Trading Metrics calculated at close of trading on 29-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2011 |
29-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
12,217 |
12,080 |
-137 |
-1.1% |
11,793 |
High |
12,254 |
12,229 |
-25 |
-0.2% |
12,230 |
Low |
12,069 |
12,078 |
9 |
0.1% |
11,661 |
Close |
12,081 |
12,217 |
136 |
1.1% |
12,217 |
Range |
185 |
151 |
-34 |
-18.4% |
569 |
ATR |
210 |
206 |
-4 |
-2.0% |
0 |
Volume |
53,803 |
51,463 |
-2,340 |
-4.3% |
382,302 |
|
Daily Pivots for day following 29-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,628 |
12,573 |
12,300 |
|
R3 |
12,477 |
12,422 |
12,259 |
|
R2 |
12,326 |
12,326 |
12,245 |
|
R1 |
12,271 |
12,271 |
12,231 |
12,299 |
PP |
12,175 |
12,175 |
12,175 |
12,188 |
S1 |
12,120 |
12,120 |
12,203 |
12,148 |
S2 |
12,024 |
12,024 |
12,189 |
|
S3 |
11,873 |
11,969 |
12,176 |
|
S4 |
11,722 |
11,818 |
12,134 |
|
|
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 |
11,994 |
266 |
2.2% |
133 |
1.1% |
84% |
False |
False |
46,610 |
10 |
12,260 |
11,661 |
599 |
4.9% |
181 |
1.5% |
93% |
False |
False |
71,392 |
20 |
12,260 |
11,661 |
599 |
4.9% |
201 |
1.6% |
93% |
False |
False |
67,129 |
40 |
12,260 |
11,077 |
1,183 |
9.7% |
214 |
1.8% |
96% |
False |
False |
33,616 |
60 |
12,260 |
10,562 |
1,698 |
13.9% |
206 |
1.7% |
97% |
False |
False |
22,419 |
80 |
12,260 |
10,288 |
1,972 |
16.1% |
221 |
1.8% |
98% |
False |
False |
16,823 |
100 |
12,260 |
10,288 |
1,972 |
16.1% |
177 |
1.4% |
98% |
False |
False |
13,458 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,871 |
2.618 |
12,624 |
1.618 |
12,473 |
1.000 |
12,380 |
0.618 |
12,322 |
HIGH |
12,229 |
0.618 |
12,171 |
0.500 |
12,154 |
0.382 |
12,136 |
LOW |
12,078 |
0.618 |
11,985 |
1.000 |
11,927 |
1.618 |
11,834 |
2.618 |
11,683 |
4.250 |
11,436 |
|
|
Fisher Pivots for day following 29-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
12,196 |
12,200 |
PP |
12,175 |
12,182 |
S1 |
12,154 |
12,165 |
|