Trading Metrics calculated at close of trading on 20-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2011 |
20-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
1,609.0 |
1,597.3 |
-11.7 |
-0.7% |
1,718.8 |
High |
1,611.2 |
1,622.1 |
10.9 |
0.7% |
1,719.7 |
Low |
1,587.7 |
1,597.3 |
9.6 |
0.6% |
1,564.6 |
Close |
1,598.8 |
1,619.8 |
21.0 |
1.3% |
1,599.9 |
Range |
23.5 |
24.8 |
1.3 |
5.5% |
155.1 |
ATR |
38.1 |
37.1 |
-0.9 |
-2.5% |
0.0 |
Volume |
3,965 |
1,439 |
-2,526 |
-63.7% |
26,471 |
|
Daily Pivots for day following 20-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,687.5 |
1,678.4 |
1,633.4 |
|
R3 |
1,662.7 |
1,653.6 |
1,626.6 |
|
R2 |
1,637.9 |
1,637.9 |
1,624.3 |
|
R1 |
1,628.8 |
1,628.8 |
1,622.1 |
1,633.4 |
PP |
1,613.1 |
1,613.1 |
1,613.1 |
1,615.3 |
S1 |
1,604.0 |
1,604.0 |
1,617.5 |
1,608.6 |
S2 |
1,588.3 |
1,588.3 |
1,615.3 |
|
S3 |
1,563.5 |
1,579.2 |
1,613.0 |
|
S4 |
1,538.7 |
1,554.4 |
1,606.2 |
|
|
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 |
1,646.2 |
1,564.6 |
81.6 |
5.0% |
37.5 |
2.3% |
68% |
False |
False |
4,869 |
10 |
1,763.0 |
1,564.6 |
198.4 |
12.2% |
39.5 |
2.4% |
28% |
False |
False |
4,611 |
20 |
1,769.7 |
1,564.6 |
205.1 |
12.7% |
34.4 |
2.1% |
27% |
False |
False |
4,782 |
40 |
1,808.0 |
1,564.6 |
243.4 |
15.0% |
33.9 |
2.1% |
23% |
False |
False |
3,375 |
60 |
1,808.0 |
1,564.6 |
243.4 |
15.0% |
34.2 |
2.1% |
23% |
False |
False |
2,572 |
80 |
1,925.0 |
1,553.4 |
371.6 |
22.9% |
39.4 |
2.4% |
18% |
False |
False |
2,077 |
100 |
1,925.0 |
1,553.4 |
371.6 |
22.9% |
40.5 |
2.5% |
18% |
False |
False |
1,748 |
120 |
1,925.0 |
1,490.0 |
435.0 |
26.9% |
35.9 |
2.2% |
30% |
False |
False |
1,499 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,727.5 |
2.618 |
1,687.0 |
1.618 |
1,662.2 |
1.000 |
1,646.9 |
0.618 |
1,637.4 |
HIGH |
1,622.1 |
0.618 |
1,612.6 |
0.500 |
1,609.7 |
0.382 |
1,606.8 |
LOW |
1,597.3 |
0.618 |
1,582.0 |
1.000 |
1,572.5 |
1.618 |
1,557.2 |
2.618 |
1,532.4 |
4.250 |
1,491.9 |
|
|
Fisher Pivots for day following 20-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
1,616.4 |
1,612.9 |
PP |
1,613.1 |
1,606.1 |
S1 |
1,609.7 |
1,599.2 |
|