Trading Metrics calculated at close of trading on 06-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2011 |
06-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
11,980 |
11,990 |
10 |
0.1% |
11,278 |
High |
12,109 |
12,137 |
28 |
0.2% |
12,129 |
Low |
11,949 |
11,934 |
-15 |
-0.1% |
11,260 |
Close |
11,998 |
12,043 |
45 |
0.4% |
11,930 |
Range |
160 |
203 |
43 |
26.9% |
869 |
ATR |
233 |
231 |
-2 |
-0.9% |
0 |
Volume |
1,143 |
1,548 |
405 |
35.4% |
1,127 |
|
Daily Pivots for day following 06-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,647 |
12,548 |
12,155 |
|
R3 |
12,444 |
12,345 |
12,099 |
|
R2 |
12,241 |
12,241 |
12,080 |
|
R1 |
12,142 |
12,142 |
12,062 |
12,192 |
PP |
12,038 |
12,038 |
12,038 |
12,063 |
S1 |
11,939 |
11,939 |
12,025 |
11,989 |
S2 |
11,835 |
11,835 |
12,006 |
|
S3 |
11,632 |
11,736 |
11,987 |
|
S4 |
11,429 |
11,533 |
11,931 |
|
|
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 |
12,137 |
11,387 |
750 |
6.2% |
248 |
2.1% |
87% |
True |
False |
656 |
10 |
12,137 |
11,077 |
1,060 |
8.8% |
213 |
1.8% |
91% |
True |
False |
462 |
20 |
12,137 |
11,077 |
1,060 |
8.8% |
219 |
1.8% |
91% |
True |
False |
257 |
40 |
12,150 |
11,077 |
1,073 |
8.9% |
205 |
1.7% |
90% |
False |
False |
140 |
60 |
12,150 |
10,288 |
1,862 |
15.5% |
229 |
1.9% |
94% |
False |
False |
106 |
80 |
12,150 |
10,288 |
1,862 |
15.5% |
180 |
1.5% |
94% |
False |
False |
80 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,000 |
2.618 |
12,669 |
1.618 |
12,466 |
1.000 |
12,340 |
0.618 |
12,263 |
HIGH |
12,137 |
0.618 |
12,060 |
0.500 |
12,036 |
0.382 |
12,012 |
LOW |
11,934 |
0.618 |
11,809 |
1.000 |
11,731 |
1.618 |
11,606 |
2.618 |
11,403 |
4.250 |
11,071 |
|
|
Fisher Pivots for day following 06-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
12,041 |
12,040 |
PP |
12,038 |
12,037 |
S1 |
12,036 |
12,034 |
|