Trading Metrics calculated at close of trading on 14-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2011 |
14-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
5,842.5 |
5,741.5 |
-101.0 |
-1.7% |
6,136.5 |
High |
5,874.5 |
5,791.0 |
-83.5 |
-1.4% |
6,186.0 |
Low |
5,725.0 |
5,693.5 |
-31.5 |
-0.6% |
5,799.5 |
Close |
5,791.5 |
5,708.0 |
-83.5 |
-1.4% |
6,013.5 |
Range |
149.5 |
97.5 |
-52.0 |
-34.8% |
386.5 |
ATR |
179.4 |
173.6 |
-5.8 |
-3.2% |
0.0 |
Volume |
7,208 |
10,201 |
2,993 |
41.5% |
3,273 |
|
Daily Pivots for day following 14-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,023.3 |
5,963.2 |
5,761.6 |
|
R3 |
5,925.8 |
5,865.7 |
5,734.8 |
|
R2 |
5,828.3 |
5,828.3 |
5,725.9 |
|
R1 |
5,768.2 |
5,768.2 |
5,716.9 |
5,749.5 |
PP |
5,730.8 |
5,730.8 |
5,730.8 |
5,721.5 |
S1 |
5,670.7 |
5,670.7 |
5,699.1 |
5,652.0 |
S2 |
5,633.3 |
5,633.3 |
5,690.1 |
|
S3 |
5,535.8 |
5,573.2 |
5,681.2 |
|
S4 |
5,438.3 |
5,475.7 |
5,654.4 |
|
|
Weekly Pivots for week ending 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,159.2 |
6,972.8 |
6,226.1 |
|
R3 |
6,772.7 |
6,586.3 |
6,119.8 |
|
R2 |
6,386.2 |
6,386.2 |
6,084.4 |
|
R1 |
6,199.8 |
6,199.8 |
6,048.9 |
6,099.8 |
PP |
5,999.7 |
5,999.7 |
5,999.7 |
5,949.6 |
S1 |
5,813.3 |
5,813.3 |
5,978.1 |
5,713.3 |
S2 |
5,613.2 |
5,613.2 |
5,942.6 |
|
S3 |
5,226.7 |
5,426.8 |
5,907.2 |
|
S4 |
4,840.2 |
5,040.3 |
5,800.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,095.5 |
5,693.5 |
402.0 |
7.0% |
196.3 |
3.4% |
4% |
False |
True |
4,852 |
10 |
6,186.0 |
5,693.5 |
492.5 |
8.6% |
152.6 |
2.7% |
3% |
False |
True |
2,551 |
20 |
6,186.0 |
5,409.0 |
777.0 |
13.6% |
152.4 |
2.7% |
38% |
False |
False |
1,344 |
40 |
6,471.0 |
5,409.0 |
1,062.0 |
18.6% |
164.3 |
2.9% |
28% |
False |
False |
745 |
60 |
6,471.0 |
5,049.0 |
1,422.0 |
24.9% |
155.2 |
2.7% |
46% |
False |
False |
519 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,205.4 |
2.618 |
6,046.3 |
1.618 |
5,948.8 |
1.000 |
5,888.5 |
0.618 |
5,851.3 |
HIGH |
5,791.0 |
0.618 |
5,753.8 |
0.500 |
5,742.3 |
0.382 |
5,730.7 |
LOW |
5,693.5 |
0.618 |
5,633.2 |
1.000 |
5,596.0 |
1.618 |
5,535.7 |
2.618 |
5,438.2 |
4.250 |
5,279.1 |
|
|
Fisher Pivots for day following 14-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
5,742.3 |
5,859.5 |
PP |
5,730.8 |
5,809.0 |
S1 |
5,719.4 |
5,758.5 |
|