Trading Metrics calculated at close of trading on 08-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2011 |
08-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
12,060 |
12,143 |
83 |
0.7% |
11,278 |
High |
12,172 |
12,226 |
54 |
0.4% |
12,129 |
Low |
11,990 |
11,890 |
-100 |
-0.8% |
11,260 |
Close |
12,146 |
11,944 |
-202 |
-1.7% |
11,930 |
Range |
182 |
336 |
154 |
84.6% |
869 |
ATR |
227 |
235 |
8 |
3.4% |
0 |
Volume |
9,176 |
51,706 |
42,530 |
463.5% |
1,127 |
|
Daily Pivots for day following 08-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,028 |
12,822 |
12,129 |
|
R3 |
12,692 |
12,486 |
12,037 |
|
R2 |
12,356 |
12,356 |
12,006 |
|
R1 |
12,150 |
12,150 |
11,975 |
12,085 |
PP |
12,020 |
12,020 |
12,020 |
11,988 |
S1 |
11,814 |
11,814 |
11,913 |
11,749 |
S2 |
11,684 |
11,684 |
11,883 |
|
S3 |
11,348 |
11,478 |
11,852 |
|
S4 |
11,012 |
11,142 |
11,759 |
|
|
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 |
12,226 |
11,890 |
336 |
2.8% |
216 |
1.8% |
16% |
True |
True |
12,752 |
10 |
12,226 |
11,077 |
1,149 |
9.6% |
226 |
1.9% |
75% |
True |
False |
6,478 |
20 |
12,226 |
11,077 |
1,149 |
9.6% |
219 |
1.8% |
75% |
True |
False |
3,300 |
40 |
12,226 |
11,077 |
1,149 |
9.6% |
209 |
1.8% |
75% |
True |
False |
1,659 |
60 |
12,226 |
10,288 |
1,938 |
16.2% |
229 |
1.9% |
85% |
True |
False |
1,121 |
80 |
12,226 |
10,288 |
1,938 |
16.2% |
186 |
1.6% |
85% |
True |
False |
841 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,654 |
2.618 |
13,106 |
1.618 |
12,770 |
1.000 |
12,562 |
0.618 |
12,434 |
HIGH |
12,226 |
0.618 |
12,098 |
0.500 |
12,058 |
0.382 |
12,018 |
LOW |
11,890 |
0.618 |
11,682 |
1.000 |
11,554 |
1.618 |
11,346 |
2.618 |
11,010 |
4.250 |
10,462 |
|
|
Fisher Pivots for day following 08-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
12,058 |
12,058 |
PP |
12,020 |
12,020 |
S1 |
11,982 |
11,982 |
|