Trading Metrics calculated at close of trading on 05-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2011 |
05-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
1,748.5 |
1,751.0 |
2.5 |
0.1% |
1,687.3 |
High |
1,767.1 |
1,758.8 |
-8.3 |
-0.5% |
1,767.1 |
Low |
1,741.7 |
1,721.1 |
-20.6 |
-1.2% |
1,686.7 |
Close |
1,751.3 |
1,734.5 |
-16.8 |
-1.0% |
1,751.3 |
Range |
25.4 |
37.7 |
12.3 |
48.4% |
80.4 |
ATR |
36.1 |
36.2 |
0.1 |
0.3% |
0.0 |
Volume |
102,618 |
111,225 |
8,607 |
8.4% |
582,983 |
|
Daily Pivots for day following 05-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,851.2 |
1,830.6 |
1,755.2 |
|
R3 |
1,813.5 |
1,792.9 |
1,744.9 |
|
R2 |
1,775.8 |
1,775.8 |
1,741.4 |
|
R1 |
1,755.2 |
1,755.2 |
1,738.0 |
1,746.7 |
PP |
1,738.1 |
1,738.1 |
1,738.1 |
1,733.9 |
S1 |
1,717.5 |
1,717.5 |
1,731.0 |
1,709.0 |
S2 |
1,700.4 |
1,700.4 |
1,727.6 |
|
S3 |
1,662.7 |
1,679.8 |
1,724.1 |
|
S4 |
1,625.0 |
1,642.1 |
1,713.8 |
|
|
Weekly Pivots for week ending 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,976.2 |
1,944.2 |
1,795.5 |
|
R3 |
1,895.8 |
1,863.8 |
1,773.4 |
|
R2 |
1,815.4 |
1,815.4 |
1,766.0 |
|
R1 |
1,783.4 |
1,783.4 |
1,758.7 |
1,799.4 |
PP |
1,735.0 |
1,735.0 |
1,735.0 |
1,743.1 |
S1 |
1,703.0 |
1,703.0 |
1,743.9 |
1,719.0 |
S2 |
1,654.6 |
1,654.6 |
1,736.6 |
|
S3 |
1,574.2 |
1,622.6 |
1,729.2 |
|
S4 |
1,493.8 |
1,542.2 |
1,707.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,767.1 |
1,704.3 |
62.8 |
3.6% |
30.2 |
1.7% |
48% |
False |
False |
125,868 |
10 |
1,767.1 |
1,670.5 |
96.6 |
5.6% |
34.9 |
2.0% |
66% |
False |
False |
83,242 |
20 |
1,806.6 |
1,670.5 |
136.1 |
7.8% |
35.1 |
2.0% |
47% |
False |
False |
51,292 |
40 |
1,806.6 |
1,607.3 |
199.3 |
11.5% |
34.5 |
2.0% |
64% |
False |
False |
27,828 |
60 |
1,867.0 |
1,543.3 |
323.7 |
18.7% |
42.0 |
2.4% |
59% |
False |
False |
19,949 |
80 |
1,925.1 |
1,543.3 |
381.8 |
22.0% |
44.8 |
2.6% |
50% |
False |
False |
15,649 |
100 |
1,925.1 |
1,543.3 |
381.8 |
22.0% |
41.6 |
2.4% |
50% |
False |
False |
13,067 |
120 |
1,925.1 |
1,482.6 |
442.5 |
25.5% |
37.3 |
2.2% |
57% |
False |
False |
10,961 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,919.0 |
2.618 |
1,857.5 |
1.618 |
1,819.8 |
1.000 |
1,796.5 |
0.618 |
1,782.1 |
HIGH |
1,758.8 |
0.618 |
1,744.4 |
0.500 |
1,740.0 |
0.382 |
1,735.5 |
LOW |
1,721.1 |
0.618 |
1,697.8 |
1.000 |
1,683.4 |
1.618 |
1,660.1 |
2.618 |
1,622.4 |
4.250 |
1,560.9 |
|
|
Fisher Pivots for day following 05-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
1,740.0 |
1,744.1 |
PP |
1,738.1 |
1,740.9 |
S1 |
1,736.3 |
1,737.7 |
|