Trading Metrics calculated at close of trading on 30-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2011 |
30-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
1,557.1 |
1,547.3 |
-9.8 |
-0.6% |
1,609.2 |
High |
1,562.8 |
1,582.8 |
20.0 |
1.3% |
1,609.2 |
Low |
1,523.9 |
1,546.2 |
22.3 |
1.5% |
1,523.9 |
Close |
1,540.9 |
1,566.8 |
25.9 |
1.7% |
1,566.8 |
Range |
38.9 |
36.6 |
-2.3 |
-5.9% |
85.3 |
ATR |
35.5 |
36.0 |
0.5 |
1.3% |
0.0 |
Volume |
122,106 |
88,333 |
-33,773 |
-27.7% |
360,728 |
|
Daily Pivots for day following 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,675.1 |
1,657.5 |
1,586.9 |
|
R3 |
1,638.5 |
1,620.9 |
1,576.9 |
|
R2 |
1,601.9 |
1,601.9 |
1,573.5 |
|
R1 |
1,584.3 |
1,584.3 |
1,570.2 |
1,593.1 |
PP |
1,565.3 |
1,565.3 |
1,565.3 |
1,569.7 |
S1 |
1,547.7 |
1,547.7 |
1,563.4 |
1,556.5 |
S2 |
1,528.7 |
1,528.7 |
1,560.1 |
|
S3 |
1,492.1 |
1,511.1 |
1,556.7 |
|
S4 |
1,455.5 |
1,474.5 |
1,546.7 |
|
|
Weekly Pivots for week ending 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,822.5 |
1,780.0 |
1,613.7 |
|
R3 |
1,737.2 |
1,694.7 |
1,590.3 |
|
R2 |
1,651.9 |
1,651.9 |
1,582.4 |
|
R1 |
1,609.4 |
1,609.4 |
1,574.6 |
1,588.0 |
PP |
1,566.6 |
1,566.6 |
1,566.6 |
1,556.0 |
S1 |
1,524.1 |
1,524.1 |
1,559.0 |
1,502.7 |
S2 |
1,481.3 |
1,481.3 |
1,551.2 |
|
S3 |
1,396.0 |
1,438.8 |
1,543.3 |
|
S4 |
1,310.7 |
1,353.5 |
1,519.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,615.6 |
1,523.9 |
91.7 |
5.9% |
29.9 |
1.9% |
47% |
False |
False |
79,512 |
10 |
1,643.7 |
1,523.9 |
119.8 |
7.6% |
28.9 |
1.8% |
36% |
False |
False |
92,159 |
20 |
1,767.1 |
1,523.9 |
243.2 |
15.5% |
35.5 |
2.3% |
18% |
False |
False |
119,104 |
40 |
1,806.6 |
1,523.9 |
282.7 |
18.0% |
35.2 |
2.2% |
15% |
False |
False |
80,218 |
60 |
1,806.6 |
1,523.9 |
282.7 |
18.0% |
34.8 |
2.2% |
15% |
False |
False |
54,831 |
80 |
1,890.5 |
1,523.9 |
366.6 |
23.4% |
41.1 |
2.6% |
12% |
False |
False |
42,126 |
100 |
1,925.1 |
1,523.9 |
401.2 |
25.6% |
43.7 |
2.8% |
11% |
False |
False |
34,290 |
120 |
1,925.1 |
1,523.9 |
401.2 |
25.6% |
40.3 |
2.6% |
11% |
False |
False |
28,976 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,738.4 |
2.618 |
1,678.6 |
1.618 |
1,642.0 |
1.000 |
1,619.4 |
0.618 |
1,605.4 |
HIGH |
1,582.8 |
0.618 |
1,568.8 |
0.500 |
1,564.5 |
0.382 |
1,560.2 |
LOW |
1,546.2 |
0.618 |
1,523.6 |
1.000 |
1,509.6 |
1.618 |
1,487.0 |
2.618 |
1,450.4 |
4.250 |
1,390.7 |
|
|
Fisher Pivots for day following 30-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
1,566.0 |
1,564.4 |
PP |
1,565.3 |
1,561.9 |
S1 |
1,564.5 |
1,559.5 |
|