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 |
1,631.6 |
1,580.0 |
-51.6 |
-3.2% |
1,751.0 |
High |
1,645.8 |
1,596.5 |
-49.3 |
-3.0% |
1,760.5 |
Low |
1,565.7 |
1,562.5 |
-3.2 |
-0.2% |
1,704.9 |
Close |
1,586.9 |
1,577.2 |
-9.7 |
-0.6% |
1,716.8 |
Range |
80.1 |
34.0 |
-46.1 |
-57.6% |
55.6 |
ATR |
42.5 |
41.9 |
-0.6 |
-1.4% |
0.0 |
Volume |
261,626 |
174,791 |
-86,835 |
-33.2% |
596,454 |
|
Daily Pivots for day following 15-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,680.7 |
1,663.0 |
1,595.9 |
|
R3 |
1,646.7 |
1,629.0 |
1,586.6 |
|
R2 |
1,612.7 |
1,612.7 |
1,583.4 |
|
R1 |
1,595.0 |
1,595.0 |
1,580.3 |
1,586.9 |
PP |
1,578.7 |
1,578.7 |
1,578.7 |
1,574.7 |
S1 |
1,561.0 |
1,561.0 |
1,574.1 |
1,552.9 |
S2 |
1,544.7 |
1,544.7 |
1,571.0 |
|
S3 |
1,510.7 |
1,527.0 |
1,567.9 |
|
S4 |
1,476.7 |
1,493.0 |
1,558.5 |
|
|
Weekly Pivots for week ending 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,894.2 |
1,861.1 |
1,747.4 |
|
R3 |
1,838.6 |
1,805.5 |
1,732.1 |
|
R2 |
1,783.0 |
1,783.0 |
1,727.0 |
|
R1 |
1,749.9 |
1,749.9 |
1,721.9 |
1,738.7 |
PP |
1,727.4 |
1,727.4 |
1,727.4 |
1,721.8 |
S1 |
1,694.3 |
1,694.3 |
1,711.7 |
1,683.1 |
S2 |
1,671.8 |
1,671.8 |
1,706.6 |
|
S3 |
1,616.2 |
1,638.7 |
1,701.5 |
|
S4 |
1,560.6 |
1,583.1 |
1,686.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,727.9 |
1,562.5 |
165.4 |
10.5% |
50.3 |
3.2% |
9% |
False |
True |
172,545 |
10 |
1,767.1 |
1,562.5 |
204.6 |
13.0% |
42.2 |
2.7% |
7% |
False |
True |
146,049 |
20 |
1,770.5 |
1,562.5 |
208.0 |
13.2% |
39.5 |
2.5% |
7% |
False |
True |
106,987 |
40 |
1,806.6 |
1,562.5 |
244.1 |
15.5% |
37.2 |
2.4% |
6% |
False |
True |
58,292 |
60 |
1,806.6 |
1,543.3 |
263.3 |
16.7% |
41.5 |
2.6% |
13% |
False |
False |
40,217 |
80 |
1,925.1 |
1,543.3 |
381.8 |
24.2% |
45.0 |
2.9% |
9% |
False |
False |
30,890 |
100 |
1,925.1 |
1,543.3 |
381.8 |
24.2% |
43.8 |
2.8% |
9% |
False |
False |
25,486 |
120 |
1,925.1 |
1,482.6 |
442.5 |
28.1% |
39.3 |
2.5% |
21% |
False |
False |
21,332 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,741.0 |
2.618 |
1,685.5 |
1.618 |
1,651.5 |
1.000 |
1,630.5 |
0.618 |
1,617.5 |
HIGH |
1,596.5 |
0.618 |
1,583.5 |
0.500 |
1,579.5 |
0.382 |
1,575.5 |
LOW |
1,562.5 |
0.618 |
1,541.5 |
1.000 |
1,528.5 |
1.618 |
1,507.5 |
2.618 |
1,473.5 |
4.250 |
1,418.0 |
|
|
Fisher Pivots for day following 15-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
1,579.5 |
1,622.1 |
PP |
1,578.7 |
1,607.1 |
S1 |
1,578.0 |
1,592.2 |
|