Trading Metrics calculated at close of trading on 28-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2011 |
28-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
1,609.2 |
1,594.0 |
-15.2 |
-0.9% |
1,603.5 |
High |
1,609.2 |
1,595.0 |
-14.2 |
-0.9% |
1,643.7 |
Low |
1,591.1 |
1,550.9 |
-40.2 |
-2.5% |
1,585.5 |
Close |
1,595.5 |
1,564.1 |
-31.4 |
-2.0% |
1,606.0 |
Range |
18.1 |
44.1 |
26.0 |
143.6% |
58.2 |
ATR |
34.4 |
35.1 |
0.7 |
2.1% |
0.0 |
Volume |
43,167 |
107,122 |
63,955 |
148.2% |
436,658 |
|
Daily Pivots for day following 28-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,702.3 |
1,677.3 |
1,588.4 |
|
R3 |
1,658.2 |
1,633.2 |
1,576.2 |
|
R2 |
1,614.1 |
1,614.1 |
1,572.2 |
|
R1 |
1,589.1 |
1,589.1 |
1,568.1 |
1,579.6 |
PP |
1,570.0 |
1,570.0 |
1,570.0 |
1,565.2 |
S1 |
1,545.0 |
1,545.0 |
1,560.1 |
1,535.5 |
S2 |
1,525.9 |
1,525.9 |
1,556.0 |
|
S3 |
1,481.8 |
1,500.9 |
1,552.0 |
|
S4 |
1,437.7 |
1,456.8 |
1,539.8 |
|
|
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 |
1,550.9 |
92.8 |
5.9% |
25.9 |
1.7% |
14% |
False |
True |
77,438 |
10 |
1,645.8 |
1,550.9 |
94.9 |
6.1% |
32.8 |
2.1% |
14% |
False |
True |
114,757 |
20 |
1,767.1 |
1,550.9 |
216.2 |
13.8% |
35.3 |
2.3% |
6% |
False |
True |
122,609 |
40 |
1,806.6 |
1,550.9 |
255.7 |
16.3% |
35.1 |
2.2% |
5% |
False |
True |
75,266 |
60 |
1,806.6 |
1,550.9 |
255.7 |
16.3% |
35.7 |
2.3% |
5% |
False |
True |
51,460 |
80 |
1,925.1 |
1,543.3 |
381.8 |
24.4% |
42.0 |
2.7% |
5% |
False |
False |
39,583 |
100 |
1,925.1 |
1,543.3 |
381.8 |
24.4% |
43.9 |
2.8% |
5% |
False |
False |
32,330 |
120 |
1,925.1 |
1,543.3 |
381.8 |
24.4% |
40.0 |
2.6% |
5% |
False |
False |
27,232 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,782.4 |
2.618 |
1,710.5 |
1.618 |
1,666.4 |
1.000 |
1,639.1 |
0.618 |
1,622.3 |
HIGH |
1,595.0 |
0.618 |
1,578.2 |
0.500 |
1,573.0 |
0.382 |
1,567.7 |
LOW |
1,550.9 |
0.618 |
1,523.6 |
1.000 |
1,506.8 |
1.618 |
1,479.5 |
2.618 |
1,435.4 |
4.250 |
1,363.5 |
|
|
Fisher Pivots for day following 28-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
1,573.0 |
1,583.3 |
PP |
1,570.0 |
1,576.9 |
S1 |
1,567.1 |
1,570.5 |
|