Trading Metrics calculated at close of trading on 29-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2011 |
29-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
12,288.85 |
12,152.09 |
-136.76 |
-1.1% |
11,866.54 |
High |
12,299.11 |
12,293.96 |
-5.15 |
0.0% |
12,297.44 |
Low |
12,140.17 |
12,152.09 |
11.92 |
0.1% |
11,735.19 |
Close |
12,151.41 |
12,287.04 |
135.63 |
1.1% |
12,294.00 |
Range |
158.94 |
141.87 |
-17.07 |
-10.7% |
562.25 |
ATR |
181.49 |
178.71 |
-2.78 |
-1.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 29-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,669.97 |
12,620.38 |
12,365.07 |
|
R3 |
12,528.10 |
12,478.51 |
12,326.05 |
|
R2 |
12,386.23 |
12,386.23 |
12,313.05 |
|
R1 |
12,336.64 |
12,336.64 |
12,300.04 |
12,361.44 |
PP |
12,244.36 |
12,244.36 |
12,244.36 |
12,256.76 |
S1 |
12,194.77 |
12,194.77 |
12,274.04 |
12,219.57 |
S2 |
12,102.49 |
12,102.49 |
12,261.03 |
|
S3 |
11,960.62 |
12,052.90 |
12,248.03 |
|
S4 |
11,818.75 |
11,911.03 |
12,209.01 |
|
|
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 |
12,107.37 |
221.10 |
1.8% |
112.46 |
0.9% |
81% |
False |
False |
|
10 |
12,328.47 |
11,735.19 |
593.28 |
4.8% |
151.30 |
1.2% |
93% |
False |
False |
|
20 |
12,328.47 |
11,735.19 |
593.28 |
4.8% |
166.82 |
1.4% |
93% |
False |
False |
|
40 |
12,328.47 |
11,231.56 |
1,096.91 |
8.9% |
197.91 |
1.6% |
96% |
False |
False |
|
60 |
12,328.47 |
10,738.10 |
1,590.37 |
12.9% |
206.94 |
1.7% |
97% |
False |
False |
|
80 |
12,328.47 |
10,404.49 |
1,923.98 |
15.7% |
225.24 |
1.8% |
98% |
False |
False |
|
100 |
12,328.47 |
10,404.49 |
1,923.98 |
15.7% |
242.74 |
2.0% |
98% |
False |
False |
|
120 |
12,751.43 |
10,404.49 |
2,346.94 |
19.1% |
238.82 |
1.9% |
80% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,896.91 |
2.618 |
12,665.38 |
1.618 |
12,523.51 |
1.000 |
12,435.83 |
0.618 |
12,381.64 |
HIGH |
12,293.96 |
0.618 |
12,239.77 |
0.500 |
12,223.03 |
0.382 |
12,206.28 |
LOW |
12,152.09 |
0.618 |
12,064.41 |
1.000 |
12,010.22 |
1.618 |
11,922.54 |
2.618 |
11,780.67 |
4.250 |
11,549.14 |
|
|
Fisher Pivots for day following 29-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
12,265.70 |
12,269.47 |
PP |
12,244.36 |
12,251.89 |
S1 |
12,223.03 |
12,234.32 |
|