Trading Metrics calculated at close of trading on 16-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2011 |
16-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
11,825.29 |
11,870.25 |
44.96 |
0.4% |
12,181.08 |
High |
11,967.84 |
11,968.18 |
0.34 |
0.0% |
12,181.38 |
Low |
11,825.22 |
11,819.31 |
-5.91 |
0.0% |
11,786.47 |
Close |
11,868.81 |
11,866.39 |
-2.42 |
0.0% |
11,866.39 |
Range |
142.62 |
148.87 |
6.25 |
4.4% |
394.91 |
ATR |
208.64 |
204.38 |
-4.27 |
-2.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,331.24 |
12,247.68 |
11,948.27 |
|
R3 |
12,182.37 |
12,098.81 |
11,907.33 |
|
R2 |
12,033.50 |
12,033.50 |
11,893.68 |
|
R1 |
11,949.94 |
11,949.94 |
11,880.04 |
11,917.29 |
PP |
11,884.63 |
11,884.63 |
11,884.63 |
11,868.30 |
S1 |
11,801.07 |
11,801.07 |
11,852.74 |
11,768.42 |
S2 |
11,735.76 |
11,735.76 |
11,839.10 |
|
S3 |
11,586.89 |
11,652.20 |
11,825.45 |
|
S4 |
11,438.02 |
11,503.33 |
11,784.51 |
|
|
Weekly Pivots for week ending 16-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,129.48 |
12,892.84 |
12,083.59 |
|
R3 |
12,734.57 |
12,497.93 |
11,974.99 |
|
R2 |
12,339.66 |
12,339.66 |
11,938.79 |
|
R1 |
12,103.02 |
12,103.02 |
11,902.59 |
12,023.89 |
PP |
11,944.75 |
11,944.75 |
11,944.75 |
11,905.18 |
S1 |
11,708.11 |
11,708.11 |
11,830.19 |
11,628.98 |
S2 |
11,549.84 |
11,549.84 |
11,793.99 |
|
S3 |
11,154.93 |
11,313.20 |
11,757.79 |
|
S4 |
10,760.02 |
10,918.29 |
11,649.19 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,181.38 |
11,786.47 |
394.91 |
3.3% |
187.78 |
1.6% |
20% |
False |
False |
|
10 |
12,257.67 |
11,786.47 |
471.20 |
4.0% |
188.73 |
1.6% |
17% |
False |
False |
|
20 |
12,257.67 |
11,231.56 |
1,026.11 |
8.6% |
199.09 |
1.7% |
62% |
False |
False |
|
40 |
12,284.31 |
11,231.56 |
1,052.75 |
8.9% |
215.58 |
1.8% |
60% |
False |
False |
|
60 |
12,284.31 |
10,404.49 |
1,879.82 |
15.8% |
226.49 |
1.9% |
78% |
False |
False |
|
80 |
12,284.31 |
10,404.49 |
1,879.82 |
15.8% |
236.87 |
2.0% |
78% |
False |
False |
|
100 |
12,384.90 |
10,404.49 |
1,980.41 |
16.7% |
256.86 |
2.2% |
74% |
False |
False |
|
120 |
12,753.89 |
10,404.49 |
2,349.40 |
19.8% |
237.75 |
2.0% |
62% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,600.88 |
2.618 |
12,357.92 |
1.618 |
12,209.05 |
1.000 |
12,117.05 |
0.618 |
12,060.18 |
HIGH |
11,968.18 |
0.618 |
11,911.31 |
0.500 |
11,893.75 |
0.382 |
11,876.18 |
LOW |
11,819.31 |
0.618 |
11,727.31 |
1.000 |
11,670.44 |
1.618 |
11,578.44 |
2.618 |
11,429.57 |
4.250 |
11,186.61 |
|
|
Fisher Pivots for day following 16-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
11,893.75 |
11,877.33 |
PP |
11,884.63 |
11,873.68 |
S1 |
11,875.51 |
11,870.04 |
|