Trading Metrics calculated at close of trading on 15-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2011 |
15-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
11,889 |
11,760 |
-129 |
-1.1% |
11,980 |
High |
11,945 |
11,897 |
-48 |
-0.4% |
12,226 |
Low |
11,716 |
11,694 |
-22 |
-0.2% |
11,890 |
Close |
11,762 |
11,822 |
60 |
0.5% |
12,143 |
Range |
229 |
203 |
-26 |
-11.4% |
336 |
ATR |
240 |
237 |
-3 |
-1.1% |
0 |
Volume |
148,958 |
87,805 |
-61,153 |
-41.1% |
194,799 |
|
Daily Pivots for day following 15-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,413 |
12,321 |
11,934 |
|
R3 |
12,210 |
12,118 |
11,878 |
|
R2 |
12,007 |
12,007 |
11,859 |
|
R1 |
11,915 |
11,915 |
11,841 |
11,961 |
PP |
11,804 |
11,804 |
11,804 |
11,828 |
S1 |
11,712 |
11,712 |
11,804 |
11,758 |
S2 |
11,601 |
11,601 |
11,785 |
|
S3 |
11,398 |
11,509 |
11,766 |
|
S4 |
11,195 |
11,306 |
11,710 |
|
|
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 |
12,153 |
11,694 |
459 |
3.9% |
246 |
2.1% |
28% |
False |
True |
130,486 |
10 |
12,226 |
11,694 |
532 |
4.5% |
231 |
2.0% |
24% |
False |
True |
71,619 |
20 |
12,226 |
11,077 |
1,149 |
9.7% |
225 |
1.9% |
65% |
False |
False |
35,914 |
40 |
12,226 |
11,077 |
1,149 |
9.7% |
213 |
1.8% |
65% |
False |
False |
17,969 |
60 |
12,226 |
10,288 |
1,938 |
16.4% |
230 |
1.9% |
79% |
False |
False |
11,991 |
80 |
12,226 |
10,288 |
1,938 |
16.4% |
201 |
1.7% |
79% |
False |
False |
8,996 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,760 |
2.618 |
12,429 |
1.618 |
12,226 |
1.000 |
12,100 |
0.618 |
12,023 |
HIGH |
11,897 |
0.618 |
11,820 |
0.500 |
11,796 |
0.382 |
11,772 |
LOW |
11,694 |
0.618 |
11,569 |
1.000 |
11,491 |
1.618 |
11,366 |
2.618 |
11,163 |
4.250 |
10,831 |
|
|
Fisher Pivots for day following 15-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
11,813 |
11,885 |
PP |
11,804 |
11,864 |
S1 |
11,796 |
11,843 |
|