Trading Metrics calculated at close of trading on 30-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2011 |
30-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
12,080 |
12,208 |
128 |
1.1% |
12,235 |
High |
12,229 |
12,250 |
21 |
0.2% |
12,260 |
Low |
12,078 |
12,134 |
56 |
0.5% |
12,069 |
Close |
12,217 |
12,150 |
-67 |
-0.5% |
12,150 |
Range |
151 |
116 |
-35 |
-23.2% |
191 |
ATR |
206 |
199 |
-6 |
-3.1% |
0 |
Volume |
51,463 |
36,870 |
-14,593 |
-28.4% |
172,235 |
|
Daily Pivots for day following 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,526 |
12,454 |
12,214 |
|
R3 |
12,410 |
12,338 |
12,182 |
|
R2 |
12,294 |
12,294 |
12,171 |
|
R1 |
12,222 |
12,222 |
12,161 |
12,200 |
PP |
12,178 |
12,178 |
12,178 |
12,167 |
S1 |
12,106 |
12,106 |
12,139 |
12,084 |
S2 |
12,062 |
12,062 |
12,129 |
|
S3 |
11,946 |
11,990 |
12,118 |
|
S4 |
11,830 |
11,874 |
12,086 |
|
|
Weekly Pivots for week ending 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,733 |
12,632 |
12,255 |
|
R3 |
12,542 |
12,441 |
12,203 |
|
R2 |
12,351 |
12,351 |
12,185 |
|
R1 |
12,250 |
12,250 |
12,168 |
12,205 |
PP |
12,160 |
12,160 |
12,160 |
12,137 |
S1 |
12,059 |
12,059 |
12,133 |
12,014 |
S2 |
11,969 |
11,969 |
12,115 |
|
S3 |
11,778 |
11,868 |
12,098 |
|
S4 |
11,587 |
11,677 |
12,045 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,260 |
12,069 |
191 |
1.6% |
131 |
1.1% |
42% |
False |
False |
42,074 |
10 |
12,260 |
11,661 |
599 |
4.9% |
172 |
1.4% |
82% |
False |
False |
66,298 |
20 |
12,260 |
11,661 |
599 |
4.9% |
202 |
1.7% |
82% |
False |
False |
68,958 |
40 |
12,260 |
11,077 |
1,183 |
9.7% |
215 |
1.8% |
91% |
False |
False |
34,538 |
60 |
12,260 |
10,740 |
1,520 |
12.5% |
204 |
1.7% |
93% |
False |
False |
23,033 |
80 |
12,260 |
10,288 |
1,972 |
16.2% |
223 |
1.8% |
94% |
False |
False |
17,284 |
100 |
12,260 |
10,288 |
1,972 |
16.2% |
178 |
1.5% |
94% |
False |
False |
13,827 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,743 |
2.618 |
12,554 |
1.618 |
12,438 |
1.000 |
12,366 |
0.618 |
12,322 |
HIGH |
12,250 |
0.618 |
12,206 |
0.500 |
12,192 |
0.382 |
12,178 |
LOW |
12,134 |
0.618 |
12,062 |
1.000 |
12,018 |
1.618 |
11,946 |
2.618 |
11,830 |
4.250 |
11,641 |
|
|
Fisher Pivots for day following 30-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
12,192 |
12,162 |
PP |
12,178 |
12,158 |
S1 |
12,164 |
12,154 |
|