Trading Metrics calculated at close of trading on 23-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2011 |
23-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
12,107.59 |
12,169.80 |
62.21 |
0.5% |
11,866.54 |
High |
12,182.71 |
12,297.44 |
114.73 |
0.9% |
12,297.44 |
Low |
12,107.37 |
12,169.80 |
62.43 |
0.5% |
11,735.19 |
Close |
12,169.65 |
12,294.00 |
124.35 |
1.0% |
12,294.00 |
Range |
75.34 |
127.64 |
52.30 |
69.4% |
562.25 |
ATR |
197.82 |
192.82 |
-5.00 |
-2.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 23-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,636.67 |
12,592.97 |
12,364.20 |
|
R3 |
12,509.03 |
12,465.33 |
12,329.10 |
|
R2 |
12,381.39 |
12,381.39 |
12,317.40 |
|
R1 |
12,337.69 |
12,337.69 |
12,305.70 |
12,359.54 |
PP |
12,253.75 |
12,253.75 |
12,253.75 |
12,264.67 |
S1 |
12,210.05 |
12,210.05 |
12,282.30 |
12,231.90 |
S2 |
12,126.11 |
12,126.11 |
12,270.60 |
|
S3 |
11,998.47 |
12,082.41 |
12,258.90 |
|
S4 |
11,870.83 |
11,954.77 |
12,223.80 |
|
|
Weekly Pivots for week ending 23-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,795.63 |
13,607.06 |
12,603.24 |
|
R3 |
13,233.38 |
13,044.81 |
12,448.62 |
|
R2 |
12,671.13 |
12,671.13 |
12,397.08 |
|
R1 |
12,482.56 |
12,482.56 |
12,345.54 |
12,576.85 |
PP |
12,108.88 |
12,108.88 |
12,108.88 |
12,156.02 |
S1 |
11,920.31 |
11,920.31 |
12,242.46 |
12,014.60 |
S2 |
11,546.63 |
11,546.63 |
12,190.92 |
|
S3 |
10,984.38 |
11,358.06 |
12,139.38 |
|
S4 |
10,422.13 |
10,795.81 |
11,984.76 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,297.44 |
11,735.19 |
562.25 |
4.6% |
172.45 |
1.4% |
99% |
True |
False |
|
10 |
12,297.44 |
11,735.19 |
562.25 |
4.6% |
180.11 |
1.5% |
99% |
True |
False |
|
20 |
12,297.44 |
11,232.16 |
1,065.28 |
8.7% |
195.02 |
1.6% |
100% |
True |
False |
|
40 |
12,297.44 |
11,231.56 |
1,065.88 |
8.7% |
206.04 |
1.7% |
100% |
True |
False |
|
60 |
12,297.44 |
10,404.49 |
1,892.95 |
15.4% |
217.44 |
1.8% |
100% |
True |
False |
|
80 |
12,297.44 |
10,404.49 |
1,892.95 |
15.4% |
230.93 |
1.9% |
100% |
True |
False |
|
100 |
12,297.44 |
10,404.49 |
1,892.95 |
15.4% |
254.77 |
2.1% |
100% |
True |
False |
|
120 |
12,753.89 |
10,404.49 |
2,349.40 |
19.1% |
239.68 |
1.9% |
80% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,839.91 |
2.618 |
12,631.60 |
1.618 |
12,503.96 |
1.000 |
12,425.08 |
0.618 |
12,376.32 |
HIGH |
12,297.44 |
0.618 |
12,248.68 |
0.500 |
12,233.62 |
0.382 |
12,218.56 |
LOW |
12,169.80 |
0.618 |
12,090.92 |
1.000 |
12,042.16 |
1.618 |
11,963.28 |
2.618 |
11,835.64 |
4.250 |
11,627.33 |
|
|
Fisher Pivots for day following 23-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
12,273.87 |
12,245.48 |
PP |
12,253.75 |
12,196.96 |
S1 |
12,233.62 |
12,148.44 |
|