Trading Metrics calculated at close of trading on 05-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2011 |
05-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
11,951 |
11,980 |
29 |
0.2% |
11,278 |
High |
12,129 |
12,109 |
-20 |
-0.2% |
12,129 |
Low |
11,930 |
11,949 |
19 |
0.2% |
11,260 |
Close |
11,930 |
11,998 |
68 |
0.6% |
11,930 |
Range |
199 |
160 |
-39 |
-19.6% |
869 |
ATR |
237 |
233 |
-4 |
-1.7% |
0 |
Volume |
187 |
1,143 |
956 |
511.2% |
1,127 |
|
Daily Pivots for day following 05-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,499 |
12,408 |
12,086 |
|
R3 |
12,339 |
12,248 |
12,042 |
|
R2 |
12,179 |
12,179 |
12,027 |
|
R1 |
12,088 |
12,088 |
12,013 |
12,134 |
PP |
12,019 |
12,019 |
12,019 |
12,041 |
S1 |
11,928 |
11,928 |
11,983 |
11,974 |
S2 |
11,859 |
11,859 |
11,969 |
|
S3 |
11,699 |
11,768 |
11,954 |
|
S4 |
11,539 |
11,608 |
11,910 |
|
|
Weekly Pivots for week ending 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,380 |
14,024 |
12,408 |
|
R3 |
13,511 |
13,155 |
12,169 |
|
R2 |
12,642 |
12,642 |
12,089 |
|
R1 |
12,286 |
12,286 |
12,010 |
12,464 |
PP |
11,773 |
11,773 |
11,773 |
11,862 |
S1 |
11,417 |
11,417 |
11,850 |
11,595 |
S2 |
10,904 |
10,904 |
11,771 |
|
S3 |
10,035 |
10,548 |
11,691 |
|
S4 |
9,166 |
9,679 |
11,452 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,129 |
11,387 |
742 |
6.2% |
234 |
2.0% |
82% |
False |
False |
441 |
10 |
12,129 |
11,077 |
1,052 |
8.8% |
219 |
1.8% |
88% |
False |
False |
333 |
20 |
12,129 |
11,077 |
1,052 |
8.8% |
218 |
1.8% |
88% |
False |
False |
181 |
40 |
12,150 |
11,077 |
1,073 |
8.9% |
204 |
1.7% |
86% |
False |
False |
102 |
60 |
12,150 |
10,288 |
1,862 |
15.5% |
228 |
1.9% |
92% |
False |
False |
81 |
80 |
12,150 |
10,288 |
1,862 |
15.5% |
177 |
1.5% |
92% |
False |
False |
61 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,789 |
2.618 |
12,528 |
1.618 |
12,368 |
1.000 |
12,269 |
0.618 |
12,208 |
HIGH |
12,109 |
0.618 |
12,048 |
0.500 |
12,029 |
0.382 |
12,010 |
LOW |
11,949 |
0.618 |
11,850 |
1.000 |
11,789 |
1.618 |
11,690 |
2.618 |
11,530 |
4.250 |
11,269 |
|
|
Fisher Pivots for day following 05-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
12,029 |
12,015 |
PP |
12,019 |
12,009 |
S1 |
12,008 |
12,004 |
|