Trading Metrics calculated at close of trading on 05-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2011 |
05-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
12,022.37 |
12,021.54 |
-0.83 |
0.0% |
11,232.47 |
High |
12,146.68 |
12,186.53 |
39.85 |
0.3% |
12,146.68 |
Low |
12,007.12 |
12,021.46 |
14.34 |
0.1% |
11,232.16 |
Close |
12,019.42 |
12,097.83 |
78.41 |
0.7% |
12,019.42 |
Range |
139.56 |
165.07 |
25.51 |
18.3% |
914.52 |
ATR |
221.76 |
217.86 |
-3.90 |
-1.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,597.15 |
12,512.56 |
12,188.62 |
|
R3 |
12,432.08 |
12,347.49 |
12,143.22 |
|
R2 |
12,267.01 |
12,267.01 |
12,128.09 |
|
R1 |
12,182.42 |
12,182.42 |
12,112.96 |
12,224.72 |
PP |
12,101.94 |
12,101.94 |
12,101.94 |
12,123.09 |
S1 |
12,017.35 |
12,017.35 |
12,082.70 |
12,059.65 |
S2 |
11,936.87 |
11,936.87 |
12,067.57 |
|
S3 |
11,771.80 |
11,852.28 |
12,052.44 |
|
S4 |
11,606.73 |
11,687.21 |
12,007.04 |
|
|
Weekly Pivots for week ending 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,542.98 |
14,195.72 |
12,522.41 |
|
R3 |
13,628.46 |
13,281.20 |
12,270.91 |
|
R2 |
12,713.94 |
12,713.94 |
12,187.08 |
|
R1 |
12,366.68 |
12,366.68 |
12,103.25 |
12,540.31 |
PP |
11,799.42 |
11,799.42 |
11,799.42 |
11,886.24 |
S1 |
11,452.16 |
11,452.16 |
11,935.59 |
11,625.79 |
S2 |
10,884.90 |
10,884.90 |
11,851.76 |
|
S3 |
9,970.38 |
10,537.64 |
11,767.93 |
|
S4 |
9,055.86 |
9,623.12 |
11,516.43 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,186.53 |
11,517.04 |
669.49 |
5.5% |
197.21 |
1.6% |
87% |
True |
False |
|
10 |
12,186.53 |
11,231.56 |
954.97 |
7.9% |
216.06 |
1.8% |
91% |
True |
False |
|
20 |
12,187.51 |
11,231.56 |
955.95 |
7.9% |
216.54 |
1.8% |
91% |
False |
False |
|
40 |
12,284.31 |
11,104.56 |
1,179.75 |
9.8% |
220.12 |
1.8% |
84% |
False |
False |
|
60 |
12,284.31 |
10,404.49 |
1,879.82 |
15.5% |
237.43 |
2.0% |
90% |
False |
False |
|
80 |
12,284.31 |
10,404.49 |
1,879.82 |
15.5% |
245.00 |
2.0% |
90% |
False |
False |
|
100 |
12,751.43 |
10,404.49 |
2,346.94 |
19.4% |
252.59 |
2.1% |
72% |
False |
False |
|
120 |
12,753.89 |
10,404.49 |
2,349.40 |
19.4% |
233.98 |
1.9% |
72% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,888.08 |
2.618 |
12,618.68 |
1.618 |
12,453.61 |
1.000 |
12,351.60 |
0.618 |
12,288.54 |
HIGH |
12,186.53 |
0.618 |
12,123.47 |
0.500 |
12,104.00 |
0.382 |
12,084.52 |
LOW |
12,021.46 |
0.618 |
11,919.45 |
1.000 |
11,856.39 |
1.618 |
11,754.38 |
2.618 |
11,589.31 |
4.250 |
11,319.91 |
|
|
Fisher Pivots for day following 05-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
12,104.00 |
12,092.08 |
PP |
12,101.94 |
12,086.33 |
S1 |
12,099.89 |
12,080.58 |
|