,970 |
-42 |
-0.3% |
12,035 |
High |
12,144 |
12,015 |
-129 |
-1.1% |
12,293 |
Low |
11,900 |
11,789 |
-111 |
-0.9% |
11,957 |
Close |
11,964 |
11,833 |
-131 |
-1.1% |
12,210 |
Range |
244 |
226 |
-18 |
-7.4% |
336 |
ATR |
258 |
256 |
-2 |
-0.9% |
0 |
Volume |
32,181 |
22,195 |
-9,986 |
-31.0% |
590,307 |
|
Daily Pivots for day following 14-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,557 |
12,421 |
11,957 |
|
R3 |
12,331 |
12,195 |
11,895 |
|
R2 |
12,105 |
12,105 |
11,875 |
|
R1 |
11,969 |
11,969 |
11,854 |
11,924 |
PP |
11,879 |
11,879 |
11,879 |
11,857 |
S1 |
11,743 |
11,743 |
11,812 |
11,698 |
S2 |
11,653 |
11,653 |
11,792 |
|
S3 |
11,427 |
11,517 |
11,771 |
|
S4 |
11,201 |
11,291 |
11,709 |
|
|
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 |
11,789 |
504 |
4.3% |
271 |
2.3% |
9% |
False |
True |
62,686 |
10 |
12,293 |
11,789 |
504 |
4.3% |
222 |
1.9% |
9% |
False |
True |
89,877 |
20 |
12,293 |
11,128 |
1,165 |
9.8% |
242 |
2.0% |
61% |
False |
False |
109,149 |
40 |
12,293 |
11,128 |
1,165 |
9.8% |
251 |
2.1% |
61% |
False |
False |
118,628 |
60 |
12,293 |
10,328 |
1,965 |
16.6% |
273 |
2.3% |
77% |
False |
False |
129,154 |
80 |
12,293 |
10,328 |
1,965 |
16.6% |
273 |
2.3% |
77% |
False |
False |
110,700 |
100 |
12,526 |
10,328 |
2,198 |
18.6% |
289 |
2.4% |
68% |
False |
False |
88,605 |
120 |
12,675 |
10,328 |
2,347 |
19.8% |
267 |
2.3% |
64% |
False |
False |
73,850 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,976 |
2.618 |
12,607 |
1.618 |
12,381 |
1.000 |
12,241 |
0.618 |
12,155 |
HIGH |
12,015 |
0.618 |
11,929 |
0.500 |
11,902 |
0.382 |
11,875 |
LOW |
11,789 |
0.618 |
11,649 |
1.000 |
11,563 |
1.618 |
11,423 |
2.618 |
11,197 |
4.250 |
10,829 |
|
|
Fisher Pivots for day following 14-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
11,902 |
12,005 |
PP |
11,879 |
11,947 |
S1 |
11,856 |
11,890 |
|