Trading Metrics calculated at close of trading on 30-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2011 |
30-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
1,559.0 |
1,549.8 |
-9.2 |
-0.6% |
1,608.9 |
High |
1,565.0 |
1,585.0 |
20.0 |
1.3% |
1,608.9 |
Low |
1,526.2 |
1,549.8 |
23.6 |
1.5% |
1,526.2 |
Close |
1,543.3 |
1,569.4 |
26.1 |
1.7% |
1,569.4 |
Range |
38.8 |
35.2 |
-3.6 |
-9.3% |
82.7 |
ATR |
33.8 |
34.4 |
0.6 |
1.7% |
0.0 |
Volume |
5,550 |
5,122 |
-428 |
-7.7% |
15,278 |
|
Daily Pivots for day following 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,673.7 |
1,656.7 |
1,588.8 |
|
R3 |
1,638.5 |
1,621.5 |
1,579.1 |
|
R2 |
1,603.3 |
1,603.3 |
1,575.9 |
|
R1 |
1,586.3 |
1,586.3 |
1,572.6 |
1,594.8 |
PP |
1,568.1 |
1,568.1 |
1,568.1 |
1,572.3 |
S1 |
1,551.1 |
1,551.1 |
1,566.2 |
1,559.6 |
S2 |
1,532.9 |
1,532.9 |
1,562.9 |
|
S3 |
1,497.7 |
1,515.9 |
1,559.7 |
|
S4 |
1,462.5 |
1,480.7 |
1,550.0 |
|
|
Weekly Pivots for week ending 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,816.3 |
1,775.5 |
1,614.9 |
|
R3 |
1,733.6 |
1,692.8 |
1,592.1 |
|
R2 |
1,650.9 |
1,650.9 |
1,584.6 |
|
R1 |
1,610.1 |
1,610.1 |
1,577.0 |
1,589.2 |
PP |
1,568.2 |
1,568.2 |
1,568.2 |
1,557.7 |
S1 |
1,527.4 |
1,527.4 |
1,561.8 |
1,506.5 |
S2 |
1,485.5 |
1,485.5 |
1,554.2 |
|
S3 |
1,402.8 |
1,444.7 |
1,546.7 |
|
S4 |
1,320.1 |
1,362.0 |
1,523.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,617.2 |
1,526.2 |
91.0 |
5.8% |
28.4 |
1.8% |
47% |
False |
False |
3,509 |
10 |
1,645.9 |
1,526.2 |
119.7 |
7.6% |
27.3 |
1.7% |
36% |
False |
False |
3,547 |
20 |
1,769.7 |
1,526.2 |
243.5 |
15.5% |
34.1 |
2.2% |
18% |
False |
False |
4,095 |
40 |
1,808.0 |
1,526.2 |
281.8 |
18.0% |
32.8 |
2.1% |
15% |
False |
False |
3,897 |
60 |
1,808.0 |
1,526.2 |
281.8 |
18.0% |
31.7 |
2.0% |
15% |
False |
False |
2,920 |
80 |
1,888.2 |
1,526.2 |
362.0 |
23.1% |
37.5 |
2.4% |
12% |
False |
False |
2,350 |
100 |
1,925.0 |
1,526.2 |
398.8 |
25.4% |
40.3 |
2.6% |
11% |
False |
False |
1,965 |
120 |
1,925.0 |
1,526.2 |
398.8 |
25.4% |
36.9 |
2.3% |
11% |
False |
False |
1,706 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,734.6 |
2.618 |
1,677.2 |
1.618 |
1,642.0 |
1.000 |
1,620.2 |
0.618 |
1,606.8 |
HIGH |
1,585.0 |
0.618 |
1,571.6 |
0.500 |
1,567.4 |
0.382 |
1,563.2 |
LOW |
1,549.8 |
0.618 |
1,528.0 |
1.000 |
1,514.6 |
1.618 |
1,492.8 |
2.618 |
1,457.6 |
4.250 |
1,400.2 |
|
|
Fisher Pivots for day following 30-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
1,568.7 |
1,566.8 |
PP |
1,568.1 |
1,564.2 |
S1 |
1,567.4 |
1,561.6 |
|