Trading Metrics calculated at close of trading on 21-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2011 |
21-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
1,595.5 |
1,617.2 |
21.7 |
1.4% |
1,716.8 |
High |
1,620.8 |
1,643.7 |
22.9 |
1.4% |
1,718.6 |
Low |
1,594.1 |
1,607.7 |
13.6 |
0.9% |
1,562.5 |
Close |
1,617.6 |
1,613.6 |
-4.0 |
-0.2% |
1,597.9 |
Range |
26.7 |
36.0 |
9.3 |
34.8% |
156.1 |
ATR |
39.1 |
38.9 |
-0.2 |
-0.6% |
0.0 |
Volume |
91,540 |
113,393 |
21,853 |
23.9% |
885,625 |
|
Daily Pivots for day following 21-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,729.7 |
1,707.6 |
1,633.4 |
|
R3 |
1,693.7 |
1,671.6 |
1,623.5 |
|
R2 |
1,657.7 |
1,657.7 |
1,620.2 |
|
R1 |
1,635.6 |
1,635.6 |
1,616.9 |
1,628.7 |
PP |
1,621.7 |
1,621.7 |
1,621.7 |
1,618.2 |
S1 |
1,599.6 |
1,599.6 |
1,610.3 |
1,592.7 |
S2 |
1,585.7 |
1,585.7 |
1,607.0 |
|
S3 |
1,549.7 |
1,563.6 |
1,603.7 |
|
S4 |
1,513.7 |
1,527.6 |
1,593.8 |
|
|
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 |
1,643.7 |
1,562.5 |
81.2 |
5.0% |
30.8 |
1.9% |
63% |
True |
False |
122,429 |
10 |
1,760.5 |
1,562.5 |
198.0 |
12.3% |
42.4 |
2.6% |
26% |
False |
False |
146,213 |
20 |
1,767.1 |
1,562.5 |
204.6 |
12.7% |
36.6 |
2.3% |
25% |
False |
False |
123,603 |
40 |
1,806.6 |
1,562.5 |
244.1 |
15.1% |
36.0 |
2.2% |
21% |
False |
False |
68,960 |
60 |
1,806.6 |
1,562.5 |
244.1 |
15.1% |
37.4 |
2.3% |
21% |
False |
False |
47,094 |
80 |
1,925.1 |
1,543.3 |
381.8 |
23.7% |
42.7 |
2.6% |
18% |
False |
False |
36,217 |
100 |
1,925.1 |
1,543.3 |
381.8 |
23.7% |
44.3 |
2.7% |
18% |
False |
False |
29,829 |
120 |
1,925.1 |
1,491.3 |
433.8 |
26.9% |
39.9 |
2.5% |
28% |
False |
False |
24,973 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,796.7 |
2.618 |
1,737.9 |
1.618 |
1,701.9 |
1.000 |
1,679.7 |
0.618 |
1,665.9 |
HIGH |
1,643.7 |
0.618 |
1,629.9 |
0.500 |
1,625.7 |
0.382 |
1,621.5 |
LOW |
1,607.7 |
0.618 |
1,585.5 |
1.000 |
1,571.7 |
1.618 |
1,549.5 |
2.618 |
1,513.5 |
4.250 |
1,454.7 |
|
|
Fisher Pivots for day following 21-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
1,625.7 |
1,614.6 |
PP |
1,621.7 |
1,614.3 |
S1 |
1,617.6 |
1,613.9 |
|