Trading Metrics calculated at close of trading on 22-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2011 |
22-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
8,475 |
8,455 |
-20 |
-0.2% |
8,670 |
High |
8,510 |
8,510 |
0 |
0.0% |
8,685 |
Low |
8,400 |
8,385 |
-15 |
-0.2% |
8,360 |
Close |
8,470 |
8,500 |
30 |
0.4% |
8,375 |
Range |
110 |
125 |
15 |
13.6% |
325 |
ATR |
120 |
121 |
0 |
0.3% |
0 |
Volume |
3,208 |
3,162 |
-46 |
-1.4% |
19,947 |
|
Daily Pivots for day following 22-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,840 |
8,795 |
8,569 |
|
R3 |
8,715 |
8,670 |
8,535 |
|
R2 |
8,590 |
8,590 |
8,523 |
|
R1 |
8,545 |
8,545 |
8,512 |
8,568 |
PP |
8,465 |
8,465 |
8,465 |
8,476 |
S1 |
8,420 |
8,420 |
8,489 |
8,443 |
S2 |
8,340 |
8,340 |
8,477 |
|
S3 |
8,215 |
8,295 |
8,466 |
|
S4 |
8,090 |
8,170 |
8,431 |
|
|
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% |
120 |
1.4% |
96% |
True |
False |
3,352 |
10 |
8,685 |
8,275 |
410 |
4.8% |
127 |
1.5% |
55% |
False |
False |
3,587 |
20 |
8,755 |
8,110 |
645 |
7.6% |
123 |
1.5% |
60% |
False |
False |
3,423 |
40 |
9,075 |
8,110 |
965 |
11.4% |
75 |
0.9% |
40% |
False |
False |
1,721 |
60 |
9,075 |
8,110 |
965 |
11.4% |
55 |
0.6% |
40% |
False |
False |
1,148 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,041 |
2.618 |
8,837 |
1.618 |
8,712 |
1.000 |
8,635 |
0.618 |
8,587 |
HIGH |
8,510 |
0.618 |
8,462 |
0.500 |
8,448 |
0.382 |
8,433 |
LOW |
8,385 |
0.618 |
8,308 |
1.000 |
8,260 |
1.618 |
8,183 |
2.618 |
8,058 |
4.250 |
7,854 |
|
|
Fisher Pivots for day following 22-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
8,483 |
8,473 |
PP |
8,465 |
8,445 |
S1 |
8,448 |
8,418 |
|