Trading Metrics calculated at close of trading on 30-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2011 |
30-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
12,152.09 |
12,286.13 |
134.04 |
1.1% |
12,293.47 |
High |
12,293.96 |
12,290.06 |
-3.90 |
0.0% |
12,328.47 |
Low |
12,152.09 |
12,213.78 |
61.69 |
0.5% |
12,140.17 |
Close |
12,287.04 |
12,217.56 |
-69.48 |
-0.6% |
12,217.56 |
Range |
141.87 |
76.28 |
-65.59 |
-46.2% |
188.30 |
ATR |
178.71 |
171.39 |
-7.32 |
-4.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,469.31 |
12,419.71 |
12,259.51 |
|
R3 |
12,393.03 |
12,343.43 |
12,238.54 |
|
R2 |
12,316.75 |
12,316.75 |
12,231.54 |
|
R1 |
12,267.15 |
12,267.15 |
12,224.55 |
12,253.81 |
PP |
12,240.47 |
12,240.47 |
12,240.47 |
12,233.80 |
S1 |
12,190.87 |
12,190.87 |
12,210.57 |
12,177.53 |
S2 |
12,164.19 |
12,164.19 |
12,203.58 |
|
S3 |
12,087.91 |
12,114.59 |
12,196.58 |
|
S4 |
12,011.63 |
12,038.31 |
12,175.61 |
|
|
Weekly Pivots for week ending 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,793.63 |
12,693.90 |
12,321.13 |
|
R3 |
12,605.33 |
12,505.60 |
12,269.34 |
|
R2 |
12,417.03 |
12,417.03 |
12,252.08 |
|
R1 |
12,317.30 |
12,317.30 |
12,234.82 |
12,273.02 |
PP |
12,228.73 |
12,228.73 |
12,228.73 |
12,206.59 |
S1 |
12,129.00 |
12,129.00 |
12,200.30 |
12,084.72 |
S2 |
12,040.43 |
12,040.43 |
12,183.04 |
|
S3 |
11,852.13 |
11,940.70 |
12,165.78 |
|
S4 |
11,663.83 |
11,752.40 |
12,114.00 |
|
|
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 |
12,140.17 |
188.30 |
1.5% |
112.65 |
0.9% |
41% |
False |
False |
|
10 |
12,328.47 |
11,735.19 |
593.28 |
4.9% |
144.67 |
1.2% |
81% |
False |
False |
|
20 |
12,328.47 |
11,735.19 |
593.28 |
4.9% |
166.23 |
1.4% |
81% |
False |
False |
|
40 |
12,328.47 |
11,231.56 |
1,096.91 |
9.0% |
194.36 |
1.6% |
90% |
False |
False |
|
60 |
12,328.47 |
10,858.67 |
1,469.80 |
12.0% |
204.66 |
1.7% |
92% |
False |
False |
|
80 |
12,328.47 |
10,404.49 |
1,923.98 |
15.7% |
222.73 |
1.8% |
94% |
False |
False |
|
100 |
12,328.47 |
10,404.49 |
1,923.98 |
15.7% |
237.11 |
1.9% |
94% |
False |
False |
|
120 |
12,751.43 |
10,404.49 |
2,346.94 |
19.2% |
238.42 |
2.0% |
77% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,614.25 |
2.618 |
12,489.76 |
1.618 |
12,413.48 |
1.000 |
12,366.34 |
0.618 |
12,337.20 |
HIGH |
12,290.06 |
0.618 |
12,260.92 |
0.500 |
12,251.92 |
0.382 |
12,242.92 |
LOW |
12,213.78 |
0.618 |
12,166.64 |
1.000 |
12,137.50 |
1.618 |
12,090.36 |
2.618 |
12,014.08 |
4.250 |
11,889.59 |
|
|
Fisher Pivots for day following 30-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
12,251.92 |
12,219.64 |
PP |
12,240.47 |
12,218.95 |
S1 |
12,229.01 |
12,218.25 |
|