Trading Metrics calculated at close of trading on 16-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2011 |
16-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
1,206.25 |
1,212.25 |
6.00 |
0.5% |
1,250.25 |
High |
1,220.50 |
1,225.00 |
4.50 |
0.4% |
1,254.50 |
Low |
1,198.00 |
1,208.25 |
10.25 |
0.9% |
1,198.00 |
Close |
1,211.75 |
1,211.00 |
-0.75 |
-0.1% |
1,211.00 |
Range |
22.50 |
16.75 |
-5.75 |
-25.6% |
56.50 |
ATR |
29.17 |
28.28 |
-0.89 |
-3.0% |
0.00 |
Volume |
1,902,578 |
2,182,870 |
280,292 |
14.7% |
12,619,979 |
|
Daily Pivots for day following 16-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,265.00 |
1,254.75 |
1,220.25 |
|
R3 |
1,248.25 |
1,238.00 |
1,215.50 |
|
R2 |
1,231.50 |
1,231.50 |
1,214.00 |
|
R1 |
1,221.25 |
1,221.25 |
1,212.50 |
1,218.00 |
PP |
1,214.75 |
1,214.75 |
1,214.75 |
1,213.00 |
S1 |
1,204.50 |
1,204.50 |
1,209.50 |
1,201.25 |
S2 |
1,198.00 |
1,198.00 |
1,208.00 |
|
S3 |
1,181.25 |
1,187.75 |
1,206.50 |
|
S4 |
1,164.50 |
1,171.00 |
1,201.75 |
|
|
Weekly Pivots for week ending 16-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,390.75 |
1,357.25 |
1,242.00 |
|
R3 |
1,334.25 |
1,300.75 |
1,226.50 |
|
R2 |
1,277.75 |
1,277.75 |
1,221.25 |
|
R1 |
1,244.25 |
1,244.25 |
1,216.25 |
1,232.75 |
PP |
1,221.25 |
1,221.25 |
1,221.25 |
1,215.50 |
S1 |
1,187.75 |
1,187.75 |
1,205.75 |
1,176.25 |
S2 |
1,164.75 |
1,164.75 |
1,200.75 |
|
S3 |
1,108.25 |
1,131.25 |
1,195.50 |
|
S4 |
1,051.75 |
1,074.75 |
1,180.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,254.50 |
1,198.00 |
56.50 |
4.7% |
25.75 |
2.1% |
23% |
False |
False |
2,523,995 |
10 |
1,266.00 |
1,198.00 |
68.00 |
5.6% |
26.50 |
2.2% |
19% |
False |
False |
1,670,265 |
20 |
1,266.00 |
1,141.75 |
124.25 |
10.3% |
26.75 |
2.2% |
56% |
False |
False |
842,415 |
40 |
1,283.00 |
1,141.75 |
141.25 |
11.7% |
28.50 |
2.4% |
49% |
False |
False |
422,783 |
60 |
1,283.00 |
1,062.00 |
221.00 |
18.2% |
30.25 |
2.5% |
67% |
False |
False |
282,521 |
80 |
1,283.00 |
1,062.00 |
221.00 |
18.2% |
30.75 |
2.5% |
67% |
False |
False |
211,963 |
100 |
1,301.00 |
1,062.00 |
239.00 |
19.7% |
33.00 |
2.7% |
62% |
False |
False |
169,596 |
120 |
1,342.75 |
1,062.00 |
280.75 |
23.2% |
30.50 |
2.5% |
53% |
False |
False |
141,333 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,296.25 |
2.618 |
1,268.75 |
1.618 |
1,252.00 |
1.000 |
1,241.75 |
0.618 |
1,235.25 |
HIGH |
1,225.00 |
0.618 |
1,218.50 |
0.500 |
1,216.50 |
0.382 |
1,214.75 |
LOW |
1,208.25 |
0.618 |
1,198.00 |
1.000 |
1,191.50 |
1.618 |
1,181.25 |
2.618 |
1,164.50 |
4.250 |
1,137.00 |
|
|
Fisher Pivots for day following 16-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
1,216.50 |
1,212.25 |
PP |
1,214.75 |
1,211.75 |
S1 |
1,213.00 |
1,211.50 |
|