Trading Metrics calculated at close of trading on 19-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2011 |
19-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
11,870.25 |
11,866.54 |
-3.71 |
0.0% |
12,181.08 |
High |
11,968.18 |
11,925.88 |
-42.30 |
-0.4% |
12,181.38 |
Low |
11,819.31 |
11,735.19 |
-84.12 |
-0.7% |
11,786.47 |
Close |
11,866.39 |
11,766.26 |
-100.13 |
-0.8% |
11,866.39 |
Range |
148.87 |
190.69 |
41.82 |
28.1% |
394.91 |
ATR |
204.38 |
203.40 |
-0.98 |
-0.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 19-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,381.18 |
12,264.41 |
11,871.14 |
|
R3 |
12,190.49 |
12,073.72 |
11,818.70 |
|
R2 |
11,999.80 |
11,999.80 |
11,801.22 |
|
R1 |
11,883.03 |
11,883.03 |
11,783.74 |
11,846.07 |
PP |
11,809.11 |
11,809.11 |
11,809.11 |
11,790.63 |
S1 |
11,692.34 |
11,692.34 |
11,748.78 |
11,655.38 |
S2 |
11,618.42 |
11,618.42 |
11,731.30 |
|
S3 |
11,427.73 |
11,501.65 |
11,713.82 |
|
S4 |
11,237.04 |
11,310.96 |
11,661.38 |
|
|
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 |
12,147.70 |
11,735.19 |
412.51 |
3.5% |
177.81 |
1.5% |
8% |
False |
True |
|
10 |
12,257.67 |
11,735.19 |
522.48 |
4.4% |
191.29 |
1.6% |
6% |
False |
True |
|
20 |
12,257.67 |
11,231.56 |
1,026.11 |
8.7% |
203.67 |
1.7% |
52% |
False |
False |
|
40 |
12,284.31 |
11,231.56 |
1,052.75 |
8.9% |
213.61 |
1.8% |
51% |
False |
False |
|
60 |
12,284.31 |
10,404.49 |
1,879.82 |
16.0% |
226.84 |
1.9% |
72% |
False |
False |
|
80 |
12,284.31 |
10,404.49 |
1,879.82 |
16.0% |
235.50 |
2.0% |
72% |
False |
False |
|
100 |
12,284.31 |
10,404.49 |
1,879.82 |
16.0% |
257.19 |
2.2% |
72% |
False |
False |
|
120 |
12,753.89 |
10,404.49 |
2,349.40 |
20.0% |
238.43 |
2.0% |
58% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,736.31 |
2.618 |
12,425.11 |
1.618 |
12,234.42 |
1.000 |
12,116.57 |
0.618 |
12,043.73 |
HIGH |
11,925.88 |
0.618 |
11,853.04 |
0.500 |
11,830.54 |
0.382 |
11,808.03 |
LOW |
11,735.19 |
0.618 |
11,617.34 |
1.000 |
11,544.50 |
1.618 |
11,426.65 |
2.618 |
11,235.96 |
4.250 |
10,924.76 |
|
|
Fisher Pivots for day following 19-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
11,830.54 |
11,851.69 |
PP |
11,809.11 |
11,823.21 |
S1 |
11,787.69 |
11,794.74 |
|