Trading Metrics calculated at close of trading on 08-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2011 |
08-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
1,249.25 |
1,257.75 |
8.50 |
0.7% |
1,165.50 |
High |
1,262.25 |
1,266.00 |
3.75 |
0.3% |
1,257.00 |
Low |
1,238.25 |
1,224.75 |
-13.50 |
-1.1% |
1,164.00 |
Close |
1,258.25 |
1,230.25 |
-28.00 |
-2.2% |
1,237.50 |
Range |
24.00 |
41.25 |
17.25 |
71.9% |
93.00 |
ATR |
28.58 |
29.49 |
0.90 |
3.2% |
0.00 |
Volume |
280,631 |
1,277,789 |
997,158 |
355.3% |
98,942 |
|
Daily Pivots for day following 08-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,364.00 |
1,338.50 |
1,253.00 |
|
R3 |
1,322.75 |
1,297.25 |
1,241.50 |
|
R2 |
1,281.50 |
1,281.50 |
1,237.75 |
|
R1 |
1,256.00 |
1,256.00 |
1,234.00 |
1,248.00 |
PP |
1,240.25 |
1,240.25 |
1,240.25 |
1,236.50 |
S1 |
1,214.75 |
1,214.75 |
1,226.50 |
1,207.00 |
S2 |
1,199.00 |
1,199.00 |
1,222.75 |
|
S3 |
1,157.75 |
1,173.50 |
1,219.00 |
|
S4 |
1,116.50 |
1,132.25 |
1,207.50 |
|
|
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 |
1,266.00 |
1,224.75 |
41.25 |
3.4% |
25.00 |
2.0% |
13% |
True |
True |
337,882 |
10 |
1,266.00 |
1,141.75 |
124.25 |
10.1% |
27.50 |
2.2% |
71% |
True |
False |
177,847 |
20 |
1,266.00 |
1,141.75 |
124.25 |
10.1% |
27.25 |
2.2% |
71% |
True |
False |
92,359 |
40 |
1,283.00 |
1,141.75 |
141.25 |
11.5% |
28.75 |
2.3% |
63% |
False |
False |
47,430 |
60 |
1,283.00 |
1,062.00 |
221.00 |
18.0% |
30.75 |
2.5% |
76% |
False |
False |
32,099 |
80 |
1,283.00 |
1,062.00 |
221.00 |
18.0% |
31.25 |
2.5% |
76% |
False |
False |
24,110 |
100 |
1,335.75 |
1,062.00 |
273.75 |
22.3% |
32.50 |
2.6% |
61% |
False |
False |
19,297 |
120 |
1,342.75 |
1,062.00 |
280.75 |
22.8% |
30.00 |
2.4% |
60% |
False |
False |
16,084 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,441.25 |
2.618 |
1,374.00 |
1.618 |
1,332.75 |
1.000 |
1,307.25 |
0.618 |
1,291.50 |
HIGH |
1,266.00 |
0.618 |
1,250.25 |
0.500 |
1,245.50 |
0.382 |
1,240.50 |
LOW |
1,224.75 |
0.618 |
1,199.25 |
1.000 |
1,183.50 |
1.618 |
1,158.00 |
2.618 |
1,116.75 |
4.250 |
1,049.50 |
|
|
Fisher Pivots for day following 08-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
1,245.50 |
1,245.50 |
PP |
1,240.25 |
1,240.25 |
S1 |
1,235.25 |
1,235.25 |
|