Trading Metrics calculated at close of trading on 15-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2011 |
15-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
11,970 |
11,830 |
-140 |
-1.2% |
12,035 |
High |
12,015 |
11,968 |
-47 |
-0.4% |
12,293 |
Low |
11,789 |
11,765 |
-24 |
-0.2% |
11,957 |
Close |
11,833 |
11,899 |
66 |
0.6% |
12,210 |
Range |
226 |
203 |
-23 |
-10.2% |
336 |
ATR |
256 |
252 |
-4 |
-1.5% |
0 |
Volume |
22,195 |
9,339 |
-12,856 |
-57.9% |
590,307 |
|
Daily Pivots for day following 15-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,486 |
12,396 |
12,011 |
|
R3 |
12,283 |
12,193 |
11,955 |
|
R2 |
12,080 |
12,080 |
11,936 |
|
R1 |
11,990 |
11,990 |
11,918 |
12,035 |
PP |
11,877 |
11,877 |
11,877 |
11,900 |
S1 |
11,787 |
11,787 |
11,881 |
11,832 |
S2 |
11,674 |
11,674 |
11,862 |
|
S3 |
11,471 |
11,584 |
11,843 |
|
S4 |
11,268 |
11,381 |
11,787 |
|
|
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 |
12,220 |
11,765 |
455 |
3.8% |
245 |
2.1% |
29% |
False |
True |
37,438 |
10 |
12,293 |
11,765 |
528 |
4.4% |
232 |
1.9% |
25% |
False |
True |
80,665 |
20 |
12,293 |
11,128 |
1,165 |
9.8% |
240 |
2.0% |
66% |
False |
False |
102,046 |
40 |
12,293 |
11,128 |
1,165 |
9.8% |
252 |
2.1% |
66% |
False |
False |
115,401 |
60 |
12,293 |
10,328 |
1,965 |
16.5% |
270 |
2.3% |
80% |
False |
False |
126,645 |
80 |
12,293 |
10,328 |
1,965 |
16.5% |
271 |
2.3% |
80% |
False |
False |
110,814 |
100 |
12,384 |
10,328 |
2,056 |
17.3% |
290 |
2.4% |
76% |
False |
False |
88,698 |
120 |
12,675 |
10,328 |
2,347 |
19.7% |
267 |
2.2% |
67% |
False |
False |
73,927 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,831 |
2.618 |
12,500 |
1.618 |
12,297 |
1.000 |
12,171 |
0.618 |
12,094 |
HIGH |
11,968 |
0.618 |
11,891 |
0.500 |
11,867 |
0.382 |
11,843 |
LOW |
11,765 |
0.618 |
11,640 |
1.000 |
11,562 |
1.618 |
11,437 |
2.618 |
11,234 |
4.250 |
10,902 |
|
|
Fisher Pivots for day following 15-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
11,888 |
11,955 |
PP |
11,877 |
11,936 |
S1 |
11,867 |
11,918 |
|