Trading Metrics calculated at close of trading on 14-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2011 |
14-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
1,229.25 |
1,219.75 |
-9.50 |
-0.8% |
1,243.00 |
High |
1,244.00 |
1,226.50 |
-17.50 |
-1.4% |
1,266.00 |
Low |
1,212.50 |
1,202.50 |
-10.00 |
-0.8% |
1,222.75 |
Close |
1,220.25 |
1,206.25 |
-14.00 |
-1.1% |
1,253.00 |
Range |
31.50 |
24.00 |
-7.50 |
-23.8% |
43.25 |
ATR |
30.12 |
29.68 |
-0.44 |
-1.5% |
0.00 |
Volume |
3,101,285 |
2,854,734 |
-246,551 |
-7.9% |
4,082,677 |
|
Daily Pivots for day following 14-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,283.75 |
1,269.00 |
1,219.50 |
|
R3 |
1,259.75 |
1,245.00 |
1,212.75 |
|
R2 |
1,235.75 |
1,235.75 |
1,210.75 |
|
R1 |
1,221.00 |
1,221.00 |
1,208.50 |
1,216.50 |
PP |
1,211.75 |
1,211.75 |
1,211.75 |
1,209.50 |
S1 |
1,197.00 |
1,197.00 |
1,204.00 |
1,192.50 |
S2 |
1,187.75 |
1,187.75 |
1,201.75 |
|
S3 |
1,163.75 |
1,173.00 |
1,199.75 |
|
S4 |
1,139.75 |
1,149.00 |
1,193.00 |
|
|
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 |
1,202.50 |
63.50 |
5.3% |
32.75 |
2.7% |
6% |
False |
True |
2,444,454 |
10 |
1,266.00 |
1,202.50 |
63.50 |
5.3% |
26.25 |
2.2% |
6% |
False |
True |
1,268,477 |
20 |
1,266.00 |
1,141.75 |
124.25 |
10.3% |
27.75 |
2.3% |
52% |
False |
False |
638,416 |
40 |
1,283.00 |
1,141.75 |
141.25 |
11.7% |
28.75 |
2.4% |
46% |
False |
False |
320,769 |
60 |
1,283.00 |
1,062.00 |
221.00 |
18.3% |
31.25 |
2.6% |
65% |
False |
False |
214,464 |
80 |
1,283.00 |
1,062.00 |
221.00 |
18.3% |
31.25 |
2.6% |
65% |
False |
False |
160,906 |
100 |
1,328.00 |
1,062.00 |
266.00 |
22.1% |
33.00 |
2.7% |
54% |
False |
False |
128,741 |
120 |
1,342.75 |
1,062.00 |
280.75 |
23.3% |
30.50 |
2.5% |
51% |
False |
False |
107,288 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,328.50 |
2.618 |
1,289.25 |
1.618 |
1,265.25 |
1.000 |
1,250.50 |
0.618 |
1,241.25 |
HIGH |
1,226.50 |
0.618 |
1,217.25 |
0.500 |
1,214.50 |
0.382 |
1,211.75 |
LOW |
1,202.50 |
0.618 |
1,187.75 |
1.000 |
1,178.50 |
1.618 |
1,163.75 |
2.618 |
1,139.75 |
4.250 |
1,100.50 |
|
|
Fisher Pivots for day following 14-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
1,214.50 |
1,228.50 |
PP |
1,211.75 |
1,221.00 |
S1 |
1,209.00 |
1,213.75 |
|