Trading Metrics calculated at close of trading on 19-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2011 |
19-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
5,806.0 |
5,649.5 |
-156.5 |
-2.7% |
6,025.5 |
High |
5,811.0 |
5,793.5 |
-17.5 |
-0.3% |
6,025.5 |
Low |
5,675.0 |
5,641.5 |
-33.5 |
-0.6% |
5,675.0 |
Close |
5,734.5 |
5,689.0 |
-45.5 |
-0.8% |
5,734.5 |
Range |
136.0 |
152.0 |
16.0 |
11.8% |
350.5 |
ATR |
169.0 |
167.8 |
-1.2 |
-0.7% |
0.0 |
Volume |
4,975 |
249 |
-4,726 |
-95.0% |
40,449 |
|
Daily Pivots for day following 19-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,164.0 |
6,078.5 |
5,772.6 |
|
R3 |
6,012.0 |
5,926.5 |
5,730.8 |
|
R2 |
5,860.0 |
5,860.0 |
5,716.9 |
|
R1 |
5,774.5 |
5,774.5 |
5,702.9 |
5,817.3 |
PP |
5,708.0 |
5,708.0 |
5,708.0 |
5,729.4 |
S1 |
5,622.5 |
5,622.5 |
5,675.1 |
5,665.3 |
S2 |
5,556.0 |
5,556.0 |
5,661.1 |
|
S3 |
5,404.0 |
5,470.5 |
5,647.2 |
|
S4 |
5,252.0 |
5,318.5 |
5,605.4 |
|
|
Weekly Pivots for week ending 16-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,863.2 |
6,649.3 |
5,927.3 |
|
R3 |
6,512.7 |
6,298.8 |
5,830.9 |
|
R2 |
6,162.2 |
6,162.2 |
5,798.8 |
|
R1 |
5,948.3 |
5,948.3 |
5,766.6 |
5,880.0 |
PP |
5,811.7 |
5,811.7 |
5,811.7 |
5,777.5 |
S1 |
5,597.8 |
5,597.8 |
5,702.4 |
5,529.5 |
S2 |
5,461.2 |
5,461.2 |
5,670.2 |
|
S3 |
5,110.7 |
5,247.3 |
5,638.1 |
|
S4 |
4,760.2 |
4,896.8 |
5,541.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,874.5 |
5,641.5 |
233.0 |
4.1% |
135.9 |
2.4% |
20% |
False |
True |
7,249 |
10 |
6,145.0 |
5,641.5 |
503.5 |
8.9% |
168.1 |
3.0% |
9% |
False |
True |
4,330 |
20 |
6,186.0 |
5,409.0 |
777.0 |
13.7% |
154.9 |
2.7% |
36% |
False |
False |
2,272 |
40 |
6,471.0 |
5,409.0 |
1,062.0 |
18.7% |
165.3 |
2.9% |
26% |
False |
False |
1,208 |
60 |
6,471.0 |
5,187.5 |
1,283.5 |
22.6% |
154.5 |
2.7% |
39% |
False |
False |
832 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,439.5 |
2.618 |
6,191.4 |
1.618 |
6,039.4 |
1.000 |
5,945.5 |
0.618 |
5,887.4 |
HIGH |
5,793.5 |
0.618 |
5,735.4 |
0.500 |
5,717.5 |
0.382 |
5,699.6 |
LOW |
5,641.5 |
0.618 |
5,547.6 |
1.000 |
5,489.5 |
1.618 |
5,395.6 |
2.618 |
5,243.6 |
4.250 |
4,995.5 |
|
|
Fisher Pivots for day following 19-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
5,717.5 |
5,731.0 |
PP |
5,708.0 |
5,717.0 |
S1 |
5,698.5 |
5,703.0 |
|