Trading Metrics calculated at close of trading on 13-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2011 |
13-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
1,250.25 |
1,229.25 |
-21.00 |
-1.7% |
1,243.00 |
High |
1,254.50 |
1,244.00 |
-10.50 |
-0.8% |
1,266.00 |
Low |
1,220.00 |
1,212.50 |
-7.50 |
-0.6% |
1,222.75 |
Close |
1,229.25 |
1,220.25 |
-9.00 |
-0.7% |
1,253.00 |
Range |
34.50 |
31.50 |
-3.00 |
-8.7% |
43.25 |
ATR |
30.01 |
30.12 |
0.11 |
0.4% |
0.00 |
Volume |
2,578,512 |
3,101,285 |
522,773 |
20.3% |
4,082,677 |
|
Daily Pivots for day following 13-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,320.00 |
1,301.75 |
1,237.50 |
|
R3 |
1,288.50 |
1,270.25 |
1,229.00 |
|
R2 |
1,257.00 |
1,257.00 |
1,226.00 |
|
R1 |
1,238.75 |
1,238.75 |
1,223.25 |
1,232.00 |
PP |
1,225.50 |
1,225.50 |
1,225.50 |
1,222.25 |
S1 |
1,207.25 |
1,207.25 |
1,217.25 |
1,200.50 |
S2 |
1,194.00 |
1,194.00 |
1,214.50 |
|
S3 |
1,162.50 |
1,175.75 |
1,211.50 |
|
S4 |
1,131.00 |
1,144.25 |
1,203.00 |
|
|
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 |
1,212.50 |
53.50 |
4.4% |
32.75 |
2.7% |
14% |
False |
True |
1,929,633 |
10 |
1,266.00 |
1,177.25 |
88.75 |
7.3% |
30.25 |
2.5% |
48% |
False |
False |
984,474 |
20 |
1,266.00 |
1,141.75 |
124.25 |
10.2% |
28.00 |
2.3% |
63% |
False |
False |
496,143 |
40 |
1,283.00 |
1,141.75 |
141.25 |
11.6% |
29.25 |
2.4% |
56% |
False |
False |
249,519 |
60 |
1,283.00 |
1,062.00 |
221.00 |
18.1% |
31.25 |
2.6% |
72% |
False |
False |
166,900 |
80 |
1,283.00 |
1,062.00 |
221.00 |
18.1% |
31.25 |
2.6% |
72% |
False |
False |
125,224 |
100 |
1,328.25 |
1,062.00 |
266.25 |
21.8% |
33.00 |
2.7% |
59% |
False |
False |
100,194 |
120 |
1,342.75 |
1,062.00 |
280.75 |
23.0% |
30.50 |
2.5% |
56% |
False |
False |
83,499 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,378.00 |
2.618 |
1,326.50 |
1.618 |
1,295.00 |
1.000 |
1,275.50 |
0.618 |
1,263.50 |
HIGH |
1,244.00 |
0.618 |
1,232.00 |
0.500 |
1,228.25 |
0.382 |
1,224.50 |
LOW |
1,212.50 |
0.618 |
1,193.00 |
1.000 |
1,181.00 |
1.618 |
1,161.50 |
2.618 |
1,130.00 |
4.250 |
1,078.50 |
|
|
Fisher Pivots for day following 13-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
1,228.25 |
1,233.50 |
PP |
1,225.50 |
1,229.25 |
S1 |
1,223.00 |
1,224.75 |
|