Trading Metrics calculated at close of trading on 06-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2011 |
06-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
1,243.00 |
1,247.75 |
4.75 |
0.4% |
1,165.50 |
High |
1,260.25 |
1,259.75 |
-0.50 |
0.0% |
1,257.00 |
Low |
1,243.00 |
1,239.50 |
-3.50 |
-0.3% |
1,164.00 |
Close |
1,249.00 |
1,249.00 |
0.00 |
0.0% |
1,237.50 |
Range |
17.25 |
20.25 |
3.00 |
17.4% |
93.00 |
ATR |
29.61 |
28.94 |
-0.67 |
-2.3% |
0.00 |
Volume |
42,777 |
71,529 |
28,752 |
67.2% |
98,942 |
|
Daily Pivots for day following 06-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,310.25 |
1,299.75 |
1,260.25 |
|
R3 |
1,290.00 |
1,279.50 |
1,254.50 |
|
R2 |
1,269.75 |
1,269.75 |
1,252.75 |
|
R1 |
1,259.25 |
1,259.25 |
1,250.75 |
1,264.50 |
PP |
1,249.50 |
1,249.50 |
1,249.50 |
1,252.00 |
S1 |
1,239.00 |
1,239.00 |
1,247.25 |
1,244.25 |
S2 |
1,229.25 |
1,229.25 |
1,245.25 |
|
S3 |
1,209.00 |
1,218.75 |
1,243.50 |
|
S4 |
1,188.75 |
1,198.50 |
1,237.75 |
|
|
Weekly Pivots for week ending 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,498.50 |
1,461.00 |
1,288.75 |
|
R3 |
1,405.50 |
1,368.00 |
1,263.00 |
|
R2 |
1,312.50 |
1,312.50 |
1,254.50 |
|
R1 |
1,275.00 |
1,275.00 |
1,246.00 |
1,293.75 |
PP |
1,219.50 |
1,219.50 |
1,219.50 |
1,229.00 |
S1 |
1,182.00 |
1,182.00 |
1,229.00 |
1,200.75 |
S2 |
1,126.50 |
1,126.50 |
1,220.50 |
|
S3 |
1,033.50 |
1,089.00 |
1,212.00 |
|
S4 |
940.50 |
996.00 |
1,186.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,260.25 |
1,177.25 |
83.00 |
6.6% |
27.75 |
2.2% |
86% |
False |
False |
39,314 |
10 |
1,260.25 |
1,141.75 |
118.50 |
9.5% |
25.75 |
2.1% |
91% |
False |
False |
23,422 |
20 |
1,269.00 |
1,141.75 |
127.25 |
10.2% |
27.75 |
2.2% |
84% |
False |
False |
14,764 |
40 |
1,283.00 |
1,141.75 |
141.25 |
11.3% |
28.50 |
2.3% |
76% |
False |
False |
8,523 |
60 |
1,283.00 |
1,062.00 |
221.00 |
17.7% |
31.00 |
2.5% |
85% |
False |
False |
6,132 |
80 |
1,283.00 |
1,062.00 |
221.00 |
17.7% |
30.75 |
2.5% |
85% |
False |
False |
4,630 |
100 |
1,335.75 |
1,062.00 |
273.75 |
21.9% |
32.25 |
2.6% |
68% |
False |
False |
3,714 |
120 |
1,342.75 |
1,062.00 |
280.75 |
22.5% |
29.75 |
2.4% |
67% |
False |
False |
3,098 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,345.75 |
2.618 |
1,312.75 |
1.618 |
1,292.50 |
1.000 |
1,280.00 |
0.618 |
1,272.25 |
HIGH |
1,259.75 |
0.618 |
1,252.00 |
0.500 |
1,249.50 |
0.382 |
1,247.25 |
LOW |
1,239.50 |
0.618 |
1,227.00 |
1.000 |
1,219.25 |
1.618 |
1,206.75 |
2.618 |
1,186.50 |
4.250 |
1,153.50 |
|
|
Fisher Pivots for day following 06-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
1,249.50 |
1,248.50 |
PP |
1,249.50 |
1,247.75 |
S1 |
1,249.25 |
1,247.25 |
|