Trading Metrics calculated at close of trading on 21-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2011 |
21-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
11,705 |
12,027 |
322 |
2.8% |
12,129 |
High |
12,047 |
12,158 |
111 |
0.9% |
12,153 |
Low |
11,693 |
11,928 |
235 |
2.0% |
11,694 |
Close |
12,031 |
12,024 |
-7 |
-0.1% |
11,778 |
Range |
354 |
230 |
-124 |
-35.0% |
459 |
ATR |
238 |
238 |
-1 |
-0.3% |
0 |
Volume |
109,071 |
101,287 |
-7,784 |
-7.1% |
629,654 |
|
Daily Pivots for day following 21-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,727 |
12,605 |
12,151 |
|
R3 |
12,497 |
12,375 |
12,087 |
|
R2 |
12,267 |
12,267 |
12,066 |
|
R1 |
12,145 |
12,145 |
12,045 |
12,091 |
PP |
12,037 |
12,037 |
12,037 |
12,010 |
S1 |
11,915 |
11,915 |
12,003 |
11,861 |
S2 |
11,807 |
11,807 |
11,982 |
|
S3 |
11,577 |
11,685 |
11,961 |
|
S4 |
11,347 |
11,455 |
11,898 |
|
|
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 |
12,158 |
11,661 |
497 |
4.1% |
229 |
1.9% |
73% |
True |
False |
96,174 |
10 |
12,226 |
11,661 |
565 |
4.7% |
251 |
2.1% |
64% |
False |
False |
109,720 |
20 |
12,226 |
11,077 |
1,149 |
9.6% |
233 |
1.9% |
82% |
False |
False |
55,533 |
40 |
12,226 |
11,077 |
1,149 |
9.6% |
218 |
1.8% |
82% |
False |
False |
27,794 |
60 |
12,226 |
10,288 |
1,938 |
16.1% |
221 |
1.8% |
90% |
False |
False |
18,539 |
80 |
12,226 |
10,288 |
1,938 |
16.1% |
213 |
1.8% |
90% |
False |
False |
13,910 |
100 |
12,226 |
10,288 |
1,938 |
16.1% |
172 |
1.4% |
90% |
False |
False |
11,128 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,136 |
2.618 |
12,760 |
1.618 |
12,530 |
1.000 |
12,388 |
0.618 |
12,300 |
HIGH |
12,158 |
0.618 |
12,070 |
0.500 |
12,043 |
0.382 |
12,016 |
LOW |
11,928 |
0.618 |
11,786 |
1.000 |
11,698 |
1.618 |
11,556 |
2.618 |
11,326 |
4.250 |
10,951 |
|
|
Fisher Pivots for day following 21-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
12,043 |
11,986 |
PP |
12,037 |
11,948 |
S1 |
12,030 |
11,910 |
|