Trading Metrics calculated at close of trading on 19-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2011 |
19-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
1,212.25 |
1,212.00 |
-0.25 |
0.0% |
1,250.25 |
High |
1,225.00 |
1,219.75 |
-5.25 |
-0.4% |
1,254.50 |
Low |
1,208.25 |
1,195.50 |
-12.75 |
-1.1% |
1,198.00 |
Close |
1,211.00 |
1,199.00 |
-12.00 |
-1.0% |
1,211.00 |
Range |
16.75 |
24.25 |
7.50 |
44.8% |
56.50 |
ATR |
28.28 |
27.99 |
-0.29 |
-1.0% |
0.00 |
Volume |
2,182,870 |
1,294,215 |
-888,655 |
-40.7% |
12,619,979 |
|
Daily Pivots for day following 19-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,277.50 |
1,262.50 |
1,212.25 |
|
R3 |
1,253.25 |
1,238.25 |
1,205.75 |
|
R2 |
1,229.00 |
1,229.00 |
1,203.50 |
|
R1 |
1,214.00 |
1,214.00 |
1,201.25 |
1,209.50 |
PP |
1,204.75 |
1,204.75 |
1,204.75 |
1,202.50 |
S1 |
1,189.75 |
1,189.75 |
1,196.75 |
1,185.00 |
S2 |
1,180.50 |
1,180.50 |
1,194.50 |
|
S3 |
1,156.25 |
1,165.50 |
1,192.25 |
|
S4 |
1,132.00 |
1,141.25 |
1,185.75 |
|
|
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 |
1,244.00 |
1,195.50 |
48.50 |
4.0% |
23.75 |
2.0% |
7% |
False |
True |
2,267,136 |
10 |
1,266.00 |
1,195.50 |
70.50 |
5.9% |
27.00 |
2.3% |
5% |
False |
True |
1,795,409 |
20 |
1,266.00 |
1,141.75 |
124.25 |
10.4% |
26.75 |
2.2% |
46% |
False |
False |
906,272 |
40 |
1,283.00 |
1,141.75 |
141.25 |
11.8% |
28.50 |
2.4% |
41% |
False |
False |
455,103 |
60 |
1,283.00 |
1,062.00 |
221.00 |
18.4% |
30.00 |
2.5% |
62% |
False |
False |
304,070 |
80 |
1,283.00 |
1,062.00 |
221.00 |
18.4% |
30.75 |
2.6% |
62% |
False |
False |
228,140 |
100 |
1,297.75 |
1,062.00 |
235.75 |
19.7% |
33.00 |
2.8% |
58% |
False |
False |
182,538 |
120 |
1,342.75 |
1,062.00 |
280.75 |
23.4% |
30.50 |
2.5% |
49% |
False |
False |
152,118 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,322.75 |
2.618 |
1,283.25 |
1.618 |
1,259.00 |
1.000 |
1,244.00 |
0.618 |
1,234.75 |
HIGH |
1,219.75 |
0.618 |
1,210.50 |
0.500 |
1,207.50 |
0.382 |
1,204.75 |
LOW |
1,195.50 |
0.618 |
1,180.50 |
1.000 |
1,171.25 |
1.618 |
1,156.25 |
2.618 |
1,132.00 |
4.250 |
1,092.50 |
|
|
Fisher Pivots for day following 19-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
1,207.50 |
1,210.25 |
PP |
1,204.75 |
1,206.50 |
S1 |
1,202.00 |
1,202.75 |
|