Trading Metrics calculated at close of trading on 29-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2011 |
29-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
1,594.0 |
1,557.1 |
-36.9 |
-2.3% |
1,603.5 |
High |
1,595.0 |
1,562.8 |
-32.2 |
-2.0% |
1,643.7 |
Low |
1,550.9 |
1,523.9 |
-27.0 |
-1.7% |
1,585.5 |
Close |
1,564.1 |
1,540.9 |
-23.2 |
-1.5% |
1,606.0 |
Range |
44.1 |
38.9 |
-5.2 |
-11.8% |
58.2 |
ATR |
35.1 |
35.5 |
0.4 |
1.0% |
0.0 |
Volume |
107,122 |
122,106 |
14,984 |
14.0% |
436,658 |
|
Daily Pivots for day following 29-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,659.2 |
1,639.0 |
1,562.3 |
|
R3 |
1,620.3 |
1,600.1 |
1,551.6 |
|
R2 |
1,581.4 |
1,581.4 |
1,548.0 |
|
R1 |
1,561.2 |
1,561.2 |
1,544.5 |
1,551.9 |
PP |
1,542.5 |
1,542.5 |
1,542.5 |
1,537.9 |
S1 |
1,522.3 |
1,522.3 |
1,537.3 |
1,513.0 |
S2 |
1,503.6 |
1,503.6 |
1,533.8 |
|
S3 |
1,464.7 |
1,483.4 |
1,530.2 |
|
S4 |
1,425.8 |
1,444.5 |
1,519.5 |
|
|
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 |
1,618.6 |
1,523.9 |
94.7 |
6.1% |
26.4 |
1.7% |
18% |
False |
True |
79,180 |
10 |
1,643.7 |
1,523.9 |
119.8 |
7.8% |
28.6 |
1.9% |
14% |
False |
True |
100,805 |
20 |
1,767.1 |
1,523.9 |
243.2 |
15.8% |
34.8 |
2.3% |
7% |
False |
True |
120,067 |
40 |
1,806.6 |
1,523.9 |
282.7 |
18.3% |
35.1 |
2.3% |
6% |
False |
True |
78,207 |
60 |
1,806.6 |
1,523.9 |
282.7 |
18.3% |
35.0 |
2.3% |
6% |
False |
True |
53,468 |
80 |
1,890.5 |
1,523.9 |
366.6 |
23.8% |
41.7 |
2.7% |
5% |
False |
True |
41,092 |
100 |
1,925.1 |
1,523.9 |
401.2 |
26.0% |
43.9 |
2.8% |
4% |
False |
True |
33,489 |
120 |
1,925.1 |
1,523.9 |
401.2 |
26.0% |
40.2 |
2.6% |
4% |
False |
True |
28,245 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,728.1 |
2.618 |
1,664.6 |
1.618 |
1,625.7 |
1.000 |
1,601.7 |
0.618 |
1,586.8 |
HIGH |
1,562.8 |
0.618 |
1,547.9 |
0.500 |
1,543.4 |
0.382 |
1,538.8 |
LOW |
1,523.9 |
0.618 |
1,499.9 |
1.000 |
1,485.0 |
1.618 |
1,461.0 |
2.618 |
1,422.1 |
4.250 |
1,358.6 |
|
|
Fisher Pivots for day following 29-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
1,543.4 |
1,566.6 |
PP |
1,542.5 |
1,558.0 |
S1 |
1,541.7 |
1,549.5 |
|