Trading Metrics calculated at close of trading on 13-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2011 |
13-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
1,718.8 |
1,670.2 |
-48.6 |
-2.8% |
1,753.9 |
High |
1,719.7 |
1,683.6 |
-36.1 |
-2.1% |
1,763.0 |
Low |
1,664.0 |
1,628.2 |
-35.8 |
-2.2% |
1,707.5 |
Close |
1,670.4 |
1,665.2 |
-5.2 |
-0.3% |
1,719.2 |
Range |
55.7 |
55.4 |
-0.3 |
-0.5% |
55.5 |
ATR |
34.7 |
36.2 |
1.5 |
4.2% |
0.0 |
Volume |
3,497 |
4,029 |
532 |
15.2% |
20,374 |
|
Daily Pivots for day following 13-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,825.2 |
1,800.6 |
1,695.7 |
|
R3 |
1,769.8 |
1,745.2 |
1,680.4 |
|
R2 |
1,714.4 |
1,714.4 |
1,675.4 |
|
R1 |
1,689.8 |
1,689.8 |
1,670.3 |
1,674.4 |
PP |
1,659.0 |
1,659.0 |
1,659.0 |
1,651.3 |
S1 |
1,634.4 |
1,634.4 |
1,660.1 |
1,619.0 |
S2 |
1,603.6 |
1,603.6 |
1,655.0 |
|
S3 |
1,548.2 |
1,579.0 |
1,650.0 |
|
S4 |
1,492.8 |
1,523.6 |
1,634.7 |
|
|
Weekly Pivots for week ending 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,896.4 |
1,863.3 |
1,749.7 |
|
R3 |
1,840.9 |
1,807.8 |
1,734.5 |
|
R2 |
1,785.4 |
1,785.4 |
1,729.4 |
|
R1 |
1,752.3 |
1,752.3 |
1,724.3 |
1,741.1 |
PP |
1,729.9 |
1,729.9 |
1,729.9 |
1,724.3 |
S1 |
1,696.8 |
1,696.8 |
1,714.1 |
1,685.6 |
S2 |
1,674.4 |
1,674.4 |
1,709.0 |
|
S3 |
1,618.9 |
1,641.3 |
1,703.9 |
|
S4 |
1,563.4 |
1,585.8 |
1,688.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,763.0 |
1,628.2 |
134.8 |
8.1% |
41.5 |
2.5% |
27% |
False |
True |
4,353 |
10 |
1,769.7 |
1,628.2 |
141.5 |
8.5% |
36.4 |
2.2% |
26% |
False |
True |
4,258 |
20 |
1,791.5 |
1,628.2 |
163.3 |
9.8% |
34.2 |
2.1% |
23% |
False |
True |
3,994 |
40 |
1,808.0 |
1,609.0 |
199.0 |
12.0% |
32.6 |
2.0% |
28% |
False |
False |
2,895 |
60 |
1,818.8 |
1,553.4 |
265.4 |
15.9% |
37.0 |
2.2% |
42% |
False |
False |
2,206 |
80 |
1,925.0 |
1,553.4 |
371.6 |
22.3% |
41.6 |
2.5% |
30% |
False |
False |
1,804 |
100 |
1,925.0 |
1,553.4 |
371.6 |
22.3% |
39.3 |
2.4% |
30% |
False |
False |
1,519 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,919.1 |
2.618 |
1,828.6 |
1.618 |
1,773.2 |
1.000 |
1,739.0 |
0.618 |
1,717.8 |
HIGH |
1,683.6 |
0.618 |
1,662.4 |
0.500 |
1,655.9 |
0.382 |
1,649.4 |
LOW |
1,628.2 |
0.618 |
1,594.0 |
1.000 |
1,572.8 |
1.618 |
1,538.6 |
2.618 |
1,483.2 |
4.250 |
1,392.8 |
|
|
Fisher Pivots for day following 13-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
1,662.1 |
1,679.1 |
PP |
1,659.0 |
1,674.4 |
S1 |
1,655.9 |
1,669.8 |
|