Trading Metrics calculated at close of trading on 13-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2011 |
13-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
12,181.08 |
12,018.66 |
-162.42 |
-1.3% |
12,021.54 |
High |
12,181.38 |
12,147.70 |
-33.68 |
-0.3% |
12,257.67 |
Low |
11,940.86 |
11,904.38 |
-36.48 |
-0.3% |
11,966.22 |
Close |
12,021.39 |
11,954.94 |
-66.45 |
-0.6% |
12,184.26 |
Range |
240.52 |
243.32 |
2.80 |
1.2% |
291.45 |
ATR |
215.04 |
217.06 |
2.02 |
0.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,732.30 |
12,586.94 |
12,088.77 |
|
R3 |
12,488.98 |
12,343.62 |
12,021.85 |
|
R2 |
12,245.66 |
12,245.66 |
11,999.55 |
|
R1 |
12,100.30 |
12,100.30 |
11,977.24 |
12,051.32 |
PP |
12,002.34 |
12,002.34 |
12,002.34 |
11,977.85 |
S1 |
11,856.98 |
11,856.98 |
11,932.64 |
11,808.00 |
S2 |
11,759.02 |
11,759.02 |
11,910.33 |
|
S3 |
11,515.70 |
11,613.66 |
11,888.03 |
|
S4 |
11,272.38 |
11,370.34 |
11,821.11 |
|
|
Weekly Pivots for week ending 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,010.40 |
12,888.78 |
12,344.56 |
|
R3 |
12,718.95 |
12,597.33 |
12,264.41 |
|
R2 |
12,427.50 |
12,427.50 |
12,237.69 |
|
R1 |
12,305.88 |
12,305.88 |
12,210.98 |
12,366.69 |
PP |
12,136.05 |
12,136.05 |
12,136.05 |
12,166.46 |
S1 |
12,014.43 |
12,014.43 |
12,157.54 |
12,075.24 |
S2 |
11,844.60 |
11,844.60 |
12,130.83 |
|
S3 |
11,553.15 |
11,722.98 |
12,104.11 |
|
S4 |
11,261.70 |
11,431.53 |
12,023.96 |
|
|
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 |
11,904.38 |
353.29 |
3.0% |
225.63 |
1.9% |
14% |
False |
True |
|
10 |
12,257.67 |
11,559.27 |
698.40 |
5.8% |
214.62 |
1.8% |
57% |
False |
False |
|
20 |
12,257.67 |
11,231.56 |
1,026.11 |
8.6% |
209.05 |
1.7% |
70% |
False |
False |
|
40 |
12,284.31 |
11,231.56 |
1,052.75 |
8.8% |
221.99 |
1.9% |
69% |
False |
False |
|
60 |
12,284.31 |
10,404.49 |
1,879.82 |
15.7% |
236.11 |
2.0% |
82% |
False |
False |
|
80 |
12,284.31 |
10,404.49 |
1,879.82 |
15.7% |
240.44 |
2.0% |
82% |
False |
False |
|
100 |
12,679.95 |
10,404.49 |
2,275.46 |
19.0% |
256.89 |
2.1% |
68% |
False |
False |
|
120 |
12,753.89 |
10,404.49 |
2,349.40 |
19.7% |
237.66 |
2.0% |
66% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,181.81 |
2.618 |
12,784.71 |
1.618 |
12,541.39 |
1.000 |
12,391.02 |
0.618 |
12,298.07 |
HIGH |
12,147.70 |
0.618 |
12,054.75 |
0.500 |
12,026.04 |
0.382 |
11,997.33 |
LOW |
11,904.38 |
0.618 |
11,754.01 |
1.000 |
11,661.06 |
1.618 |
11,510.69 |
2.618 |
11,267.37 |
4.250 |
10,870.27 |
|
|
Fisher Pivots for day following 13-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
12,026.04 |
12,058.61 |
PP |
12,002.34 |
12,024.05 |
S1 |
11,978.64 |
11,989.50 |
|