Trading Metrics calculated at close of trading on 29-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2011 |
29-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
1,596.9 |
1,559.0 |
-37.9 |
-2.4% |
1,609.0 |
High |
1,597.0 |
1,565.0 |
-32.0 |
-2.0% |
1,645.9 |
Low |
1,553.6 |
1,526.2 |
-27.4 |
-1.8% |
1,587.7 |
Close |
1,566.5 |
1,543.3 |
-23.2 |
-1.5% |
1,608.5 |
Range |
43.4 |
38.8 |
-4.6 |
-10.6% |
58.2 |
ATR |
33.3 |
33.8 |
0.5 |
1.5% |
0.0 |
Volume |
1,770 |
5,550 |
3,780 |
213.6% |
16,165 |
|
Daily Pivots for day following 29-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,661.2 |
1,641.1 |
1,564.6 |
|
R3 |
1,622.4 |
1,602.3 |
1,554.0 |
|
R2 |
1,583.6 |
1,583.6 |
1,550.4 |
|
R1 |
1,563.5 |
1,563.5 |
1,546.9 |
1,554.2 |
PP |
1,544.8 |
1,544.8 |
1,544.8 |
1,540.2 |
S1 |
1,524.7 |
1,524.7 |
1,539.7 |
1,515.4 |
S2 |
1,506.0 |
1,506.0 |
1,536.2 |
|
S3 |
1,467.2 |
1,485.9 |
1,532.6 |
|
S4 |
1,428.4 |
1,447.1 |
1,522.0 |
|
|
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 |
1,620.0 |
1,526.2 |
93.8 |
6.1% |
25.1 |
1.6% |
18% |
False |
True |
3,564 |
10 |
1,645.9 |
1,526.2 |
119.7 |
7.8% |
27.1 |
1.8% |
14% |
False |
True |
4,138 |
20 |
1,769.7 |
1,526.2 |
243.5 |
15.8% |
33.2 |
2.2% |
7% |
False |
True |
4,130 |
40 |
1,808.0 |
1,526.2 |
281.8 |
18.3% |
32.6 |
2.1% |
6% |
False |
True |
3,812 |
60 |
1,808.0 |
1,526.2 |
281.8 |
18.3% |
31.9 |
2.1% |
6% |
False |
True |
2,869 |
80 |
1,888.2 |
1,526.2 |
362.0 |
23.5% |
38.2 |
2.5% |
5% |
False |
True |
2,296 |
100 |
1,925.0 |
1,526.2 |
398.8 |
25.8% |
40.5 |
2.6% |
4% |
False |
True |
1,924 |
120 |
1,925.0 |
1,526.2 |
398.8 |
25.8% |
36.8 |
2.4% |
4% |
False |
True |
1,664 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,729.9 |
2.618 |
1,666.6 |
1.618 |
1,627.8 |
1.000 |
1,603.8 |
0.618 |
1,589.0 |
HIGH |
1,565.0 |
0.618 |
1,550.2 |
0.500 |
1,545.6 |
0.382 |
1,541.0 |
LOW |
1,526.2 |
0.618 |
1,502.2 |
1.000 |
1,487.4 |
1.618 |
1,463.4 |
2.618 |
1,424.6 |
4.250 |
1,361.3 |
|
|
Fisher Pivots for day following 29-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
1,545.6 |
1,567.6 |
PP |
1,544.8 |
1,559.5 |
S1 |
1,544.1 |
1,551.4 |
|