Trading Metrics calculated at close of trading on 12-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2011 |
12-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
11,934 |
12,129 |
195 |
1.6% |
11,980 |
High |
12,150 |
12,153 |
3 |
0.0% |
12,226 |
Low |
11,890 |
11,864 |
-26 |
-0.2% |
11,890 |
Close |
12,143 |
11,943 |
-200 |
-1.6% |
12,143 |
Range |
260 |
289 |
29 |
11.2% |
336 |
ATR |
237 |
240 |
4 |
1.6% |
0 |
Volume |
131,226 |
134,117 |
2,891 |
2.2% |
194,799 |
|
Daily Pivots for day following 12-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,854 |
12,687 |
12,102 |
|
R3 |
12,565 |
12,398 |
12,023 |
|
R2 |
12,276 |
12,276 |
11,996 |
|
R1 |
12,109 |
12,109 |
11,970 |
12,048 |
PP |
11,987 |
11,987 |
11,987 |
11,956 |
S1 |
11,820 |
11,820 |
11,917 |
11,759 |
S2 |
11,698 |
11,698 |
11,890 |
|
S3 |
11,409 |
11,531 |
11,864 |
|
S4 |
11,120 |
11,242 |
11,784 |
|
|
Weekly Pivots for week ending 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,094 |
12,955 |
12,328 |
|
R3 |
12,758 |
12,619 |
12,236 |
|
R2 |
12,422 |
12,422 |
12,205 |
|
R1 |
12,283 |
12,283 |
12,174 |
12,353 |
PP |
12,086 |
12,086 |
12,086 |
12,121 |
S1 |
11,947 |
11,947 |
12,112 |
12,017 |
S2 |
11,750 |
11,750 |
12,082 |
|
S3 |
11,414 |
11,611 |
12,051 |
|
S4 |
11,078 |
11,275 |
11,958 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,226 |
11,864 |
362 |
3.0% |
254 |
2.1% |
22% |
False |
True |
65,554 |
10 |
12,226 |
11,387 |
839 |
7.0% |
244 |
2.0% |
66% |
False |
False |
32,998 |
20 |
12,226 |
11,077 |
1,149 |
9.6% |
221 |
1.8% |
75% |
False |
False |
16,563 |
40 |
12,226 |
11,077 |
1,149 |
9.6% |
215 |
1.8% |
75% |
False |
False |
8,292 |
60 |
12,226 |
10,288 |
1,938 |
16.2% |
233 |
1.9% |
85% |
False |
False |
5,541 |
80 |
12,226 |
10,288 |
1,938 |
16.2% |
193 |
1.6% |
85% |
False |
False |
4,158 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,381 |
2.618 |
12,910 |
1.618 |
12,621 |
1.000 |
12,442 |
0.618 |
12,332 |
HIGH |
12,153 |
0.618 |
12,043 |
0.500 |
12,009 |
0.382 |
11,975 |
LOW |
11,864 |
0.618 |
11,686 |
1.000 |
11,575 |
1.618 |
11,397 |
2.618 |
11,108 |
4.250 |
10,636 |
|
|
Fisher Pivots for day following 12-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
12,009 |
12,045 |
PP |
11,987 |
12,011 |
S1 |
11,965 |
11,977 |
|