Trading Metrics calculated at close of trading on 21-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2011 |
21-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
1,199.00 |
1,236.00 |
37.00 |
3.1% |
1,250.25 |
High |
1,237.25 |
1,249.00 |
11.75 |
0.9% |
1,254.50 |
Low |
1,198.75 |
1,223.00 |
24.25 |
2.0% |
1,198.00 |
Close |
1,236.00 |
1,236.25 |
0.25 |
0.0% |
1,211.00 |
Range |
38.50 |
26.00 |
-12.50 |
-32.5% |
56.50 |
ATR |
28.75 |
28.55 |
-0.20 |
-0.7% |
0.00 |
Volume |
1,825,749 |
1,650,581 |
-175,168 |
-9.6% |
12,619,979 |
|
Daily Pivots for day following 21-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,314.00 |
1,301.25 |
1,250.50 |
|
R3 |
1,288.00 |
1,275.25 |
1,243.50 |
|
R2 |
1,262.00 |
1,262.00 |
1,241.00 |
|
R1 |
1,249.25 |
1,249.25 |
1,238.75 |
1,255.50 |
PP |
1,236.00 |
1,236.00 |
1,236.00 |
1,239.25 |
S1 |
1,223.25 |
1,223.25 |
1,233.75 |
1,229.50 |
S2 |
1,210.00 |
1,210.00 |
1,231.50 |
|
S3 |
1,184.00 |
1,197.25 |
1,229.00 |
|
S4 |
1,158.00 |
1,171.25 |
1,222.00 |
|
|
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 |
1,249.00 |
1,195.50 |
53.50 |
4.3% |
25.50 |
2.1% |
76% |
True |
False |
1,771,198 |
10 |
1,266.00 |
1,195.50 |
70.50 |
5.7% |
29.00 |
2.4% |
58% |
False |
False |
2,107,826 |
20 |
1,266.00 |
1,141.75 |
124.25 |
10.1% |
27.75 |
2.2% |
76% |
False |
False |
1,079,336 |
40 |
1,283.00 |
1,141.75 |
141.25 |
11.4% |
28.50 |
2.3% |
67% |
False |
False |
541,955 |
60 |
1,283.00 |
1,062.00 |
221.00 |
17.9% |
29.75 |
2.4% |
79% |
False |
False |
361,947 |
80 |
1,283.00 |
1,062.00 |
221.00 |
17.9% |
30.50 |
2.5% |
79% |
False |
False |
271,591 |
100 |
1,283.00 |
1,062.00 |
221.00 |
17.9% |
33.25 |
2.7% |
79% |
False |
False |
217,301 |
120 |
1,342.75 |
1,062.00 |
280.75 |
22.7% |
30.75 |
2.5% |
62% |
False |
False |
181,088 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,359.50 |
2.618 |
1,317.00 |
1.618 |
1,291.00 |
1.000 |
1,275.00 |
0.618 |
1,265.00 |
HIGH |
1,249.00 |
0.618 |
1,239.00 |
0.500 |
1,236.00 |
0.382 |
1,233.00 |
LOW |
1,223.00 |
0.618 |
1,207.00 |
1.000 |
1,197.00 |
1.618 |
1,181.00 |
2.618 |
1,155.00 |
4.250 |
1,112.50 |
|
|
Fisher Pivots for day following 21-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
1,236.25 |
1,231.50 |
PP |
1,236.00 |
1,227.00 |
S1 |
1,236.00 |
1,222.25 |
|