Trading Metrics calculated at close of trading on 15-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2011 |
15-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
1,633.3 |
1,582.8 |
-50.5 |
-3.1% |
1,753.9 |
High |
1,646.2 |
1,598.0 |
-48.2 |
-2.9% |
1,763.0 |
Low |
1,568.8 |
1,564.6 |
-4.2 |
-0.3% |
1,707.5 |
Close |
1,588.8 |
1,579.1 |
-9.7 |
-0.6% |
1,719.2 |
Range |
77.4 |
33.4 |
-44.0 |
-56.8% |
55.5 |
ATR |
40.5 |
40.0 |
-0.5 |
-1.3% |
0.0 |
Volume |
3,877 |
11,035 |
7,158 |
184.6% |
20,374 |
|
Daily Pivots for day following 15-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,680.8 |
1,663.3 |
1,597.5 |
|
R3 |
1,647.4 |
1,629.9 |
1,588.3 |
|
R2 |
1,614.0 |
1,614.0 |
1,585.2 |
|
R1 |
1,596.5 |
1,596.5 |
1,582.2 |
1,588.6 |
PP |
1,580.6 |
1,580.6 |
1,580.6 |
1,576.6 |
S1 |
1,563.1 |
1,563.1 |
1,576.0 |
1,555.2 |
S2 |
1,547.2 |
1,547.2 |
1,573.0 |
|
S3 |
1,513.8 |
1,529.7 |
1,569.9 |
|
S4 |
1,480.4 |
1,496.3 |
1,560.7 |
|
|
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 |
1,729.9 |
1,564.6 |
165.3 |
10.5% |
48.9 |
3.1% |
9% |
False |
True |
5,843 |
10 |
1,769.7 |
1,564.6 |
205.1 |
13.0% |
40.8 |
2.6% |
7% |
False |
True |
4,644 |
20 |
1,772.7 |
1,564.6 |
208.1 |
13.2% |
37.2 |
2.4% |
7% |
False |
True |
4,629 |
40 |
1,808.0 |
1,564.6 |
243.4 |
15.4% |
33.9 |
2.1% |
6% |
False |
True |
3,242 |
60 |
1,808.0 |
1,553.4 |
254.6 |
16.1% |
37.8 |
2.4% |
10% |
False |
False |
2,445 |
80 |
1,925.0 |
1,553.4 |
371.6 |
23.5% |
41.4 |
2.6% |
7% |
False |
False |
1,973 |
100 |
1,925.0 |
1,553.4 |
371.6 |
23.5% |
40.3 |
2.6% |
7% |
False |
False |
1,666 |
120 |
1,925.0 |
1,490.0 |
435.0 |
27.5% |
35.2 |
2.2% |
20% |
False |
False |
1,423 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,740.0 |
2.618 |
1,685.4 |
1.618 |
1,652.0 |
1.000 |
1,631.4 |
0.618 |
1,618.6 |
HIGH |
1,598.0 |
0.618 |
1,585.2 |
0.500 |
1,581.3 |
0.382 |
1,577.4 |
LOW |
1,564.6 |
0.618 |
1,544.0 |
1.000 |
1,531.2 |
1.618 |
1,510.6 |
2.618 |
1,477.2 |
4.250 |
1,422.7 |
|
|
Fisher Pivots for day following 15-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
1,581.3 |
1,624.1 |
PP |
1,580.6 |
1,609.1 |
S1 |
1,579.8 |
1,594.1 |
|