Trading Metrics calculated at close of trading on 07-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2011 |
07-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
1,247.75 |
1,249.25 |
1.50 |
0.1% |
1,165.50 |
High |
1,259.75 |
1,262.25 |
2.50 |
0.2% |
1,257.00 |
Low |
1,239.50 |
1,238.25 |
-1.25 |
-0.1% |
1,164.00 |
Close |
1,249.00 |
1,258.25 |
9.25 |
0.7% |
1,237.50 |
Range |
20.25 |
24.00 |
3.75 |
18.5% |
93.00 |
ATR |
28.94 |
28.58 |
-0.35 |
-1.2% |
0.00 |
Volume |
71,529 |
280,631 |
209,102 |
292.3% |
98,942 |
|
Daily Pivots for day following 07-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,325.00 |
1,315.50 |
1,271.50 |
|
R3 |
1,301.00 |
1,291.50 |
1,264.75 |
|
R2 |
1,277.00 |
1,277.00 |
1,262.75 |
|
R1 |
1,267.50 |
1,267.50 |
1,260.50 |
1,272.25 |
PP |
1,253.00 |
1,253.00 |
1,253.00 |
1,255.25 |
S1 |
1,243.50 |
1,243.50 |
1,256.00 |
1,248.25 |
S2 |
1,229.00 |
1,229.00 |
1,253.75 |
|
S3 |
1,205.00 |
1,219.50 |
1,251.75 |
|
S4 |
1,181.00 |
1,195.50 |
1,245.00 |
|
|
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 |
1,262.25 |
1,229.75 |
32.50 |
2.6% |
20.00 |
1.6% |
88% |
True |
False |
92,500 |
10 |
1,262.25 |
1,141.75 |
120.50 |
9.6% |
26.25 |
2.1% |
97% |
True |
False |
50,846 |
20 |
1,267.25 |
1,141.75 |
125.50 |
10.0% |
27.75 |
2.2% |
93% |
False |
False |
28,748 |
40 |
1,283.00 |
1,141.75 |
141.25 |
11.2% |
28.75 |
2.3% |
82% |
False |
False |
15,511 |
60 |
1,283.00 |
1,062.00 |
221.00 |
17.6% |
31.00 |
2.5% |
89% |
False |
False |
10,804 |
80 |
1,283.00 |
1,062.00 |
221.00 |
17.6% |
31.00 |
2.5% |
89% |
False |
False |
8,138 |
100 |
1,335.75 |
1,062.00 |
273.75 |
21.8% |
32.25 |
2.6% |
72% |
False |
False |
6,519 |
120 |
1,342.75 |
1,062.00 |
280.75 |
22.3% |
29.75 |
2.4% |
70% |
False |
False |
5,436 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,364.25 |
2.618 |
1,325.00 |
1.618 |
1,301.00 |
1.000 |
1,286.25 |
0.618 |
1,277.00 |
HIGH |
1,262.25 |
0.618 |
1,253.00 |
0.500 |
1,250.25 |
0.382 |
1,247.50 |
LOW |
1,238.25 |
0.618 |
1,223.50 |
1.000 |
1,214.25 |
1.618 |
1,199.50 |
2.618 |
1,175.50 |
4.250 |
1,136.25 |
|
|
Fisher Pivots for day following 07-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
1,255.50 |
1,255.50 |
PP |
1,253.00 |
1,253.00 |
S1 |
1,250.25 |
1,250.25 |
|