Trading Metrics calculated at close of trading on 12-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2011 |
12-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
1,229.75 |
1,250.25 |
20.50 |
1.7% |
1,243.00 |
High |
1,254.75 |
1,254.50 |
-0.25 |
0.0% |
1,266.00 |
Low |
1,222.75 |
1,220.00 |
-2.75 |
-0.2% |
1,222.75 |
Close |
1,253.00 |
1,229.25 |
-23.75 |
-1.9% |
1,253.00 |
Range |
32.00 |
34.50 |
2.50 |
7.8% |
43.25 |
ATR |
29.67 |
30.01 |
0.35 |
1.2% |
0.00 |
Volume |
2,409,951 |
2,578,512 |
168,561 |
7.0% |
4,082,677 |
|
Daily Pivots for day following 12-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,338.00 |
1,318.25 |
1,248.25 |
|
R3 |
1,303.50 |
1,283.75 |
1,238.75 |
|
R2 |
1,269.00 |
1,269.00 |
1,235.50 |
|
R1 |
1,249.25 |
1,249.25 |
1,232.50 |
1,242.00 |
PP |
1,234.50 |
1,234.50 |
1,234.50 |
1,231.00 |
S1 |
1,214.75 |
1,214.75 |
1,226.00 |
1,207.50 |
S2 |
1,200.00 |
1,200.00 |
1,223.00 |
|
S3 |
1,165.50 |
1,180.25 |
1,219.75 |
|
S4 |
1,131.00 |
1,145.75 |
1,210.25 |
|
|
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 |
1,220.00 |
46.00 |
3.7% |
30.50 |
2.5% |
20% |
False |
True |
1,323,682 |
10 |
1,266.00 |
1,177.25 |
88.75 |
7.2% |
29.00 |
2.4% |
59% |
False |
False |
675,196 |
20 |
1,266.00 |
1,141.75 |
124.25 |
10.1% |
27.75 |
2.3% |
70% |
False |
False |
341,256 |
40 |
1,283.00 |
1,141.75 |
141.25 |
11.5% |
29.25 |
2.4% |
62% |
False |
False |
172,022 |
60 |
1,283.00 |
1,062.00 |
221.00 |
18.0% |
31.25 |
2.5% |
76% |
False |
False |
115,220 |
80 |
1,283.00 |
1,062.00 |
221.00 |
18.0% |
31.25 |
2.5% |
76% |
False |
False |
86,465 |
100 |
1,335.75 |
1,062.00 |
273.75 |
22.3% |
32.75 |
2.7% |
61% |
False |
False |
69,181 |
120 |
1,342.75 |
1,062.00 |
280.75 |
22.8% |
30.25 |
2.5% |
60% |
False |
False |
57,655 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,401.00 |
2.618 |
1,344.75 |
1.618 |
1,310.25 |
1.000 |
1,289.00 |
0.618 |
1,275.75 |
HIGH |
1,254.50 |
0.618 |
1,241.25 |
0.500 |
1,237.25 |
0.382 |
1,233.25 |
LOW |
1,220.00 |
0.618 |
1,198.75 |
1.000 |
1,185.50 |
1.618 |
1,164.25 |
2.618 |
1,129.75 |
4.250 |
1,073.50 |
|
|
Fisher Pivots for day following 12-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
1,237.25 |
1,243.00 |
PP |
1,234.50 |
1,238.50 |
S1 |
1,232.00 |
1,233.75 |
|