Trading Metrics calculated at close of trading on 20-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2011 |
20-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
1,603.5 |
1,595.5 |
-8.0 |
-0.5% |
1,716.8 |
High |
1,611.5 |
1,620.8 |
9.3 |
0.6% |
1,718.6 |
Low |
1,585.5 |
1,594.1 |
8.6 |
0.5% |
1,562.5 |
Close |
1,596.7 |
1,617.6 |
20.9 |
1.3% |
1,597.9 |
Range |
26.0 |
26.7 |
0.7 |
2.7% |
156.1 |
ATR |
40.1 |
39.1 |
-1.0 |
-2.4% |
0.0 |
Volume |
108,216 |
91,540 |
-16,676 |
-15.4% |
885,625 |
|
Daily Pivots for day following 20-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,690.9 |
1,681.0 |
1,632.3 |
|
R3 |
1,664.2 |
1,654.3 |
1,624.9 |
|
R2 |
1,637.5 |
1,637.5 |
1,622.5 |
|
R1 |
1,627.6 |
1,627.6 |
1,620.0 |
1,632.6 |
PP |
1,610.8 |
1,610.8 |
1,610.8 |
1,613.3 |
S1 |
1,600.9 |
1,600.9 |
1,615.2 |
1,605.9 |
S2 |
1,584.1 |
1,584.1 |
1,612.7 |
|
S3 |
1,557.4 |
1,574.2 |
1,610.3 |
|
S4 |
1,530.7 |
1,547.5 |
1,602.9 |
|
|
Weekly Pivots for week ending 16-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,094.6 |
2,002.4 |
1,683.8 |
|
R3 |
1,938.5 |
1,846.3 |
1,640.8 |
|
R2 |
1,782.4 |
1,782.4 |
1,626.5 |
|
R1 |
1,690.2 |
1,690.2 |
1,612.2 |
1,658.3 |
PP |
1,626.3 |
1,626.3 |
1,626.3 |
1,610.4 |
S1 |
1,534.1 |
1,534.1 |
1,583.6 |
1,502.2 |
S2 |
1,470.2 |
1,470.2 |
1,569.3 |
|
S3 |
1,314.1 |
1,378.0 |
1,555.0 |
|
S4 |
1,158.0 |
1,221.9 |
1,512.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,645.8 |
1,562.5 |
83.3 |
5.1% |
39.6 |
2.5% |
66% |
False |
False |
152,075 |
10 |
1,760.5 |
1,562.5 |
198.0 |
12.2% |
41.2 |
2.5% |
28% |
False |
False |
144,723 |
20 |
1,767.1 |
1,562.5 |
204.6 |
12.6% |
36.7 |
2.3% |
27% |
False |
False |
119,324 |
40 |
1,806.6 |
1,562.5 |
244.1 |
15.1% |
36.8 |
2.3% |
23% |
False |
False |
66,178 |
60 |
1,806.6 |
1,562.5 |
244.1 |
15.1% |
37.8 |
2.3% |
23% |
False |
False |
45,324 |
80 |
1,925.1 |
1,543.3 |
381.8 |
23.6% |
43.1 |
2.7% |
19% |
False |
False |
34,814 |
100 |
1,925.1 |
1,543.3 |
381.8 |
23.6% |
44.1 |
2.7% |
19% |
False |
False |
28,698 |
120 |
1,925.1 |
1,482.6 |
442.5 |
27.4% |
39.8 |
2.5% |
31% |
False |
False |
24,029 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,734.3 |
2.618 |
1,690.7 |
1.618 |
1,664.0 |
1.000 |
1,647.5 |
0.618 |
1,637.3 |
HIGH |
1,620.8 |
0.618 |
1,610.6 |
0.500 |
1,607.5 |
0.382 |
1,604.3 |
LOW |
1,594.1 |
0.618 |
1,577.6 |
1.000 |
1,567.4 |
1.618 |
1,550.9 |
2.618 |
1,524.2 |
4.250 |
1,480.6 |
|
|
Fisher Pivots for day following 20-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
1,614.2 |
1,610.6 |
PP |
1,610.8 |
1,603.5 |
S1 |
1,607.5 |
1,596.5 |
|