Trading Metrics calculated at close of trading on 16-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2011 |
16-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
11,760 |
11,820 |
60 |
0.5% |
12,129 |
High |
11,897 |
11,909 |
12 |
0.1% |
12,153 |
Low |
11,694 |
11,746 |
52 |
0.4% |
11,694 |
Close |
11,822 |
11,778 |
-44 |
-0.4% |
11,778 |
Range |
203 |
163 |
-40 |
-19.7% |
459 |
ATR |
237 |
232 |
-5 |
-2.2% |
0 |
Volume |
87,805 |
108,448 |
20,643 |
23.5% |
629,654 |
|
Daily Pivots for day following 16-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,300 |
12,202 |
11,868 |
|
R3 |
12,137 |
12,039 |
11,823 |
|
R2 |
11,974 |
11,974 |
11,808 |
|
R1 |
11,876 |
11,876 |
11,793 |
11,844 |
PP |
11,811 |
11,811 |
11,811 |
11,795 |
S1 |
11,713 |
11,713 |
11,763 |
11,681 |
S2 |
11,648 |
11,648 |
11,748 |
|
S3 |
11,485 |
11,550 |
11,733 |
|
S4 |
11,322 |
11,387 |
11,688 |
|
|
Weekly Pivots for week ending 16-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,252 |
12,974 |
12,031 |
|
R3 |
12,793 |
12,515 |
11,904 |
|
R2 |
12,334 |
12,334 |
11,862 |
|
R1 |
12,056 |
12,056 |
11,820 |
11,966 |
PP |
11,875 |
11,875 |
11,875 |
11,830 |
S1 |
11,597 |
11,597 |
11,736 |
11,507 |
S2 |
11,416 |
11,416 |
11,694 |
|
S3 |
10,957 |
11,138 |
11,652 |
|
S4 |
10,498 |
10,679 |
11,526 |
|
|
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% |
226 |
1.9% |
18% |
False |
False |
125,930 |
10 |
12,226 |
11,694 |
532 |
4.5% |
227 |
1.9% |
16% |
False |
False |
82,445 |
20 |
12,226 |
11,077 |
1,149 |
9.8% |
222 |
1.9% |
61% |
False |
False |
41,334 |
40 |
12,226 |
11,077 |
1,149 |
9.8% |
214 |
1.8% |
61% |
False |
False |
20,679 |
60 |
12,226 |
10,288 |
1,938 |
16.5% |
225 |
1.9% |
77% |
False |
False |
13,798 |
80 |
12,226 |
10,288 |
1,938 |
16.5% |
203 |
1.7% |
77% |
False |
False |
10,352 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,602 |
2.618 |
12,336 |
1.618 |
12,173 |
1.000 |
12,072 |
0.618 |
12,010 |
HIGH |
11,909 |
0.618 |
11,847 |
0.500 |
11,828 |
0.382 |
11,808 |
LOW |
11,746 |
0.618 |
11,645 |
1.000 |
11,583 |
1.618 |
11,482 |
2.618 |
11,319 |
4.250 |
11,053 |
|
|
Fisher Pivots for day following 16-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
11,828 |
11,820 |
PP |
11,811 |
11,806 |
S1 |
11,795 |
11,792 |
|