Trading Metrics calculated at close of trading on 22-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2011 |
22-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
12,027 |
12,028 |
1 |
0.0% |
12,129 |
High |
12,158 |
12,119 |
-39 |
-0.3% |
12,153 |
Low |
11,928 |
11,994 |
66 |
0.6% |
11,694 |
Close |
12,024 |
12,103 |
79 |
0.7% |
11,778 |
Range |
230 |
125 |
-105 |
-45.7% |
459 |
ATR |
238 |
230 |
-8 |
-3.4% |
0 |
Volume |
101,287 |
59,547 |
-41,740 |
-41.2% |
629,654 |
|
Daily Pivots for day following 22-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,447 |
12,400 |
12,172 |
|
R3 |
12,322 |
12,275 |
12,138 |
|
R2 |
12,197 |
12,197 |
12,126 |
|
R1 |
12,150 |
12,150 |
12,115 |
12,174 |
PP |
12,072 |
12,072 |
12,072 |
12,084 |
S1 |
12,025 |
12,025 |
12,092 |
12,049 |
S2 |
11,947 |
11,947 |
12,080 |
|
S3 |
11,822 |
11,900 |
12,069 |
|
S4 |
11,697 |
11,775 |
12,034 |
|
|
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% |
214 |
1.8% |
89% |
False |
False |
90,522 |
10 |
12,158 |
11,661 |
497 |
4.1% |
230 |
1.9% |
89% |
False |
False |
110,504 |
20 |
12,226 |
11,077 |
1,149 |
9.5% |
228 |
1.9% |
89% |
False |
False |
58,491 |
40 |
12,226 |
11,077 |
1,149 |
9.5% |
217 |
1.8% |
89% |
False |
False |
29,282 |
60 |
12,226 |
10,288 |
1,938 |
16.0% |
218 |
1.8% |
94% |
False |
False |
19,531 |
80 |
12,226 |
10,288 |
1,938 |
16.0% |
215 |
1.8% |
94% |
False |
False |
14,654 |
100 |
12,226 |
10,288 |
1,938 |
16.0% |
172 |
1.4% |
94% |
False |
False |
11,723 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,650 |
2.618 |
12,446 |
1.618 |
12,321 |
1.000 |
12,244 |
0.618 |
12,196 |
HIGH |
12,119 |
0.618 |
12,071 |
0.500 |
12,057 |
0.382 |
12,042 |
LOW |
11,994 |
0.618 |
11,917 |
1.000 |
11,869 |
1.618 |
11,792 |
2.618 |
11,667 |
4.250 |
11,463 |
|
|
Fisher Pivots for day following 22-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
12,088 |
12,044 |
PP |
12,072 |
11,985 |
S1 |
12,057 |
11,926 |
|