Trading Metrics calculated at close of trading on 07-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2011 |
07-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
11,990 |
12,060 |
70 |
0.6% |
11,278 |
High |
12,137 |
12,172 |
35 |
0.3% |
12,129 |
Low |
11,934 |
11,990 |
56 |
0.5% |
11,260 |
Close |
12,043 |
12,146 |
103 |
0.9% |
11,930 |
Range |
203 |
182 |
-21 |
-10.3% |
869 |
ATR |
231 |
227 |
-3 |
-1.5% |
0 |
Volume |
1,548 |
9,176 |
7,628 |
492.8% |
1,127 |
|
Daily Pivots for day following 07-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,649 |
12,579 |
12,246 |
|
R3 |
12,467 |
12,397 |
12,196 |
|
R2 |
12,285 |
12,285 |
12,179 |
|
R1 |
12,215 |
12,215 |
12,163 |
12,250 |
PP |
12,103 |
12,103 |
12,103 |
12,120 |
S1 |
12,033 |
12,033 |
12,129 |
12,068 |
S2 |
11,921 |
11,921 |
12,113 |
|
S3 |
11,739 |
11,851 |
12,096 |
|
S4 |
11,557 |
11,669 |
12,046 |
|
|
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 |
12,172 |
11,900 |
272 |
2.2% |
169 |
1.4% |
90% |
True |
False |
2,466 |
10 |
12,172 |
11,077 |
1,095 |
9.0% |
215 |
1.8% |
98% |
True |
False |
1,346 |
20 |
12,172 |
11,077 |
1,095 |
9.0% |
221 |
1.8% |
98% |
True |
False |
716 |
40 |
12,172 |
11,077 |
1,095 |
9.0% |
207 |
1.7% |
98% |
True |
False |
369 |
60 |
12,172 |
10,288 |
1,884 |
15.5% |
230 |
1.9% |
99% |
True |
False |
259 |
80 |
12,172 |
10,288 |
1,884 |
15.5% |
182 |
1.5% |
99% |
True |
False |
195 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,946 |
2.618 |
12,649 |
1.618 |
12,467 |
1.000 |
12,354 |
0.618 |
12,285 |
HIGH |
12,172 |
0.618 |
12,103 |
0.500 |
12,081 |
0.382 |
12,060 |
LOW |
11,990 |
0.618 |
11,878 |
1.000 |
11,808 |
1.618 |
11,696 |
2.618 |
11,514 |
4.250 |
11,217 |
|
|
Fisher Pivots for day following 07-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
12,124 |
12,115 |
PP |
12,103 |
12,084 |
S1 |
12,081 |
12,053 |
|