Trading Metrics calculated at close of trading on 23-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2011 |
23-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
1,236.00 |
1,249.50 |
13.50 |
1.1% |
1,212.00 |
High |
1,251.00 |
1,260.75 |
9.75 |
0.8% |
1,260.75 |
Low |
1,232.25 |
1,248.75 |
16.50 |
1.3% |
1,195.50 |
Close |
1,249.00 |
1,260.25 |
11.25 |
0.9% |
1,260.25 |
Range |
18.75 |
12.00 |
-6.75 |
-36.0% |
65.25 |
ATR |
27.85 |
26.72 |
-1.13 |
-4.1% |
0.00 |
Volume |
1,070,137 |
536,701 |
-533,436 |
-49.8% |
6,377,383 |
|
Daily Pivots for day following 23-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,292.50 |
1,288.50 |
1,266.75 |
|
R3 |
1,280.50 |
1,276.50 |
1,263.50 |
|
R2 |
1,268.50 |
1,268.50 |
1,262.50 |
|
R1 |
1,264.50 |
1,264.50 |
1,261.25 |
1,266.50 |
PP |
1,256.50 |
1,256.50 |
1,256.50 |
1,257.50 |
S1 |
1,252.50 |
1,252.50 |
1,259.25 |
1,254.50 |
S2 |
1,244.50 |
1,244.50 |
1,258.00 |
|
S3 |
1,232.50 |
1,240.50 |
1,257.00 |
|
S4 |
1,220.50 |
1,228.50 |
1,253.75 |
|
|
Weekly Pivots for week ending 23-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,434.50 |
1,412.75 |
1,296.25 |
|
R3 |
1,369.25 |
1,347.50 |
1,278.25 |
|
R2 |
1,304.00 |
1,304.00 |
1,272.25 |
|
R1 |
1,282.25 |
1,282.25 |
1,266.25 |
1,293.00 |
PP |
1,238.75 |
1,238.75 |
1,238.75 |
1,244.25 |
S1 |
1,217.00 |
1,217.00 |
1,254.25 |
1,228.00 |
S2 |
1,173.50 |
1,173.50 |
1,248.25 |
|
S3 |
1,108.25 |
1,151.75 |
1,242.25 |
|
S4 |
1,043.00 |
1,086.50 |
1,224.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,260.75 |
1,195.50 |
65.25 |
5.2% |
24.00 |
1.9% |
99% |
True |
False |
1,275,476 |
10 |
1,260.75 |
1,195.50 |
65.25 |
5.2% |
25.00 |
2.0% |
99% |
True |
False |
1,899,736 |
20 |
1,266.00 |
1,164.00 |
102.00 |
8.1% |
26.50 |
2.1% |
94% |
False |
False |
1,158,949 |
40 |
1,277.75 |
1,141.75 |
136.00 |
10.8% |
27.50 |
2.2% |
87% |
False |
False |
582,007 |
60 |
1,283.00 |
1,062.00 |
221.00 |
17.5% |
29.00 |
2.3% |
90% |
False |
False |
388,681 |
80 |
1,283.00 |
1,062.00 |
221.00 |
17.5% |
30.25 |
2.4% |
90% |
False |
False |
291,676 |
100 |
1,283.00 |
1,062.00 |
221.00 |
17.5% |
32.75 |
2.6% |
90% |
False |
False |
233,369 |
120 |
1,342.75 |
1,062.00 |
280.75 |
22.3% |
30.75 |
2.4% |
71% |
False |
False |
194,478 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,311.75 |
2.618 |
1,292.25 |
1.618 |
1,280.25 |
1.000 |
1,272.75 |
0.618 |
1,268.25 |
HIGH |
1,260.75 |
0.618 |
1,256.25 |
0.500 |
1,254.75 |
0.382 |
1,253.25 |
LOW |
1,248.75 |
0.618 |
1,241.25 |
1.000 |
1,236.75 |
1.618 |
1,229.25 |
2.618 |
1,217.25 |
4.250 |
1,197.75 |
|
|
Fisher Pivots for day following 23-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
1,258.50 |
1,254.00 |
PP |
1,256.50 |
1,248.00 |
S1 |
1,254.75 |
1,242.00 |
|