Trading Metrics calculated at close of trading on 07-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2011 |
07-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
1,729.8 |
1,736.2 |
6.4 |
0.4% |
1,693.9 |
High |
1,739.6 |
1,749.3 |
9.7 |
0.6% |
1,769.7 |
Low |
1,708.5 |
1,727.2 |
18.7 |
1.1% |
1,693.9 |
Close |
1,734.6 |
1,747.5 |
12.9 |
0.7% |
1,754.2 |
Range |
31.1 |
22.1 |
-9.0 |
-28.9% |
75.8 |
ATR |
33.4 |
32.6 |
-0.8 |
-2.4% |
0.0 |
Volume |
3,945 |
4,632 |
687 |
17.4% |
25,689 |
|
Daily Pivots for day following 07-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,807.6 |
1,799.7 |
1,759.7 |
|
R3 |
1,785.5 |
1,777.6 |
1,753.6 |
|
R2 |
1,763.4 |
1,763.4 |
1,751.6 |
|
R1 |
1,755.5 |
1,755.5 |
1,749.5 |
1,759.5 |
PP |
1,741.3 |
1,741.3 |
1,741.3 |
1,743.3 |
S1 |
1,733.4 |
1,733.4 |
1,745.5 |
1,737.4 |
S2 |
1,719.2 |
1,719.2 |
1,743.4 |
|
S3 |
1,697.1 |
1,711.3 |
1,741.4 |
|
S4 |
1,675.0 |
1,689.2 |
1,735.3 |
|
|
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 |
1,708.5 |
61.2 |
3.5% |
26.1 |
1.5% |
64% |
False |
False |
4,040 |
10 |
1,769.7 |
1,679.3 |
90.4 |
5.2% |
28.5 |
1.6% |
75% |
False |
False |
4,776 |
20 |
1,803.9 |
1,675.0 |
128.9 |
7.4% |
31.3 |
1.8% |
56% |
False |
False |
3,956 |
40 |
1,808.0 |
1,609.0 |
199.0 |
11.4% |
30.5 |
1.7% |
70% |
False |
False |
2,591 |
60 |
1,850.2 |
1,553.4 |
296.8 |
17.0% |
37.0 |
2.1% |
65% |
False |
False |
1,970 |
80 |
1,925.0 |
1,553.4 |
371.6 |
21.3% |
40.8 |
2.3% |
52% |
False |
False |
1,600 |
100 |
1,925.0 |
1,553.4 |
371.6 |
21.3% |
38.1 |
2.2% |
52% |
False |
False |
1,353 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,843.2 |
2.618 |
1,807.2 |
1.618 |
1,785.1 |
1.000 |
1,771.4 |
0.618 |
1,763.0 |
HIGH |
1,749.3 |
0.618 |
1,740.9 |
0.500 |
1,738.3 |
0.382 |
1,735.6 |
LOW |
1,727.2 |
0.618 |
1,713.5 |
1.000 |
1,705.1 |
1.618 |
1,691.4 |
2.618 |
1,669.3 |
4.250 |
1,633.3 |
|
|
Fisher Pivots for day following 07-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
1,744.4 |
1,743.4 |
PP |
1,741.3 |
1,739.2 |
S1 |
1,738.3 |
1,735.1 |
|