Trading Metrics calculated at close of trading on 16-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2011 |
16-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
8,435 |
8,415 |
-20 |
-0.2% |
8,670 |
High |
8,440 |
8,455 |
15 |
0.2% |
8,685 |
Low |
8,375 |
8,360 |
-15 |
-0.2% |
8,360 |
Close |
8,415 |
8,375 |
-40 |
-0.5% |
8,375 |
Range |
65 |
95 |
30 |
46.2% |
325 |
ATR |
117 |
115 |
-2 |
-1.3% |
0 |
Volume |
5,304 |
3,858 |
-1,446 |
-27.3% |
19,947 |
|
Daily Pivots for day following 16-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,682 |
8,623 |
8,427 |
|
R3 |
8,587 |
8,528 |
8,401 |
|
R2 |
8,492 |
8,492 |
8,393 |
|
R1 |
8,433 |
8,433 |
8,384 |
8,415 |
PP |
8,397 |
8,397 |
8,397 |
8,388 |
S1 |
8,338 |
8,338 |
8,366 |
8,320 |
S2 |
8,302 |
8,302 |
8,358 |
|
S3 |
8,207 |
8,243 |
8,349 |
|
S4 |
8,112 |
8,148 |
8,323 |
|
|
Weekly Pivots for week ending 16-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,448 |
9,237 |
8,554 |
|
R3 |
9,123 |
8,912 |
8,465 |
|
R2 |
8,798 |
8,798 |
8,435 |
|
R1 |
8,587 |
8,587 |
8,405 |
8,530 |
PP |
8,473 |
8,473 |
8,473 |
8,445 |
S1 |
8,262 |
8,262 |
8,345 |
8,205 |
S2 |
8,148 |
8,148 |
8,316 |
|
S3 |
7,823 |
7,937 |
8,286 |
|
S4 |
7,498 |
7,612 |
8,196 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,685 |
8,360 |
325 |
3.9% |
122 |
1.5% |
5% |
False |
True |
3,989 |
10 |
8,730 |
8,360 |
370 |
4.4% |
131 |
1.6% |
4% |
False |
True |
5,348 |
20 |
8,755 |
8,110 |
645 |
7.7% |
107 |
1.3% |
41% |
False |
False |
2,781 |
40 |
9,075 |
8,110 |
965 |
11.5% |
64 |
0.8% |
27% |
False |
False |
1,398 |
60 |
9,075 |
8,110 |
965 |
11.5% |
46 |
0.5% |
27% |
False |
False |
933 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,859 |
2.618 |
8,704 |
1.618 |
8,609 |
1.000 |
8,550 |
0.618 |
8,514 |
HIGH |
8,455 |
0.618 |
8,419 |
0.500 |
8,408 |
0.382 |
8,396 |
LOW |
8,360 |
0.618 |
8,301 |
1.000 |
8,265 |
1.618 |
8,206 |
2.618 |
8,111 |
4.250 |
7,956 |
|
|
Fisher Pivots for day following 16-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
8,408 |
8,445 |
PP |
8,397 |
8,422 |
S1 |
8,386 |
8,398 |
|