Trading Metrics calculated at close of trading on 29-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2011 |
29-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
1,260.00 |
1,244.00 |
-16.00 |
-1.3% |
1,212.00 |
High |
1,264.50 |
1,258.50 |
-6.00 |
-0.5% |
1,260.75 |
Low |
1,243.00 |
1,243.75 |
0.75 |
0.1% |
1,195.50 |
Close |
1,244.50 |
1,257.50 |
13.00 |
1.0% |
1,260.25 |
Range |
21.50 |
14.75 |
-6.75 |
-31.4% |
65.25 |
ATR |
25.10 |
24.36 |
-0.74 |
-2.9% |
0.00 |
Volume |
818,705 |
677,675 |
-141,030 |
-17.2% |
6,377,383 |
|
Daily Pivots for day following 29-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,297.50 |
1,292.25 |
1,265.50 |
|
R3 |
1,282.75 |
1,277.50 |
1,261.50 |
|
R2 |
1,268.00 |
1,268.00 |
1,260.25 |
|
R1 |
1,262.75 |
1,262.75 |
1,258.75 |
1,265.50 |
PP |
1,253.25 |
1,253.25 |
1,253.25 |
1,254.50 |
S1 |
1,248.00 |
1,248.00 |
1,256.25 |
1,250.50 |
S2 |
1,238.50 |
1,238.50 |
1,254.75 |
|
S3 |
1,223.75 |
1,233.25 |
1,253.50 |
|
S4 |
1,209.00 |
1,218.50 |
1,249.50 |
|
|
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 |
1,264.50 |
1,232.25 |
32.25 |
2.6% |
15.00 |
1.2% |
78% |
False |
False |
700,781 |
10 |
1,264.50 |
1,195.50 |
69.00 |
5.5% |
20.25 |
1.6% |
90% |
False |
False |
1,235,989 |
20 |
1,266.00 |
1,195.50 |
70.50 |
5.6% |
23.25 |
1.9% |
88% |
False |
False |
1,252,233 |
40 |
1,269.00 |
1,141.75 |
127.25 |
10.1% |
26.50 |
2.1% |
91% |
False |
False |
629,235 |
60 |
1,283.00 |
1,100.50 |
182.50 |
14.5% |
27.50 |
2.2% |
86% |
False |
False |
420,225 |
80 |
1,283.00 |
1,062.00 |
221.00 |
17.6% |
29.75 |
2.4% |
88% |
False |
False |
315,388 |
100 |
1,283.00 |
1,062.00 |
221.00 |
17.6% |
31.25 |
2.5% |
88% |
False |
False |
252,336 |
120 |
1,335.75 |
1,062.00 |
273.75 |
21.8% |
30.75 |
2.4% |
71% |
False |
False |
210,285 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,321.25 |
2.618 |
1,297.00 |
1.618 |
1,282.25 |
1.000 |
1,273.25 |
0.618 |
1,267.50 |
HIGH |
1,258.50 |
0.618 |
1,252.75 |
0.500 |
1,251.00 |
0.382 |
1,249.50 |
LOW |
1,243.75 |
0.618 |
1,234.75 |
1.000 |
1,229.00 |
1.618 |
1,220.00 |
2.618 |
1,205.25 |
4.250 |
1,181.00 |
|
|
Fisher Pivots for day following 29-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
1,255.50 |
1,256.25 |
PP |
1,253.25 |
1,255.00 |
S1 |
1,251.00 |
1,253.75 |
|