Trading Metrics calculated at close of trading on 28-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2011 |
28-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
1,608.9 |
1,596.9 |
-12.0 |
-0.7% |
1,609.0 |
High |
1,608.9 |
1,597.0 |
-11.9 |
-0.7% |
1,645.9 |
Low |
1,593.9 |
1,553.6 |
-40.3 |
-2.5% |
1,587.7 |
Close |
1,598.0 |
1,566.5 |
-31.5 |
-2.0% |
1,608.5 |
Range |
15.0 |
43.4 |
28.4 |
189.3% |
58.2 |
ATR |
32.5 |
33.3 |
0.9 |
2.6% |
0.0 |
Volume |
2,836 |
1,770 |
-1,066 |
-37.6% |
16,165 |
|
Daily Pivots for day following 28-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,702.6 |
1,677.9 |
1,590.4 |
|
R3 |
1,659.2 |
1,634.5 |
1,578.4 |
|
R2 |
1,615.8 |
1,615.8 |
1,574.5 |
|
R1 |
1,591.1 |
1,591.1 |
1,570.5 |
1,581.8 |
PP |
1,572.4 |
1,572.4 |
1,572.4 |
1,567.7 |
S1 |
1,547.7 |
1,547.7 |
1,562.5 |
1,538.4 |
S2 |
1,529.0 |
1,529.0 |
1,558.5 |
|
S3 |
1,485.6 |
1,504.3 |
1,554.6 |
|
S4 |
1,442.2 |
1,460.9 |
1,542.6 |
|
|
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 |
1,553.6 |
92.3 |
5.9% |
24.5 |
1.6% |
14% |
False |
True |
3,073 |
10 |
1,646.2 |
1,553.6 |
92.6 |
5.9% |
31.0 |
2.0% |
14% |
False |
True |
3,971 |
20 |
1,769.7 |
1,553.6 |
216.1 |
13.8% |
33.7 |
2.2% |
6% |
False |
True |
4,114 |
40 |
1,808.0 |
1,553.6 |
254.4 |
16.2% |
32.7 |
2.1% |
5% |
False |
True |
3,681 |
60 |
1,808.0 |
1,553.6 |
254.4 |
16.2% |
32.5 |
2.1% |
5% |
False |
True |
2,786 |
80 |
1,925.0 |
1,553.4 |
371.6 |
23.7% |
38.3 |
2.4% |
4% |
False |
False |
2,241 |
100 |
1,925.0 |
1,553.4 |
371.6 |
23.7% |
40.4 |
2.6% |
4% |
False |
False |
1,872 |
120 |
1,925.0 |
1,550.0 |
375.0 |
23.9% |
36.6 |
2.3% |
4% |
False |
False |
1,619 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,781.5 |
2.618 |
1,710.6 |
1.618 |
1,667.2 |
1.000 |
1,640.4 |
0.618 |
1,623.8 |
HIGH |
1,597.0 |
0.618 |
1,580.4 |
0.500 |
1,575.3 |
0.382 |
1,570.2 |
LOW |
1,553.6 |
0.618 |
1,526.8 |
1.000 |
1,510.2 |
1.618 |
1,483.4 |
2.618 |
1,440.0 |
4.250 |
1,369.2 |
|
|
Fisher Pivots for day following 28-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
1,575.3 |
1,585.4 |
PP |
1,572.4 |
1,579.1 |
S1 |
1,569.4 |
1,572.8 |
|