Trading Metrics calculated at close of trading on 15-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2011 |
15-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
5,741.5 |
5,676.0 |
-65.5 |
-1.1% |
6,136.5 |
High |
5,791.0 |
5,820.5 |
29.5 |
0.5% |
6,186.0 |
Low |
5,693.5 |
5,676.0 |
-17.5 |
-0.3% |
5,799.5 |
Close |
5,708.0 |
5,770.0 |
62.0 |
1.1% |
6,013.5 |
Range |
97.5 |
144.5 |
47.0 |
48.2% |
386.5 |
ATR |
173.6 |
171.5 |
-2.1 |
-1.2% |
0.0 |
Volume |
10,201 |
13,612 |
3,411 |
33.4% |
3,273 |
|
Daily Pivots for day following 15-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,189.0 |
6,124.0 |
5,849.5 |
|
R3 |
6,044.5 |
5,979.5 |
5,809.7 |
|
R2 |
5,900.0 |
5,900.0 |
5,796.5 |
|
R1 |
5,835.0 |
5,835.0 |
5,783.2 |
5,867.5 |
PP |
5,755.5 |
5,755.5 |
5,755.5 |
5,771.8 |
S1 |
5,690.5 |
5,690.5 |
5,756.8 |
5,723.0 |
S2 |
5,611.0 |
5,611.0 |
5,743.5 |
|
S3 |
5,466.5 |
5,546.0 |
5,730.3 |
|
S4 |
5,322.0 |
5,401.5 |
5,690.5 |
|
|
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 |
6,037.0 |
5,676.0 |
361.0 |
6.3% |
174.5 |
3.0% |
26% |
False |
True |
7,398 |
10 |
6,186.0 |
5,676.0 |
510.0 |
8.8% |
158.5 |
2.7% |
18% |
False |
True |
3,884 |
20 |
6,186.0 |
5,409.0 |
777.0 |
13.5% |
154.1 |
2.7% |
46% |
False |
False |
2,019 |
40 |
6,471.0 |
5,409.0 |
1,062.0 |
18.4% |
165.2 |
2.9% |
34% |
False |
False |
1,082 |
60 |
6,471.0 |
5,049.0 |
1,422.0 |
24.6% |
156.9 |
2.7% |
51% |
False |
False |
746 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,434.6 |
2.618 |
6,198.8 |
1.618 |
6,054.3 |
1.000 |
5,965.0 |
0.618 |
5,909.8 |
HIGH |
5,820.5 |
0.618 |
5,765.3 |
0.500 |
5,748.3 |
0.382 |
5,731.2 |
LOW |
5,676.0 |
0.618 |
5,586.7 |
1.000 |
5,531.5 |
1.618 |
5,442.2 |
2.618 |
5,297.7 |
4.250 |
5,061.9 |
|
|
Fisher Pivots for day following 15-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
5,762.8 |
5,775.3 |
PP |
5,755.5 |
5,773.5 |
S1 |
5,748.3 |
5,771.8 |
|