Trading Metrics calculated at close of trading on 27-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2011 |
27-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
1,612.0 |
1,608.9 |
-3.1 |
-0.2% |
1,609.0 |
High |
1,617.2 |
1,608.9 |
-8.3 |
-0.5% |
1,645.9 |
Low |
1,607.4 |
1,593.9 |
-13.5 |
-0.8% |
1,587.7 |
Close |
1,608.5 |
1,598.0 |
-10.5 |
-0.7% |
1,608.5 |
Range |
9.8 |
15.0 |
5.2 |
53.1% |
58.2 |
ATR |
33.8 |
32.5 |
-1.3 |
-4.0% |
0.0 |
Volume |
2,268 |
2,836 |
568 |
25.0% |
16,165 |
|
Daily Pivots for day following 27-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,645.3 |
1,636.6 |
1,606.3 |
|
R3 |
1,630.3 |
1,621.6 |
1,602.1 |
|
R2 |
1,615.3 |
1,615.3 |
1,600.8 |
|
R1 |
1,606.6 |
1,606.6 |
1,599.4 |
1,603.5 |
PP |
1,600.3 |
1,600.3 |
1,600.3 |
1,598.7 |
S1 |
1,591.6 |
1,591.6 |
1,596.6 |
1,588.5 |
S2 |
1,585.3 |
1,585.3 |
1,595.3 |
|
S3 |
1,570.3 |
1,576.6 |
1,593.9 |
|
S4 |
1,555.3 |
1,561.6 |
1,589.8 |
|
|
Weekly Pivots for week ending 23-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,788.6 |
1,756.8 |
1,640.5 |
|
R3 |
1,730.4 |
1,698.6 |
1,624.5 |
|
R2 |
1,672.2 |
1,672.2 |
1,619.2 |
|
R1 |
1,640.4 |
1,640.4 |
1,613.8 |
1,627.2 |
PP |
1,614.0 |
1,614.0 |
1,614.0 |
1,607.5 |
S1 |
1,582.2 |
1,582.2 |
1,603.2 |
1,569.0 |
S2 |
1,555.8 |
1,555.8 |
1,597.8 |
|
S3 |
1,497.6 |
1,524.0 |
1,592.5 |
|
S4 |
1,439.4 |
1,465.8 |
1,576.5 |
|
|
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 |
1,593.9 |
52.0 |
3.3% |
20.8 |
1.3% |
8% |
False |
True |
3,007 |
10 |
1,683.6 |
1,564.6 |
119.0 |
7.4% |
32.2 |
2.0% |
28% |
False |
False |
4,197 |
20 |
1,769.7 |
1,564.6 |
205.1 |
12.8% |
32.3 |
2.0% |
16% |
False |
False |
4,350 |
40 |
1,808.0 |
1,564.6 |
243.4 |
15.2% |
32.5 |
2.0% |
14% |
False |
False |
3,649 |
60 |
1,808.0 |
1,564.6 |
243.4 |
15.2% |
32.3 |
2.0% |
14% |
False |
False |
2,765 |
80 |
1,925.0 |
1,553.4 |
371.6 |
23.3% |
38.5 |
2.4% |
12% |
False |
False |
2,221 |
100 |
1,925.0 |
1,553.4 |
371.6 |
23.3% |
40.2 |
2.5% |
12% |
False |
False |
1,866 |
120 |
1,925.0 |
1,532.7 |
392.3 |
24.5% |
36.3 |
2.3% |
17% |
False |
False |
1,605 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,672.7 |
2.618 |
1,648.2 |
1.618 |
1,633.2 |
1.000 |
1,623.9 |
0.618 |
1,618.2 |
HIGH |
1,608.9 |
0.618 |
1,603.2 |
0.500 |
1,601.4 |
0.382 |
1,599.6 |
LOW |
1,593.9 |
0.618 |
1,584.6 |
1.000 |
1,578.9 |
1.618 |
1,569.6 |
2.618 |
1,554.6 |
4.250 |
1,530.2 |
|
|
Fisher Pivots for day following 27-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
1,601.4 |
1,607.0 |
PP |
1,600.3 |
1,604.0 |
S1 |
1,599.1 |
1,601.0 |
|