Trading Metrics calculated at close of trading on 21-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2011 |
21-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
11,769.21 |
12,103.28 |
334.07 |
2.8% |
12,181.08 |
High |
12,117.13 |
12,119.70 |
2.57 |
0.0% |
12,181.38 |
Low |
11,768.83 |
11,999.44 |
230.61 |
2.0% |
11,786.47 |
Close |
12,103.58 |
12,107.74 |
4.16 |
0.0% |
11,866.39 |
Range |
348.30 |
120.26 |
-228.04 |
-65.5% |
394.91 |
ATR |
213.93 |
207.24 |
-6.69 |
-3.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,436.41 |
12,392.33 |
12,173.88 |
|
R3 |
12,316.15 |
12,272.07 |
12,140.81 |
|
R2 |
12,195.89 |
12,195.89 |
12,129.79 |
|
R1 |
12,151.81 |
12,151.81 |
12,118.76 |
12,173.85 |
PP |
12,075.63 |
12,075.63 |
12,075.63 |
12,086.65 |
S1 |
12,031.55 |
12,031.55 |
12,096.72 |
12,053.59 |
S2 |
11,955.37 |
11,955.37 |
12,085.69 |
|
S3 |
11,835.11 |
11,911.29 |
12,074.67 |
|
S4 |
11,714.85 |
11,791.03 |
12,041.60 |
|
|
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 |
12,119.70 |
11,735.19 |
384.51 |
3.2% |
190.15 |
1.6% |
97% |
True |
False |
|
10 |
12,212.83 |
11,735.19 |
477.64 |
3.9% |
204.51 |
1.7% |
78% |
False |
False |
|
20 |
12,257.67 |
11,231.56 |
1,026.11 |
8.5% |
203.13 |
1.7% |
85% |
False |
False |
|
40 |
12,284.31 |
11,231.56 |
1,052.75 |
8.7% |
216.19 |
1.8% |
83% |
False |
False |
|
60 |
12,284.31 |
10,404.49 |
1,879.82 |
15.5% |
224.49 |
1.9% |
91% |
False |
False |
|
80 |
12,284.31 |
10,404.49 |
1,879.82 |
15.5% |
233.20 |
1.9% |
91% |
False |
False |
|
100 |
12,284.31 |
10,404.49 |
1,879.82 |
15.5% |
257.44 |
2.1% |
91% |
False |
False |
|
120 |
12,753.89 |
10,404.49 |
2,349.40 |
19.4% |
239.36 |
2.0% |
72% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,630.81 |
2.618 |
12,434.54 |
1.618 |
12,314.28 |
1.000 |
12,239.96 |
0.618 |
12,194.02 |
HIGH |
12,119.70 |
0.618 |
12,073.76 |
0.500 |
12,059.57 |
0.382 |
12,045.38 |
LOW |
11,999.44 |
0.618 |
11,925.12 |
1.000 |
11,879.18 |
1.618 |
11,804.86 |
2.618 |
11,684.60 |
4.250 |
11,488.34 |
|
|
Fisher Pivots for day following 21-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
12,091.68 |
12,047.64 |
PP |
12,075.63 |
11,987.54 |
S1 |
12,059.57 |
11,927.45 |
|