Trading Metrics calculated at close of trading on 13-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2011 |
13-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
12,129 |
11,941 |
-188 |
-1.6% |
11,980 |
High |
12,153 |
12,075 |
-78 |
-0.6% |
12,226 |
Low |
11,864 |
11,829 |
-35 |
-0.3% |
11,890 |
Close |
11,943 |
11,895 |
-48 |
-0.4% |
12,143 |
Range |
289 |
246 |
-43 |
-14.9% |
336 |
ATR |
240 |
241 |
0 |
0.2% |
0 |
Volume |
134,117 |
150,326 |
16,209 |
12.1% |
194,799 |
|
Daily Pivots for day following 13-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,671 |
12,529 |
12,030 |
|
R3 |
12,425 |
12,283 |
11,963 |
|
R2 |
12,179 |
12,179 |
11,940 |
|
R1 |
12,037 |
12,037 |
11,918 |
11,985 |
PP |
11,933 |
11,933 |
11,933 |
11,907 |
S1 |
11,791 |
11,791 |
11,873 |
11,739 |
S2 |
11,687 |
11,687 |
11,850 |
|
S3 |
11,441 |
11,545 |
11,827 |
|
S4 |
11,195 |
11,299 |
11,760 |
|
|
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 |
11,829 |
397 |
3.3% |
263 |
2.2% |
17% |
False |
True |
95,310 |
10 |
12,226 |
11,387 |
839 |
7.1% |
255 |
2.1% |
61% |
False |
False |
47,983 |
20 |
12,226 |
11,077 |
1,149 |
9.7% |
224 |
1.9% |
71% |
False |
False |
24,079 |
40 |
12,226 |
11,077 |
1,149 |
9.7% |
214 |
1.8% |
71% |
False |
False |
12,050 |
60 |
12,226 |
10,288 |
1,938 |
16.3% |
234 |
2.0% |
83% |
False |
False |
8,045 |
80 |
12,226 |
10,288 |
1,938 |
16.3% |
196 |
1.6% |
83% |
False |
False |
6,037 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,121 |
2.618 |
12,719 |
1.618 |
12,473 |
1.000 |
12,321 |
0.618 |
12,227 |
HIGH |
12,075 |
0.618 |
11,981 |
0.500 |
11,952 |
0.382 |
11,923 |
LOW |
11,829 |
0.618 |
11,677 |
1.000 |
11,583 |
1.618 |
11,431 |
2.618 |
11,185 |
4.250 |
10,784 |
|
|
Fisher Pivots for day following 13-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
11,952 |
11,991 |
PP |
11,933 |
11,959 |
S1 |
11,914 |
11,927 |
|