Trading Metrics calculated at close of trading on 28-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2011 |
28-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
12,293.47 |
12,288.85 |
-4.62 |
0.0% |
11,866.54 |
High |
12,328.47 |
12,299.11 |
-29.36 |
-0.2% |
12,297.44 |
Low |
12,269.97 |
12,140.17 |
-129.80 |
-1.1% |
11,735.19 |
Close |
12,291.35 |
12,151.41 |
-139.94 |
-1.1% |
12,294.00 |
Range |
58.50 |
158.94 |
100.44 |
171.7% |
562.25 |
ATR |
183.22 |
181.49 |
-1.73 |
-0.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,673.72 |
12,571.50 |
12,238.83 |
|
R3 |
12,514.78 |
12,412.56 |
12,195.12 |
|
R2 |
12,355.84 |
12,355.84 |
12,180.55 |
|
R1 |
12,253.62 |
12,253.62 |
12,165.98 |
12,225.26 |
PP |
12,196.90 |
12,196.90 |
12,196.90 |
12,182.72 |
S1 |
12,094.68 |
12,094.68 |
12,136.84 |
12,066.32 |
S2 |
12,037.96 |
12,037.96 |
12,122.27 |
|
S3 |
11,879.02 |
11,935.74 |
12,107.70 |
|
S4 |
11,720.08 |
11,776.80 |
12,063.99 |
|
|
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 |
12,328.47 |
11,999.44 |
329.03 |
2.7% |
108.14 |
0.9% |
46% |
False |
False |
|
10 |
12,328.47 |
11,735.19 |
593.28 |
4.9% |
153.47 |
1.3% |
70% |
False |
False |
|
20 |
12,328.47 |
11,559.27 |
769.20 |
6.3% |
184.05 |
1.5% |
77% |
False |
False |
|
40 |
12,328.47 |
11,231.56 |
1,096.91 |
9.0% |
202.41 |
1.7% |
84% |
False |
False |
|
60 |
12,328.47 |
10,404.49 |
1,923.98 |
15.8% |
211.59 |
1.7% |
91% |
False |
False |
|
80 |
12,328.47 |
10,404.49 |
1,923.98 |
15.8% |
227.28 |
1.9% |
91% |
False |
False |
|
100 |
12,328.47 |
10,404.49 |
1,923.98 |
15.8% |
247.57 |
2.0% |
91% |
False |
False |
|
120 |
12,751.43 |
10,404.49 |
2,346.94 |
19.3% |
239.18 |
2.0% |
74% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,974.61 |
2.618 |
12,715.21 |
1.618 |
12,556.27 |
1.000 |
12,458.05 |
0.618 |
12,397.33 |
HIGH |
12,299.11 |
0.618 |
12,238.39 |
0.500 |
12,219.64 |
0.382 |
12,200.89 |
LOW |
12,140.17 |
0.618 |
12,041.95 |
1.000 |
11,981.23 |
1.618 |
11,883.01 |
2.618 |
11,724.07 |
4.250 |
11,464.68 |
|
|
Fisher Pivots for day following 28-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
12,219.64 |
12,234.32 |
PP |
12,196.90 |
12,206.68 |
S1 |
12,174.15 |
12,179.05 |
|