Trading Metrics calculated at close of trading on 08-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2011 |
08-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
12,144.41 |
12,195.91 |
51.50 |
0.4% |
11,232.47 |
High |
12,257.67 |
12,195.91 |
-61.76 |
-0.5% |
12,146.68 |
Low |
12,060.37 |
11,966.22 |
-94.15 |
-0.8% |
11,232.16 |
Close |
12,196.37 |
11,997.70 |
-198.67 |
-1.6% |
12,019.42 |
Range |
197.30 |
229.69 |
32.39 |
16.4% |
914.52 |
ATR |
211.16 |
212.52 |
1.36 |
0.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 08-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,742.35 |
12,599.71 |
12,124.03 |
|
R3 |
12,512.66 |
12,370.02 |
12,060.86 |
|
R2 |
12,282.97 |
12,282.97 |
12,039.81 |
|
R1 |
12,140.33 |
12,140.33 |
12,018.75 |
12,096.81 |
PP |
12,053.28 |
12,053.28 |
12,053.28 |
12,031.51 |
S1 |
11,910.64 |
11,910.64 |
11,976.65 |
11,867.12 |
S2 |
11,823.59 |
11,823.59 |
11,955.59 |
|
S3 |
11,593.90 |
11,680.95 |
11,934.54 |
|
S4 |
11,364.21 |
11,451.26 |
11,871.37 |
|
|
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 |
12,257.67 |
11,966.22 |
291.45 |
2.4% |
174.12 |
1.5% |
11% |
False |
True |
|
10 |
12,257.67 |
11,231.56 |
1,026.11 |
8.6% |
201.19 |
1.7% |
75% |
False |
False |
|
20 |
12,257.67 |
11,231.56 |
1,026.11 |
8.6% |
204.41 |
1.7% |
75% |
False |
False |
|
40 |
12,284.31 |
11,231.56 |
1,052.75 |
8.8% |
218.79 |
1.8% |
73% |
False |
False |
|
60 |
12,284.31 |
10,404.49 |
1,879.82 |
15.7% |
233.80 |
1.9% |
85% |
False |
False |
|
80 |
12,284.31 |
10,404.49 |
1,879.82 |
15.7% |
244.39 |
2.0% |
85% |
False |
False |
|
100 |
12,751.43 |
10,404.49 |
2,346.94 |
19.6% |
253.26 |
2.1% |
68% |
False |
False |
|
120 |
12,753.89 |
10,404.49 |
2,349.40 |
19.6% |
235.75 |
2.0% |
68% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,172.09 |
2.618 |
12,797.24 |
1.618 |
12,567.55 |
1.000 |
12,425.60 |
0.618 |
12,337.86 |
HIGH |
12,195.91 |
0.618 |
12,108.17 |
0.500 |
12,081.07 |
0.382 |
12,053.96 |
LOW |
11,966.22 |
0.618 |
11,824.27 |
1.000 |
11,736.53 |
1.618 |
11,594.58 |
2.618 |
11,364.89 |
4.250 |
10,990.04 |
|
|
Fisher Pivots for day following 08-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
12,081.07 |
12,111.95 |
PP |
12,053.28 |
12,073.86 |
S1 |
12,025.49 |
12,035.78 |
|