Trading Metrics calculated at close of trading on 19-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2011 |
19-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
11,820 |
11,793 |
-27 |
-0.2% |
12,129 |
High |
11,909 |
11,857 |
-52 |
-0.4% |
12,153 |
Low |
11,746 |
11,661 |
-85 |
-0.7% |
11,694 |
Close |
11,778 |
11,703 |
-75 |
-0.6% |
11,778 |
Range |
163 |
196 |
33 |
20.2% |
459 |
ATR |
232 |
229 |
-3 |
-1.1% |
0 |
Volume |
108,448 |
74,259 |
-34,189 |
-31.5% |
629,654 |
|
Daily Pivots for day following 19-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,328 |
12,212 |
11,811 |
|
R3 |
12,132 |
12,016 |
11,757 |
|
R2 |
11,936 |
11,936 |
11,739 |
|
R1 |
11,820 |
11,820 |
11,721 |
11,780 |
PP |
11,740 |
11,740 |
11,740 |
11,721 |
S1 |
11,624 |
11,624 |
11,685 |
11,584 |
S2 |
11,544 |
11,544 |
11,667 |
|
S3 |
11,348 |
11,428 |
11,649 |
|
S4 |
11,152 |
11,232 |
11,595 |
|
|
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 |
12,075 |
11,661 |
414 |
3.5% |
208 |
1.8% |
10% |
False |
True |
113,959 |
10 |
12,226 |
11,661 |
565 |
4.8% |
231 |
2.0% |
7% |
False |
True |
89,756 |
20 |
12,226 |
11,077 |
1,149 |
9.8% |
225 |
1.9% |
54% |
False |
False |
45,045 |
40 |
12,226 |
11,077 |
1,149 |
9.8% |
212 |
1.8% |
54% |
False |
False |
22,536 |
60 |
12,226 |
10,288 |
1,938 |
16.6% |
223 |
1.9% |
73% |
False |
False |
15,035 |
80 |
12,226 |
10,288 |
1,938 |
16.6% |
206 |
1.8% |
73% |
False |
False |
11,280 |
100 |
12,226 |
10,288 |
1,938 |
16.6% |
169 |
1.4% |
73% |
False |
False |
9,024 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,690 |
2.618 |
12,370 |
1.618 |
12,174 |
1.000 |
12,053 |
0.618 |
11,978 |
HIGH |
11,857 |
0.618 |
11,782 |
0.500 |
11,759 |
0.382 |
11,736 |
LOW |
11,661 |
0.618 |
11,540 |
1.000 |
11,465 |
1.618 |
11,344 |
2.618 |
11,148 |
4.250 |
10,828 |
|
|
Fisher Pivots for day following 19-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
11,759 |
11,785 |
PP |
11,740 |
11,758 |
S1 |
11,722 |
11,730 |
|