Trading Metrics calculated at close of trading on 27-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2011 |
27-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
1,607.8 |
1,609.2 |
1.4 |
0.1% |
1,603.5 |
High |
1,615.6 |
1,609.2 |
-6.4 |
-0.4% |
1,643.7 |
Low |
1,604.0 |
1,591.1 |
-12.9 |
-0.8% |
1,585.5 |
Close |
1,606.0 |
1,595.5 |
-10.5 |
-0.7% |
1,606.0 |
Range |
11.6 |
18.1 |
6.5 |
56.0% |
58.2 |
ATR |
35.7 |
34.4 |
-1.3 |
-3.5% |
0.0 |
Volume |
36,832 |
43,167 |
6,335 |
17.2% |
436,658 |
|
Daily Pivots for day following 27-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,652.9 |
1,642.3 |
1,605.5 |
|
R3 |
1,634.8 |
1,624.2 |
1,600.5 |
|
R2 |
1,616.7 |
1,616.7 |
1,598.8 |
|
R1 |
1,606.1 |
1,606.1 |
1,597.2 |
1,602.4 |
PP |
1,598.6 |
1,598.6 |
1,598.6 |
1,596.7 |
S1 |
1,588.0 |
1,588.0 |
1,593.8 |
1,584.3 |
S2 |
1,580.5 |
1,580.5 |
1,592.2 |
|
S3 |
1,562.4 |
1,569.9 |
1,590.5 |
|
S4 |
1,544.3 |
1,551.8 |
1,585.5 |
|
|
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 |
1,591.1 |
52.6 |
3.3% |
22.4 |
1.4% |
8% |
False |
True |
74,321 |
10 |
1,681.7 |
1,562.5 |
119.2 |
7.5% |
34.0 |
2.1% |
28% |
False |
False |
121,220 |
20 |
1,767.1 |
1,562.5 |
204.6 |
12.8% |
34.0 |
2.1% |
16% |
False |
False |
124,000 |
40 |
1,806.6 |
1,562.5 |
244.1 |
15.3% |
35.0 |
2.2% |
14% |
False |
False |
72,680 |
60 |
1,806.6 |
1,562.5 |
244.1 |
15.3% |
35.7 |
2.2% |
14% |
False |
False |
49,714 |
80 |
1,925.1 |
1,543.3 |
381.8 |
23.9% |
42.1 |
2.6% |
14% |
False |
False |
38,259 |
100 |
1,925.1 |
1,543.3 |
381.8 |
23.9% |
43.7 |
2.7% |
14% |
False |
False |
31,338 |
120 |
1,925.1 |
1,529.3 |
395.8 |
24.8% |
39.8 |
2.5% |
17% |
False |
False |
26,340 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,686.1 |
2.618 |
1,656.6 |
1.618 |
1,638.5 |
1.000 |
1,627.3 |
0.618 |
1,620.4 |
HIGH |
1,609.2 |
0.618 |
1,602.3 |
0.500 |
1,600.2 |
0.382 |
1,598.0 |
LOW |
1,591.1 |
0.618 |
1,579.9 |
1.000 |
1,573.0 |
1.618 |
1,561.8 |
2.618 |
1,543.7 |
4.250 |
1,514.2 |
|
|
Fisher Pivots for day following 27-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
1,600.2 |
1,604.9 |
PP |
1,598.6 |
1,601.7 |
S1 |
1,597.1 |
1,598.6 |
|