Trading Metrics calculated at close of trading on 05-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2011 |
05-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
1,748.4 |
1,753.9 |
5.5 |
0.3% |
1,693.9 |
High |
1,769.7 |
1,761.6 |
-8.1 |
-0.5% |
1,769.7 |
Low |
1,747.5 |
1,725.4 |
-22.1 |
-1.3% |
1,693.9 |
Close |
1,754.2 |
1,737.3 |
-16.9 |
-1.0% |
1,754.2 |
Range |
22.2 |
36.2 |
14.0 |
63.1% |
75.8 |
ATR |
33.4 |
33.6 |
0.2 |
0.6% |
0.0 |
Volume |
3,629 |
2,188 |
-1,441 |
-39.7% |
25,689 |
|
Daily Pivots for day following 05-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,850.0 |
1,829.9 |
1,757.2 |
|
R3 |
1,813.8 |
1,793.7 |
1,747.3 |
|
R2 |
1,777.6 |
1,777.6 |
1,743.9 |
|
R1 |
1,757.5 |
1,757.5 |
1,740.6 |
1,749.5 |
PP |
1,741.4 |
1,741.4 |
1,741.4 |
1,737.4 |
S1 |
1,721.3 |
1,721.3 |
1,734.0 |
1,713.3 |
S2 |
1,705.2 |
1,705.2 |
1,730.7 |
|
S3 |
1,669.0 |
1,685.1 |
1,727.3 |
|
S4 |
1,632.8 |
1,648.9 |
1,717.4 |
|
|
Weekly Pivots for week ending 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,966.7 |
1,936.2 |
1,795.9 |
|
R3 |
1,890.9 |
1,860.4 |
1,775.0 |
|
R2 |
1,815.1 |
1,815.1 |
1,768.1 |
|
R1 |
1,784.6 |
1,784.6 |
1,761.1 |
1,799.9 |
PP |
1,739.3 |
1,739.3 |
1,739.3 |
1,746.9 |
S1 |
1,708.8 |
1,708.8 |
1,747.3 |
1,724.1 |
S2 |
1,663.5 |
1,663.5 |
1,740.3 |
|
S3 |
1,587.7 |
1,633.0 |
1,733.4 |
|
S4 |
1,511.9 |
1,557.2 |
1,712.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,769.7 |
1,708.1 |
61.6 |
3.5% |
28.3 |
1.6% |
47% |
False |
False |
4,671 |
10 |
1,769.7 |
1,675.0 |
94.7 |
5.5% |
31.7 |
1.8% |
66% |
False |
False |
4,695 |
20 |
1,808.0 |
1,675.0 |
133.0 |
7.7% |
32.0 |
1.8% |
47% |
False |
False |
3,805 |
40 |
1,808.0 |
1,609.0 |
199.0 |
11.5% |
30.6 |
1.8% |
64% |
False |
False |
2,437 |
60 |
1,864.9 |
1,553.4 |
311.5 |
17.9% |
37.9 |
2.2% |
59% |
False |
False |
1,850 |
80 |
1,925.0 |
1,553.4 |
371.6 |
21.4% |
41.0 |
2.4% |
49% |
False |
False |
1,499 |
100 |
1,925.0 |
1,553.4 |
371.6 |
21.4% |
37.8 |
2.2% |
49% |
False |
False |
1,279 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,915.5 |
2.618 |
1,856.4 |
1.618 |
1,820.2 |
1.000 |
1,797.8 |
0.618 |
1,784.0 |
HIGH |
1,761.6 |
0.618 |
1,747.8 |
0.500 |
1,743.5 |
0.382 |
1,739.2 |
LOW |
1,725.4 |
0.618 |
1,703.0 |
1.000 |
1,689.2 |
1.618 |
1,666.8 |
2.618 |
1,630.6 |
4.250 |
1,571.6 |
|
|
Fisher Pivots for day following 05-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
1,743.5 |
1,747.6 |
PP |
1,741.4 |
1,744.1 |
S1 |
1,739.4 |
1,740.7 |
|