Trading Metrics calculated at close of trading on 29-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2011 |
29-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
8,460 |
8,385 |
-75 |
-0.9% |
8,365 |
High |
8,465 |
8,465 |
0 |
0.0% |
8,560 |
Low |
8,360 |
8,350 |
-10 |
-0.1% |
8,275 |
Close |
8,390 |
8,460 |
70 |
0.8% |
8,550 |
Range |
105 |
115 |
10 |
9.5% |
285 |
ATR |
116 |
116 |
0 |
0.0% |
0 |
Volume |
2,427 |
1,928 |
-499 |
-20.6% |
14,249 |
|
Daily Pivots for day following 29-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,770 |
8,730 |
8,523 |
|
R3 |
8,655 |
8,615 |
8,492 |
|
R2 |
8,540 |
8,540 |
8,481 |
|
R1 |
8,500 |
8,500 |
8,471 |
8,520 |
PP |
8,425 |
8,425 |
8,425 |
8,435 |
S1 |
8,385 |
8,385 |
8,450 |
8,405 |
S2 |
8,310 |
8,310 |
8,439 |
|
S3 |
8,195 |
8,270 |
8,429 |
|
S4 |
8,080 |
8,155 |
8,397 |
|
|
Weekly Pivots for week ending 23-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,317 |
9,218 |
8,707 |
|
R3 |
9,032 |
8,933 |
8,629 |
|
R2 |
8,747 |
8,747 |
8,602 |
|
R1 |
8,648 |
8,648 |
8,576 |
8,698 |
PP |
8,462 |
8,462 |
8,462 |
8,486 |
S1 |
8,363 |
8,363 |
8,524 |
8,413 |
S2 |
8,177 |
8,177 |
8,498 |
|
S3 |
7,892 |
8,078 |
8,472 |
|
S4 |
7,607 |
7,793 |
8,393 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,560 |
8,350 |
210 |
2.5% |
105 |
1.2% |
52% |
False |
True |
1,950 |
10 |
8,560 |
8,275 |
285 |
3.4% |
107 |
1.3% |
65% |
False |
False |
2,865 |
20 |
8,755 |
8,275 |
480 |
5.7% |
119 |
1.4% |
39% |
False |
False |
3,720 |
40 |
8,800 |
8,110 |
690 |
8.2% |
83 |
1.0% |
51% |
False |
False |
1,885 |
60 |
9,075 |
8,110 |
965 |
11.4% |
61 |
0.7% |
36% |
False |
False |
1,258 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,954 |
2.618 |
8,766 |
1.618 |
8,651 |
1.000 |
8,580 |
0.618 |
8,536 |
HIGH |
8,465 |
0.618 |
8,421 |
0.500 |
8,408 |
0.382 |
8,394 |
LOW |
8,350 |
0.618 |
8,279 |
1.000 |
8,235 |
1.618 |
8,164 |
2.618 |
8,049 |
4.250 |
7,861 |
|
|
Fisher Pivots for day following 29-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
8,443 |
8,457 |
PP |
8,425 |
8,453 |
S1 |
8,408 |
8,450 |
|