Trading Metrics calculated at close of trading on 23-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2011 |
23-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
1,617.1 |
1,607.8 |
-9.3 |
-0.6% |
1,603.5 |
High |
1,618.6 |
1,615.6 |
-3.0 |
-0.2% |
1,643.7 |
Low |
1,599.1 |
1,604.0 |
4.9 |
0.3% |
1,585.5 |
Close |
1,610.6 |
1,606.0 |
-4.6 |
-0.3% |
1,606.0 |
Range |
19.5 |
11.6 |
-7.9 |
-40.5% |
58.2 |
ATR |
37.5 |
35.7 |
-1.9 |
-4.9% |
0.0 |
Volume |
86,677 |
36,832 |
-49,845 |
-57.5% |
436,658 |
|
Daily Pivots for day following 23-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,643.3 |
1,636.3 |
1,612.4 |
|
R3 |
1,631.7 |
1,624.7 |
1,609.2 |
|
R2 |
1,620.1 |
1,620.1 |
1,608.1 |
|
R1 |
1,613.1 |
1,613.1 |
1,607.1 |
1,610.8 |
PP |
1,608.5 |
1,608.5 |
1,608.5 |
1,607.4 |
S1 |
1,601.5 |
1,601.5 |
1,604.9 |
1,599.2 |
S2 |
1,596.9 |
1,596.9 |
1,603.9 |
|
S3 |
1,585.3 |
1,589.9 |
1,602.8 |
|
S4 |
1,573.7 |
1,578.3 |
1,599.6 |
|
|
Weekly Pivots for week ending 23-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,786.3 |
1,754.4 |
1,638.0 |
|
R3 |
1,728.1 |
1,696.2 |
1,622.0 |
|
R2 |
1,669.9 |
1,669.9 |
1,616.7 |
|
R1 |
1,638.0 |
1,638.0 |
1,611.3 |
1,654.0 |
PP |
1,611.7 |
1,611.7 |
1,611.7 |
1,619.7 |
S1 |
1,579.8 |
1,579.8 |
1,600.7 |
1,595.8 |
S2 |
1,553.5 |
1,553.5 |
1,595.3 |
|
S3 |
1,495.3 |
1,521.6 |
1,590.0 |
|
S4 |
1,437.1 |
1,463.4 |
1,574.0 |
|
|
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 |
1,585.5 |
58.2 |
3.6% |
24.0 |
1.5% |
35% |
False |
False |
87,331 |
10 |
1,718.6 |
1,562.5 |
156.1 |
9.7% |
38.0 |
2.4% |
28% |
False |
False |
132,228 |
20 |
1,767.1 |
1,562.5 |
204.6 |
12.7% |
35.0 |
2.2% |
21% |
False |
False |
125,086 |
40 |
1,806.6 |
1,562.5 |
244.1 |
15.2% |
35.0 |
2.2% |
18% |
False |
False |
71,818 |
60 |
1,806.6 |
1,562.5 |
244.1 |
15.2% |
35.9 |
2.2% |
18% |
False |
False |
49,041 |
80 |
1,925.1 |
1,543.3 |
381.8 |
23.8% |
42.1 |
2.6% |
16% |
False |
False |
37,737 |
100 |
1,925.1 |
1,543.3 |
381.8 |
23.8% |
44.0 |
2.7% |
16% |
False |
False |
30,990 |
120 |
1,925.1 |
1,526.1 |
399.0 |
24.8% |
39.7 |
2.5% |
20% |
False |
False |
25,986 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,664.9 |
2.618 |
1,646.0 |
1.618 |
1,634.4 |
1.000 |
1,627.2 |
0.618 |
1,622.8 |
HIGH |
1,615.6 |
0.618 |
1,611.2 |
0.500 |
1,609.8 |
0.382 |
1,608.4 |
LOW |
1,604.0 |
0.618 |
1,596.8 |
1.000 |
1,592.4 |
1.618 |
1,585.2 |
2.618 |
1,573.6 |
4.250 |
1,554.7 |
|
|
Fisher Pivots for day following 23-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
1,609.8 |
1,621.4 |
PP |
1,608.5 |
1,616.3 |
S1 |
1,607.3 |
1,611.1 |
|