Trading Metrics calculated at close of trading on 16-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2011 |
16-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
11,830 |
11,896 |
66 |
0.6% |
12,194 |
High |
11,968 |
11,988 |
20 |
0.2% |
12,220 |
Low |
11,765 |
11,895 |
130 |
1.1% |
11,765 |
Close |
11,899 |
11,949 |
50 |
0.4% |
11,949 |
Range |
203 |
93 |
-110 |
-54.2% |
455 |
ATR |
252 |
240 |
-11 |
-4.5% |
0 |
Volume |
9,339 |
936 |
-8,403 |
-90.0% |
112,012 |
|
Daily Pivots for day following 16-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,223 |
12,179 |
12,000 |
|
R3 |
12,130 |
12,086 |
11,975 |
|
R2 |
12,037 |
12,037 |
11,966 |
|
R1 |
11,993 |
11,993 |
11,958 |
12,015 |
PP |
11,944 |
11,944 |
11,944 |
11,955 |
S1 |
11,900 |
11,900 |
11,941 |
11,922 |
S2 |
11,851 |
11,851 |
11,932 |
|
S3 |
11,758 |
11,807 |
11,924 |
|
S4 |
11,665 |
11,714 |
11,898 |
|
|
Weekly Pivots for week ending 16-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,343 |
13,101 |
12,199 |
|
R3 |
12,888 |
12,646 |
12,074 |
|
R2 |
12,433 |
12,433 |
12,033 |
|
R1 |
12,191 |
12,191 |
11,991 |
12,085 |
PP |
11,978 |
11,978 |
11,978 |
11,925 |
S1 |
11,736 |
11,736 |
11,907 |
11,630 |
S2 |
11,523 |
11,523 |
11,866 |
|
S3 |
11,068 |
11,281 |
11,824 |
|
S4 |
10,613 |
10,826 |
11,699 |
|
|
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% |
211 |
1.8% |
40% |
False |
False |
22,402 |
10 |
12,293 |
11,765 |
528 |
4.4% |
222 |
1.9% |
35% |
False |
False |
70,231 |
20 |
12,293 |
11,128 |
1,165 |
9.7% |
231 |
1.9% |
70% |
False |
False |
93,326 |
40 |
12,293 |
11,128 |
1,165 |
9.7% |
250 |
2.1% |
70% |
False |
False |
111,732 |
60 |
12,293 |
10,328 |
1,965 |
16.4% |
262 |
2.2% |
82% |
False |
False |
122,596 |
80 |
12,293 |
10,328 |
1,965 |
16.4% |
269 |
2.3% |
82% |
False |
False |
110,822 |
100 |
12,293 |
10,328 |
1,965 |
16.4% |
288 |
2.4% |
82% |
False |
False |
88,706 |
120 |
12,675 |
10,328 |
2,347 |
19.6% |
266 |
2.2% |
69% |
False |
False |
73,935 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,383 |
2.618 |
12,232 |
1.618 |
12,139 |
1.000 |
12,081 |
0.618 |
12,046 |
HIGH |
11,988 |
0.618 |
11,953 |
0.500 |
11,942 |
0.382 |
11,931 |
LOW |
11,895 |
0.618 |
11,838 |
1.000 |
11,802 |
1.618 |
11,745 |
2.618 |
11,652 |
4.250 |
11,500 |
|
|
Fisher Pivots for day following 16-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
11,947 |
11,929 |
PP |
11,944 |
11,910 |
S1 |
11,942 |
11,890 |
|