Trading Metrics calculated at close of trading on 06-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2011 |
06-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
1,753.9 |
1,729.8 |
-24.1 |
-1.4% |
1,693.9 |
High |
1,761.6 |
1,739.6 |
-22.0 |
-1.2% |
1,769.7 |
Low |
1,725.4 |
1,708.5 |
-16.9 |
-1.0% |
1,693.9 |
Close |
1,737.3 |
1,734.6 |
-2.7 |
-0.2% |
1,754.2 |
Range |
36.2 |
31.1 |
-5.1 |
-14.1% |
75.8 |
ATR |
33.6 |
33.4 |
-0.2 |
-0.5% |
0.0 |
Volume |
2,188 |
3,945 |
1,757 |
80.3% |
25,689 |
|
Daily Pivots for day following 06-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,820.9 |
1,808.8 |
1,751.7 |
|
R3 |
1,789.8 |
1,777.7 |
1,743.2 |
|
R2 |
1,758.7 |
1,758.7 |
1,740.3 |
|
R1 |
1,746.6 |
1,746.6 |
1,737.5 |
1,752.7 |
PP |
1,727.6 |
1,727.6 |
1,727.6 |
1,730.6 |
S1 |
1,715.5 |
1,715.5 |
1,731.7 |
1,721.6 |
S2 |
1,696.5 |
1,696.5 |
1,728.9 |
|
S3 |
1,665.4 |
1,684.4 |
1,726.0 |
|
S4 |
1,634.3 |
1,653.3 |
1,717.5 |
|
|
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 |
3.6% |
31.3 |
1.8% |
43% |
False |
False |
4,163 |
10 |
1,769.7 |
1,679.3 |
90.4 |
5.2% |
29.2 |
1.7% |
61% |
False |
False |
4,952 |
20 |
1,808.0 |
1,675.0 |
133.0 |
7.7% |
31.4 |
1.8% |
45% |
False |
False |
3,912 |
40 |
1,808.0 |
1,609.0 |
199.0 |
11.5% |
30.6 |
1.8% |
63% |
False |
False |
2,512 |
60 |
1,851.7 |
1,553.4 |
298.3 |
17.2% |
37.5 |
2.2% |
61% |
False |
False |
1,905 |
80 |
1,925.0 |
1,553.4 |
371.6 |
21.4% |
40.9 |
2.4% |
49% |
False |
False |
1,545 |
100 |
1,925.0 |
1,553.4 |
371.6 |
21.4% |
38.0 |
2.2% |
49% |
False |
False |
1,308 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,871.8 |
2.618 |
1,821.0 |
1.618 |
1,789.9 |
1.000 |
1,770.7 |
0.618 |
1,758.8 |
HIGH |
1,739.6 |
0.618 |
1,727.7 |
0.500 |
1,724.1 |
0.382 |
1,720.4 |
LOW |
1,708.5 |
0.618 |
1,689.3 |
1.000 |
1,677.4 |
1.618 |
1,658.2 |
2.618 |
1,627.1 |
4.250 |
1,576.3 |
|
|
Fisher Pivots for day following 06-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
1,731.1 |
1,739.1 |
PP |
1,727.6 |
1,737.6 |
S1 |
1,724.1 |
1,736.1 |
|