Trading Metrics calculated at close of trading on 15-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2011 |
15-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
11,949.72 |
11,825.29 |
-124.43 |
-1.0% |
12,021.54 |
High |
11,950.02 |
11,967.84 |
17.82 |
0.1% |
12,257.67 |
Low |
11,786.47 |
11,825.22 |
38.75 |
0.3% |
11,966.22 |
Close |
11,823.48 |
11,868.81 |
45.33 |
0.4% |
12,184.26 |
Range |
163.55 |
142.62 |
-20.93 |
-12.8% |
291.45 |
ATR |
213.59 |
208.64 |
-4.94 |
-2.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,315.15 |
12,234.60 |
11,947.25 |
|
R3 |
12,172.53 |
12,091.98 |
11,908.03 |
|
R2 |
12,029.91 |
12,029.91 |
11,894.96 |
|
R1 |
11,949.36 |
11,949.36 |
11,881.88 |
11,989.64 |
PP |
11,887.29 |
11,887.29 |
11,887.29 |
11,907.43 |
S1 |
11,806.74 |
11,806.74 |
11,855.74 |
11,847.02 |
S2 |
11,744.67 |
11,744.67 |
11,842.66 |
|
S3 |
11,602.05 |
11,664.12 |
11,829.59 |
|
S4 |
11,459.43 |
11,521.50 |
11,790.37 |
|
|
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% |
201.47 |
1.7% |
19% |
False |
False |
|
10 |
12,257.67 |
11,786.47 |
471.20 |
4.0% |
187.80 |
1.6% |
17% |
False |
False |
|
20 |
12,257.67 |
11,231.56 |
1,026.11 |
8.6% |
205.25 |
1.7% |
62% |
False |
False |
|
40 |
12,284.31 |
11,231.56 |
1,052.75 |
8.9% |
216.61 |
1.8% |
61% |
False |
False |
|
60 |
12,284.31 |
10,404.49 |
1,879.82 |
15.8% |
232.76 |
2.0% |
78% |
False |
False |
|
80 |
12,284.31 |
10,404.49 |
1,879.82 |
15.8% |
237.74 |
2.0% |
78% |
False |
False |
|
100 |
12,498.65 |
10,404.49 |
2,094.16 |
17.6% |
257.47 |
2.2% |
70% |
False |
False |
|
120 |
12,753.89 |
10,404.49 |
2,349.40 |
19.8% |
237.74 |
2.0% |
62% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,573.98 |
2.618 |
12,341.22 |
1.618 |
12,198.60 |
1.000 |
12,110.46 |
0.618 |
12,055.98 |
HIGH |
11,967.84 |
0.618 |
11,913.36 |
0.500 |
11,896.53 |
0.382 |
11,879.70 |
LOW |
11,825.22 |
0.618 |
11,737.08 |
1.000 |
11,682.60 |
1.618 |
11,594.46 |
2.618 |
11,451.84 |
4.250 |
11,219.09 |
|
|
Fisher Pivots for day following 15-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
11,896.53 |
11,967.09 |
PP |
11,887.29 |
11,934.33 |
S1 |
11,878.05 |
11,901.57 |
|