Trading Metrics calculated at close of trading on 22-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2011 |
22-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
1,621.5 |
1,618.7 |
-2.8 |
-0.2% |
1,718.8 |
High |
1,645.9 |
1,620.0 |
-25.9 |
-1.6% |
1,719.7 |
Low |
1,610.0 |
1,601.6 |
-8.4 |
-0.5% |
1,564.6 |
Close |
1,615.9 |
1,613.0 |
-2.9 |
-0.2% |
1,599.9 |
Range |
35.9 |
18.4 |
-17.5 |
-48.7% |
155.1 |
ATR |
37.0 |
35.7 |
-1.3 |
-3.6% |
0.0 |
Volume |
3,096 |
5,397 |
2,301 |
74.3% |
26,471 |
|
Daily Pivots for day following 22-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,666.7 |
1,658.3 |
1,623.1 |
|
R3 |
1,648.3 |
1,639.9 |
1,618.1 |
|
R2 |
1,629.9 |
1,629.9 |
1,616.4 |
|
R1 |
1,621.5 |
1,621.5 |
1,614.7 |
1,616.5 |
PP |
1,611.5 |
1,611.5 |
1,611.5 |
1,609.1 |
S1 |
1,603.1 |
1,603.1 |
1,611.3 |
1,598.1 |
S2 |
1,593.1 |
1,593.1 |
1,609.6 |
|
S3 |
1,574.7 |
1,584.7 |
1,607.9 |
|
S4 |
1,556.3 |
1,566.3 |
1,602.9 |
|
|
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 |
1,645.9 |
1,576.3 |
69.6 |
4.3% |
26.2 |
1.6% |
53% |
False |
False |
3,586 |
10 |
1,729.9 |
1,564.6 |
165.3 |
10.2% |
37.5 |
2.3% |
29% |
False |
False |
4,714 |
20 |
1,769.7 |
1,564.6 |
205.1 |
12.7% |
34.0 |
2.1% |
24% |
False |
False |
4,671 |
40 |
1,808.0 |
1,564.6 |
243.4 |
15.1% |
33.3 |
2.1% |
20% |
False |
False |
3,562 |
60 |
1,808.0 |
1,564.6 |
243.4 |
15.1% |
33.2 |
2.1% |
20% |
False |
False |
2,696 |
80 |
1,925.0 |
1,553.4 |
371.6 |
23.0% |
38.7 |
2.4% |
16% |
False |
False |
2,175 |
100 |
1,925.0 |
1,553.4 |
371.6 |
23.0% |
40.5 |
2.5% |
16% |
False |
False |
1,829 |
120 |
1,925.0 |
1,516.4 |
408.6 |
25.3% |
36.3 |
2.3% |
24% |
False |
False |
1,568 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,698.2 |
2.618 |
1,668.2 |
1.618 |
1,649.8 |
1.000 |
1,638.4 |
0.618 |
1,631.4 |
HIGH |
1,620.0 |
0.618 |
1,613.0 |
0.500 |
1,610.8 |
0.382 |
1,608.6 |
LOW |
1,601.6 |
0.618 |
1,590.2 |
1.000 |
1,583.2 |
1.618 |
1,571.8 |
2.618 |
1,553.4 |
4.250 |
1,523.4 |
|
|
Fisher Pivots for day following 22-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
1,612.3 |
1,621.6 |
PP |
1,611.5 |
1,618.7 |
S1 |
1,610.8 |
1,615.9 |
|