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 |
5,371.5 |
5,425.5 |
54.0 |
1.0% |
5,546.0 |
High |
5,435.5 |
5,444.5 |
9.0 |
0.2% |
5,548.0 |
Low |
5,355.0 |
5,412.0 |
57.0 |
1.1% |
5,355.0 |
Close |
5,397.0 |
5,428.0 |
31.0 |
0.6% |
5,428.0 |
Range |
80.5 |
32.5 |
-48.0 |
-59.6% |
193.0 |
ATR |
126.7 |
121.0 |
-5.7 |
-4.5% |
0.0 |
Volume |
149,155 |
11,341 |
-137,814 |
-92.4% |
1,006,827 |
|
Daily Pivots for day following 16-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,525.5 |
5,509.5 |
5,446.0 |
|
R3 |
5,493.0 |
5,477.0 |
5,437.0 |
|
R2 |
5,460.5 |
5,460.5 |
5,434.0 |
|
R1 |
5,444.5 |
5,444.5 |
5,431.0 |
5,452.5 |
PP |
5,428.0 |
5,428.0 |
5,428.0 |
5,432.0 |
S1 |
5,412.0 |
5,412.0 |
5,425.0 |
5,420.0 |
S2 |
5,395.5 |
5,395.5 |
5,422.0 |
|
S3 |
5,363.0 |
5,379.5 |
5,419.0 |
|
S4 |
5,330.5 |
5,347.0 |
5,410.0 |
|
|
Weekly Pivots for week ending 16-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,022.5 |
5,918.5 |
5,534.0 |
|
R3 |
5,829.5 |
5,725.5 |
5,481.0 |
|
R2 |
5,636.5 |
5,636.5 |
5,463.5 |
|
R1 |
5,532.5 |
5,532.5 |
5,445.5 |
5,488.0 |
PP |
5,443.5 |
5,443.5 |
5,443.5 |
5,421.5 |
S1 |
5,339.5 |
5,339.5 |
5,410.5 |
5,295.0 |
S2 |
5,250.5 |
5,250.5 |
5,392.5 |
|
S3 |
5,057.5 |
5,146.5 |
5,375.0 |
|
S4 |
4,864.5 |
4,953.5 |
5,322.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,548.0 |
5,355.0 |
193.0 |
3.6% |
95.0 |
1.8% |
38% |
False |
False |
201,365 |
10 |
5,633.5 |
5,355.0 |
278.5 |
5.1% |
111.0 |
2.0% |
26% |
False |
False |
159,747 |
20 |
5,633.5 |
5,071.5 |
562.0 |
10.4% |
115.0 |
2.1% |
63% |
False |
False |
137,688 |
40 |
5,763.5 |
5,071.5 |
692.0 |
12.7% |
129.0 |
2.4% |
52% |
False |
False |
132,221 |
60 |
5,763.5 |
4,839.5 |
924.0 |
17.0% |
132.0 |
2.4% |
64% |
False |
False |
130,449 |
80 |
5,763.5 |
4,839.5 |
924.0 |
17.0% |
135.0 |
2.5% |
64% |
False |
False |
118,504 |
100 |
5,847.0 |
4,819.5 |
1,027.5 |
18.9% |
137.0 |
2.5% |
59% |
False |
False |
94,927 |
120 |
6,000.5 |
4,819.5 |
1,181.0 |
21.8% |
120.0 |
2.2% |
52% |
False |
False |
79,108 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,582.5 |
2.618 |
5,529.5 |
1.618 |
5,497.0 |
1.000 |
5,477.0 |
0.618 |
5,464.5 |
HIGH |
5,444.5 |
0.618 |
5,432.0 |
0.500 |
5,428.0 |
0.382 |
5,424.5 |
LOW |
5,412.0 |
0.618 |
5,392.0 |
1.000 |
5,379.5 |
1.618 |
5,359.5 |
2.618 |
5,327.0 |
4.250 |
5,274.0 |
|
|
Fisher Pivots for day following 16-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
5,428.0 |
5,423.0 |
PP |
5,428.0 |
5,418.5 |
S1 |
5,428.0 |
5,413.5 |
|