Trading Metrics calculated at close of trading on 20-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2011 |
20-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
8,365 |
8,325 |
-40 |
-0.5% |
8,670 |
High |
8,370 |
8,500 |
130 |
1.6% |
8,685 |
Low |
8,275 |
8,325 |
50 |
0.6% |
8,360 |
Close |
8,285 |
8,475 |
190 |
2.3% |
8,375 |
Range |
95 |
175 |
80 |
84.2% |
325 |
ATR |
114 |
121 |
7 |
6.3% |
0 |
Volume |
3,077 |
3,455 |
378 |
12.3% |
19,947 |
|
Daily Pivots for day following 20-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,958 |
8,892 |
8,571 |
|
R3 |
8,783 |
8,717 |
8,523 |
|
R2 |
8,608 |
8,608 |
8,507 |
|
R1 |
8,542 |
8,542 |
8,491 |
8,575 |
PP |
8,433 |
8,433 |
8,433 |
8,450 |
S1 |
8,367 |
8,367 |
8,459 |
8,400 |
S2 |
8,258 |
8,258 |
8,443 |
|
S3 |
8,083 |
8,192 |
8,427 |
|
S4 |
7,908 |
8,017 |
8,379 |
|
|
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 |
8,530 |
8,275 |
255 |
3.0% |
108 |
1.3% |
78% |
False |
False |
3,902 |
10 |
8,725 |
8,275 |
450 |
5.3% |
138 |
1.6% |
44% |
False |
False |
4,388 |
20 |
8,755 |
8,110 |
645 |
7.6% |
112 |
1.3% |
57% |
False |
False |
3,105 |
40 |
9,075 |
8,110 |
965 |
11.4% |
71 |
0.8% |
38% |
False |
False |
1,562 |
60 |
9,075 |
8,110 |
965 |
11.4% |
51 |
0.6% |
38% |
False |
False |
1,042 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,244 |
2.618 |
8,958 |
1.618 |
8,783 |
1.000 |
8,675 |
0.618 |
8,608 |
HIGH |
8,500 |
0.618 |
8,433 |
0.500 |
8,413 |
0.382 |
8,392 |
LOW |
8,325 |
0.618 |
8,217 |
1.000 |
8,150 |
1.618 |
8,042 |
2.618 |
7,867 |
4.250 |
7,581 |
|
|
Fisher Pivots for day following 20-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
8,454 |
8,446 |
PP |
8,433 |
8,417 |
S1 |
8,413 |
8,388 |
|