Trading Metrics calculated at close of trading on 23-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2011 |
23-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
12,028 |
12,110 |
82 |
0.7% |
11,793 |
High |
12,119 |
12,230 |
111 |
0.9% |
12,230 |
Low |
11,994 |
12,101 |
107 |
0.9% |
11,661 |
Close |
12,103 |
12,217 |
114 |
0.9% |
12,217 |
Range |
125 |
129 |
4 |
3.2% |
569 |
ATR |
230 |
223 |
-7 |
-3.1% |
0 |
Volume |
59,547 |
38,138 |
-21,409 |
-36.0% |
382,302 |
|
Daily Pivots for day following 23-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,570 |
12,522 |
12,288 |
|
R3 |
12,441 |
12,393 |
12,253 |
|
R2 |
12,312 |
12,312 |
12,241 |
|
R1 |
12,264 |
12,264 |
12,229 |
12,288 |
PP |
12,183 |
12,183 |
12,183 |
12,195 |
S1 |
12,135 |
12,135 |
12,205 |
12,159 |
S2 |
12,054 |
12,054 |
12,193 |
|
S3 |
11,925 |
12,006 |
12,182 |
|
S4 |
11,796 |
11,877 |
12,146 |
|
|
Weekly Pivots for week ending 23-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,743 |
13,549 |
12,530 |
|
R3 |
13,174 |
12,980 |
12,374 |
|
R2 |
12,605 |
12,605 |
12,321 |
|
R1 |
12,411 |
12,411 |
12,269 |
12,508 |
PP |
12,036 |
12,036 |
12,036 |
12,085 |
S1 |
11,842 |
11,842 |
12,165 |
11,939 |
S2 |
11,467 |
11,467 |
12,113 |
|
S3 |
10,898 |
11,273 |
12,061 |
|
S4 |
10,329 |
10,704 |
11,904 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,230 |
11,661 |
569 |
4.7% |
207 |
1.7% |
98% |
True |
False |
76,460 |
10 |
12,230 |
11,661 |
569 |
4.7% |
217 |
1.8% |
98% |
True |
False |
101,195 |
20 |
12,230 |
11,260 |
970 |
7.9% |
226 |
1.8% |
99% |
True |
False |
60,394 |
40 |
12,230 |
11,077 |
1,153 |
9.4% |
215 |
1.8% |
99% |
True |
False |
30,235 |
60 |
12,230 |
10,288 |
1,942 |
15.9% |
215 |
1.8% |
99% |
True |
False |
20,165 |
80 |
12,230 |
10,288 |
1,942 |
15.9% |
216 |
1.8% |
99% |
True |
False |
15,131 |
100 |
12,230 |
10,288 |
1,942 |
15.9% |
173 |
1.4% |
99% |
True |
False |
12,105 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,778 |
2.618 |
12,568 |
1.618 |
12,439 |
1.000 |
12,359 |
0.618 |
12,310 |
HIGH |
12,230 |
0.618 |
12,181 |
0.500 |
12,166 |
0.382 |
12,150 |
LOW |
12,101 |
0.618 |
12,021 |
1.000 |
11,972 |
1.618 |
11,892 |
2.618 |
11,763 |
4.250 |
11,553 |
|
|
Fisher Pivots for day following 23-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
12,200 |
12,171 |
PP |
12,183 |
12,125 |
S1 |
12,166 |
12,079 |
|