Trading Metrics calculated at close of trading on 22-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2011 |
22-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
1,236.00 |
1,236.00 |
0.00 |
0.0% |
1,250.25 |
High |
1,249.00 |
1,251.00 |
2.00 |
0.2% |
1,254.50 |
Low |
1,223.00 |
1,232.25 |
9.25 |
0.8% |
1,198.00 |
Close |
1,236.25 |
1,249.00 |
12.75 |
1.0% |
1,211.00 |
Range |
26.00 |
18.75 |
-7.25 |
-27.9% |
56.50 |
ATR |
28.55 |
27.85 |
-0.70 |
-2.5% |
0.00 |
Volume |
1,650,581 |
1,070,137 |
-580,444 |
-35.2% |
12,619,979 |
|
Daily Pivots for day following 22-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,300.25 |
1,293.50 |
1,259.25 |
|
R3 |
1,281.50 |
1,274.75 |
1,254.25 |
|
R2 |
1,262.75 |
1,262.75 |
1,252.50 |
|
R1 |
1,256.00 |
1,256.00 |
1,250.75 |
1,259.50 |
PP |
1,244.00 |
1,244.00 |
1,244.00 |
1,245.75 |
S1 |
1,237.25 |
1,237.25 |
1,247.25 |
1,240.50 |
S2 |
1,225.25 |
1,225.25 |
1,245.50 |
|
S3 |
1,206.50 |
1,218.50 |
1,243.75 |
|
S4 |
1,187.75 |
1,199.75 |
1,238.75 |
|
|
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 |
1,251.00 |
1,195.50 |
55.50 |
4.4% |
24.75 |
2.0% |
96% |
True |
False |
1,604,710 |
10 |
1,254.75 |
1,195.50 |
59.25 |
4.7% |
27.00 |
2.2% |
90% |
False |
False |
2,087,061 |
20 |
1,266.00 |
1,141.75 |
124.25 |
9.9% |
27.25 |
2.2% |
86% |
False |
False |
1,132,454 |
40 |
1,283.00 |
1,141.75 |
141.25 |
11.3% |
28.50 |
2.3% |
76% |
False |
False |
568,644 |
60 |
1,283.00 |
1,062.00 |
221.00 |
17.7% |
29.50 |
2.4% |
85% |
False |
False |
379,761 |
80 |
1,283.00 |
1,062.00 |
221.00 |
17.7% |
30.50 |
2.4% |
85% |
False |
False |
284,967 |
100 |
1,283.00 |
1,062.00 |
221.00 |
17.7% |
33.00 |
2.6% |
85% |
False |
False |
228,002 |
120 |
1,342.75 |
1,062.00 |
280.75 |
22.5% |
30.75 |
2.5% |
67% |
False |
False |
190,006 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,330.75 |
2.618 |
1,300.00 |
1.618 |
1,281.25 |
1.000 |
1,269.75 |
0.618 |
1,262.50 |
HIGH |
1,251.00 |
0.618 |
1,243.75 |
0.500 |
1,241.50 |
0.382 |
1,239.50 |
LOW |
1,232.25 |
0.618 |
1,220.75 |
1.000 |
1,213.50 |
1.618 |
1,202.00 |
2.618 |
1,183.25 |
4.250 |
1,152.50 |
|
|
Fisher Pivots for day following 22-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
1,246.50 |
1,241.00 |
PP |
1,244.00 |
1,233.00 |
S1 |
1,241.50 |
1,225.00 |
|