Trading Metrics calculated at close of trading on 14-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2011 |
14-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
12,018.66 |
11,949.72 |
-68.94 |
-0.6% |
12,021.54 |
High |
12,147.70 |
11,950.02 |
-197.68 |
-1.6% |
12,257.67 |
Low |
11,904.38 |
11,786.47 |
-117.91 |
-1.0% |
11,966.22 |
Close |
11,954.94 |
11,823.48 |
-131.46 |
-1.1% |
12,184.26 |
Range |
243.32 |
163.55 |
-79.77 |
-32.8% |
291.45 |
ATR |
217.06 |
213.59 |
-3.47 |
-1.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 14-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,343.97 |
12,247.28 |
11,913.43 |
|
R3 |
12,180.42 |
12,083.73 |
11,868.46 |
|
R2 |
12,016.87 |
12,016.87 |
11,853.46 |
|
R1 |
11,920.18 |
11,920.18 |
11,838.47 |
11,886.75 |
PP |
11,853.32 |
11,853.32 |
11,853.32 |
11,836.61 |
S1 |
11,756.63 |
11,756.63 |
11,808.49 |
11,723.20 |
S2 |
11,689.77 |
11,689.77 |
11,793.50 |
|
S3 |
11,526.22 |
11,593.08 |
11,778.50 |
|
S4 |
11,362.67 |
11,429.53 |
11,733.53 |
|
|
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 |
12,212.83 |
11,786.47 |
426.36 |
3.6% |
218.88 |
1.9% |
9% |
False |
True |
|
10 |
12,257.67 |
11,786.47 |
471.20 |
4.0% |
182.34 |
1.5% |
8% |
False |
True |
|
20 |
12,257.67 |
11,231.56 |
1,026.11 |
8.7% |
209.04 |
1.8% |
58% |
False |
False |
|
40 |
12,284.31 |
11,231.56 |
1,052.75 |
8.9% |
217.16 |
1.8% |
56% |
False |
False |
|
60 |
12,284.31 |
10,404.49 |
1,879.82 |
15.9% |
235.89 |
2.0% |
75% |
False |
False |
|
80 |
12,284.31 |
10,404.49 |
1,879.82 |
15.9% |
239.98 |
2.0% |
75% |
False |
False |
|
100 |
12,593.40 |
10,404.49 |
2,188.91 |
18.5% |
257.08 |
2.2% |
65% |
False |
False |
|
120 |
12,753.89 |
10,404.49 |
2,349.40 |
19.9% |
237.93 |
2.0% |
60% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,645.11 |
2.618 |
12,378.19 |
1.618 |
12,214.64 |
1.000 |
12,113.57 |
0.618 |
12,051.09 |
HIGH |
11,950.02 |
0.618 |
11,887.54 |
0.500 |
11,868.25 |
0.382 |
11,848.95 |
LOW |
11,786.47 |
0.618 |
11,685.40 |
1.000 |
11,622.92 |
1.618 |
11,521.85 |
2.618 |
11,358.30 |
4.250 |
11,091.38 |
|
|
Fisher Pivots for day following 14-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
11,868.25 |
11,983.93 |
PP |
11,853.32 |
11,930.44 |
S1 |
11,838.40 |
11,876.96 |
|