Trading Metrics calculated at close of trading on 19-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2011 |
19-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
1,576.3 |
1,609.0 |
32.7 |
2.1% |
1,718.8 |
High |
1,604.6 |
1,611.2 |
6.6 |
0.4% |
1,719.7 |
Low |
1,576.3 |
1,587.7 |
11.4 |
0.7% |
1,564.6 |
Close |
1,599.9 |
1,598.8 |
-1.1 |
-0.1% |
1,599.9 |
Range |
28.3 |
23.5 |
-4.8 |
-17.0% |
155.1 |
ATR |
39.2 |
38.1 |
-1.1 |
-2.9% |
0.0 |
Volume |
4,033 |
3,965 |
-68 |
-1.7% |
26,471 |
|
Daily Pivots for day following 19-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,669.7 |
1,657.8 |
1,611.7 |
|
R3 |
1,646.2 |
1,634.3 |
1,605.3 |
|
R2 |
1,622.7 |
1,622.7 |
1,603.1 |
|
R1 |
1,610.8 |
1,610.8 |
1,601.0 |
1,605.0 |
PP |
1,599.2 |
1,599.2 |
1,599.2 |
1,596.4 |
S1 |
1,587.3 |
1,587.3 |
1,596.6 |
1,581.5 |
S2 |
1,575.7 |
1,575.7 |
1,594.5 |
|
S3 |
1,552.2 |
1,563.8 |
1,592.3 |
|
S4 |
1,528.7 |
1,540.3 |
1,585.9 |
|
|
Weekly Pivots for week ending 16-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,093.4 |
2,001.7 |
1,685.2 |
|
R3 |
1,938.3 |
1,846.6 |
1,642.6 |
|
R2 |
1,783.2 |
1,783.2 |
1,628.3 |
|
R1 |
1,691.5 |
1,691.5 |
1,614.1 |
1,659.8 |
PP |
1,628.1 |
1,628.1 |
1,628.1 |
1,612.2 |
S1 |
1,536.4 |
1,536.4 |
1,585.7 |
1,504.7 |
S2 |
1,473.0 |
1,473.0 |
1,571.5 |
|
S3 |
1,317.9 |
1,381.3 |
1,557.2 |
|
S4 |
1,162.8 |
1,226.2 |
1,514.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,683.6 |
1,564.6 |
119.0 |
7.4% |
43.6 |
2.7% |
29% |
False |
False |
5,387 |
10 |
1,763.0 |
1,564.6 |
198.4 |
12.4% |
40.1 |
2.5% |
17% |
False |
False |
4,862 |
20 |
1,769.7 |
1,564.6 |
205.1 |
12.8% |
35.9 |
2.2% |
17% |
False |
False |
4,778 |
40 |
1,808.0 |
1,564.6 |
243.4 |
15.2% |
33.9 |
2.1% |
14% |
False |
False |
3,343 |
60 |
1,808.0 |
1,553.4 |
254.6 |
15.9% |
35.7 |
2.2% |
18% |
False |
False |
2,555 |
80 |
1,925.0 |
1,553.4 |
371.6 |
23.2% |
39.9 |
2.5% |
12% |
False |
False |
2,064 |
100 |
1,925.0 |
1,553.4 |
371.6 |
23.2% |
40.5 |
2.5% |
12% |
False |
False |
1,734 |
120 |
1,925.0 |
1,490.0 |
435.0 |
27.2% |
35.7 |
2.2% |
25% |
False |
False |
1,488 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,711.1 |
2.618 |
1,672.7 |
1.618 |
1,649.2 |
1.000 |
1,634.7 |
0.618 |
1,625.7 |
HIGH |
1,611.2 |
0.618 |
1,602.2 |
0.500 |
1,599.5 |
0.382 |
1,596.7 |
LOW |
1,587.7 |
0.618 |
1,573.2 |
1.000 |
1,564.2 |
1.618 |
1,549.7 |
2.618 |
1,526.2 |
4.250 |
1,487.8 |
|
|
Fisher Pivots for day following 19-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
1,599.5 |
1,595.2 |
PP |
1,599.2 |
1,591.5 |
S1 |
1,599.0 |
1,587.9 |
|