Trading Metrics calculated at close of trading on 28-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2011 |
28-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
12,235 |
12,217 |
-18 |
-0.1% |
11,793 |
High |
12,260 |
12,254 |
-6 |
0.0% |
12,230 |
Low |
12,187 |
12,069 |
-118 |
-1.0% |
11,661 |
Close |
12,219 |
12,081 |
-138 |
-1.1% |
12,217 |
Range |
73 |
185 |
112 |
153.4% |
569 |
ATR |
212 |
210 |
-2 |
-0.9% |
0 |
Volume |
30,099 |
53,803 |
23,704 |
78.8% |
382,302 |
|
Daily Pivots for day following 28-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,690 |
12,570 |
12,183 |
|
R3 |
12,505 |
12,385 |
12,132 |
|
R2 |
12,320 |
12,320 |
12,115 |
|
R1 |
12,200 |
12,200 |
12,098 |
12,168 |
PP |
12,135 |
12,135 |
12,135 |
12,118 |
S1 |
12,015 |
12,015 |
12,064 |
11,983 |
S2 |
11,950 |
11,950 |
12,047 |
|
S3 |
11,765 |
11,830 |
12,030 |
|
S4 |
11,580 |
11,645 |
11,979 |
|
|
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 |
12,260 |
11,928 |
332 |
2.7% |
149 |
1.2% |
46% |
False |
False |
56,574 |
10 |
12,260 |
11,661 |
599 |
5.0% |
189 |
1.6% |
70% |
False |
False |
81,141 |
20 |
12,260 |
11,387 |
873 |
7.2% |
222 |
1.8% |
79% |
False |
False |
64,562 |
40 |
12,260 |
11,077 |
1,183 |
9.8% |
214 |
1.8% |
85% |
False |
False |
32,330 |
60 |
12,260 |
10,288 |
1,972 |
16.3% |
209 |
1.7% |
91% |
False |
False |
21,561 |
80 |
12,260 |
10,288 |
1,972 |
16.3% |
220 |
1.8% |
91% |
False |
False |
16,179 |
100 |
12,260 |
10,288 |
1,972 |
16.3% |
176 |
1.5% |
91% |
False |
False |
12,944 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,040 |
2.618 |
12,738 |
1.618 |
12,553 |
1.000 |
12,439 |
0.618 |
12,368 |
HIGH |
12,254 |
0.618 |
12,183 |
0.500 |
12,162 |
0.382 |
12,140 |
LOW |
12,069 |
0.618 |
11,955 |
1.000 |
11,884 |
1.618 |
11,770 |
2.618 |
11,585 |
4.250 |
11,283 |
|
|
Fisher Pivots for day following 28-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
12,162 |
12,165 |
PP |
12,135 |
12,137 |
S1 |
12,108 |
12,109 |
|