Trading Metrics calculated at close of trading on 09-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2011 |
09-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
1,257.75 |
1,229.75 |
-28.00 |
-2.2% |
1,243.00 |
High |
1,266.00 |
1,254.75 |
-11.25 |
-0.9% |
1,266.00 |
Low |
1,224.75 |
1,222.75 |
-2.00 |
-0.2% |
1,222.75 |
Close |
1,230.25 |
1,253.00 |
22.75 |
1.8% |
1,253.00 |
Range |
41.25 |
32.00 |
-9.25 |
-22.4% |
43.25 |
ATR |
29.49 |
29.67 |
0.18 |
0.6% |
0.00 |
Volume |
1,277,789 |
2,409,951 |
1,132,162 |
88.6% |
4,082,677 |
|
Daily Pivots for day following 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,339.50 |
1,328.25 |
1,270.50 |
|
R3 |
1,307.50 |
1,296.25 |
1,261.75 |
|
R2 |
1,275.50 |
1,275.50 |
1,258.75 |
|
R1 |
1,264.25 |
1,264.25 |
1,256.00 |
1,270.00 |
PP |
1,243.50 |
1,243.50 |
1,243.50 |
1,246.25 |
S1 |
1,232.25 |
1,232.25 |
1,250.00 |
1,238.00 |
S2 |
1,211.50 |
1,211.50 |
1,247.25 |
|
S3 |
1,179.50 |
1,200.25 |
1,244.25 |
|
S4 |
1,147.50 |
1,168.25 |
1,235.50 |
|
|
Weekly Pivots for week ending 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,377.00 |
1,358.25 |
1,276.75 |
|
R3 |
1,333.75 |
1,315.00 |
1,265.00 |
|
R2 |
1,290.50 |
1,290.50 |
1,261.00 |
|
R1 |
1,271.75 |
1,271.75 |
1,257.00 |
1,281.00 |
PP |
1,247.25 |
1,247.25 |
1,247.25 |
1,252.00 |
S1 |
1,228.50 |
1,228.50 |
1,249.00 |
1,238.00 |
S2 |
1,204.00 |
1,204.00 |
1,245.00 |
|
S3 |
1,160.75 |
1,185.25 |
1,241.00 |
|
S4 |
1,117.50 |
1,142.00 |
1,229.25 |
|
|
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 |
1,222.75 |
43.25 |
3.5% |
27.00 |
2.2% |
70% |
False |
True |
816,535 |
10 |
1,266.00 |
1,164.00 |
102.00 |
8.1% |
28.00 |
2.2% |
87% |
False |
False |
418,161 |
20 |
1,266.00 |
1,141.75 |
124.25 |
9.9% |
27.50 |
2.2% |
90% |
False |
False |
212,687 |
40 |
1,283.00 |
1,141.75 |
141.25 |
11.3% |
29.25 |
2.3% |
79% |
False |
False |
107,639 |
60 |
1,283.00 |
1,062.00 |
221.00 |
17.6% |
30.75 |
2.5% |
86% |
False |
False |
72,251 |
80 |
1,283.00 |
1,062.00 |
221.00 |
17.6% |
31.50 |
2.5% |
86% |
False |
False |
54,234 |
100 |
1,335.75 |
1,062.00 |
273.75 |
21.8% |
32.75 |
2.6% |
70% |
False |
False |
43,396 |
120 |
1,342.75 |
1,062.00 |
280.75 |
22.4% |
30.00 |
2.4% |
68% |
False |
False |
36,167 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,390.75 |
2.618 |
1,338.50 |
1.618 |
1,306.50 |
1.000 |
1,286.75 |
0.618 |
1,274.50 |
HIGH |
1,254.75 |
0.618 |
1,242.50 |
0.500 |
1,238.75 |
0.382 |
1,235.00 |
LOW |
1,222.75 |
0.618 |
1,203.00 |
1.000 |
1,190.75 |
1.618 |
1,171.00 |
2.618 |
1,139.00 |
4.250 |
1,086.75 |
|
|
Fisher Pivots for day following 09-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
1,248.25 |
1,250.00 |
PP |
1,243.50 |
1,247.25 |
S1 |
1,238.75 |
1,244.50 |
|