Trading Metrics calculated at close of trading on 21-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2011 |
21-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
8,325 |
8,475 |
150 |
1.8% |
8,670 |
High |
8,500 |
8,510 |
10 |
0.1% |
8,685 |
Low |
8,325 |
8,400 |
75 |
0.9% |
8,360 |
Close |
8,475 |
8,470 |
-5 |
-0.1% |
8,375 |
Range |
175 |
110 |
-65 |
-37.1% |
325 |
ATR |
121 |
120 |
-1 |
-0.7% |
0 |
Volume |
3,455 |
3,208 |
-247 |
-7.1% |
19,947 |
|
Daily Pivots for day following 21-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,790 |
8,740 |
8,531 |
|
R3 |
8,680 |
8,630 |
8,500 |
|
R2 |
8,570 |
8,570 |
8,490 |
|
R1 |
8,520 |
8,520 |
8,480 |
8,490 |
PP |
8,460 |
8,460 |
8,460 |
8,445 |
S1 |
8,410 |
8,410 |
8,460 |
8,380 |
S2 |
8,350 |
8,350 |
8,450 |
|
S3 |
8,240 |
8,300 |
8,440 |
|
S4 |
8,130 |
8,190 |
8,410 |
|
|
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 |
8,510 |
8,275 |
235 |
2.8% |
108 |
1.3% |
83% |
True |
False |
3,780 |
10 |
8,720 |
8,275 |
445 |
5.3% |
135 |
1.6% |
44% |
False |
False |
3,949 |
20 |
8,755 |
8,110 |
645 |
7.6% |
118 |
1.4% |
56% |
False |
False |
3,265 |
40 |
9,075 |
8,110 |
965 |
11.4% |
74 |
0.9% |
37% |
False |
False |
1,642 |
60 |
9,075 |
8,110 |
965 |
11.4% |
52 |
0.6% |
37% |
False |
False |
1,096 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,978 |
2.618 |
8,798 |
1.618 |
8,688 |
1.000 |
8,620 |
0.618 |
8,578 |
HIGH |
8,510 |
0.618 |
8,468 |
0.500 |
8,455 |
0.382 |
8,442 |
LOW |
8,400 |
0.618 |
8,332 |
1.000 |
8,290 |
1.618 |
8,222 |
2.618 |
8,112 |
4.250 |
7,933 |
|
|
Fisher Pivots for day following 21-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
8,465 |
8,444 |
PP |
8,460 |
8,418 |
S1 |
8,455 |
8,393 |
|