Trading Metrics calculated at close of trading on 23-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2011 |
23-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
1,231.00 |
1,246.00 |
15.00 |
1.2% |
1,206.00 |
High |
1,245.25 |
1,255.00 |
9.75 |
0.8% |
1,255.00 |
Low |
1,226.75 |
1,245.00 |
18.25 |
1.5% |
1,190.00 |
Close |
1,243.75 |
1,255.00 |
11.25 |
0.9% |
1,255.00 |
Range |
18.50 |
10.00 |
-8.50 |
-45.9% |
65.00 |
ATR |
23.76 |
22.87 |
-0.89 |
-3.8% |
0.00 |
Volume |
778 |
3,339 |
2,561 |
329.2% |
8,506 |
|
Daily Pivots for day following 23-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,281.75 |
1,278.25 |
1,260.50 |
|
R3 |
1,271.75 |
1,268.25 |
1,257.75 |
|
R2 |
1,261.75 |
1,261.75 |
1,256.75 |
|
R1 |
1,258.25 |
1,258.25 |
1,256.00 |
1,260.00 |
PP |
1,251.75 |
1,251.75 |
1,251.75 |
1,252.50 |
S1 |
1,248.25 |
1,248.25 |
1,254.00 |
1,250.00 |
S2 |
1,241.75 |
1,241.75 |
1,253.25 |
|
S3 |
1,231.75 |
1,238.25 |
1,252.25 |
|
S4 |
1,221.75 |
1,228.25 |
1,249.50 |
|
|
Weekly Pivots for week ending 23-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,428.25 |
1,406.75 |
1,290.75 |
|
R3 |
1,363.25 |
1,341.75 |
1,273.00 |
|
R2 |
1,298.25 |
1,298.25 |
1,267.00 |
|
R1 |
1,276.75 |
1,276.75 |
1,261.00 |
1,287.50 |
PP |
1,233.25 |
1,233.25 |
1,233.25 |
1,238.75 |
S1 |
1,211.75 |
1,211.75 |
1,249.00 |
1,222.50 |
S2 |
1,168.25 |
1,168.25 |
1,243.00 |
|
S3 |
1,103.25 |
1,146.75 |
1,237.00 |
|
S4 |
1,038.25 |
1,081.75 |
1,219.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,255.00 |
1,190.00 |
65.00 |
5.2% |
23.00 |
1.8% |
100% |
True |
False |
1,701 |
10 |
1,255.00 |
1,190.00 |
65.00 |
5.2% |
23.00 |
1.8% |
100% |
True |
False |
964 |
20 |
1,255.00 |
1,161.00 |
94.00 |
7.5% |
22.25 |
1.8% |
100% |
True |
False |
636 |
40 |
1,273.25 |
1,140.25 |
133.00 |
10.6% |
19.25 |
1.5% |
86% |
False |
False |
355 |
60 |
1,277.25 |
1,057.50 |
219.75 |
17.5% |
22.50 |
1.8% |
90% |
False |
False |
242 |
80 |
1,277.25 |
1,057.50 |
219.75 |
17.5% |
22.75 |
1.8% |
90% |
False |
False |
185 |
100 |
1,277.25 |
1,057.50 |
219.75 |
17.5% |
20.25 |
1.6% |
90% |
False |
False |
150 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,297.50 |
2.618 |
1,281.25 |
1.618 |
1,271.25 |
1.000 |
1,265.00 |
0.618 |
1,261.25 |
HIGH |
1,255.00 |
0.618 |
1,251.25 |
0.500 |
1,250.00 |
0.382 |
1,248.75 |
LOW |
1,245.00 |
0.618 |
1,238.75 |
1.000 |
1,235.00 |
1.618 |
1,228.75 |
2.618 |
1,218.75 |
4.250 |
1,202.50 |
|
|
Fisher Pivots for day following 23-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
1,253.25 |
1,249.00 |
PP |
1,251.75 |
1,242.75 |
S1 |
1,250.00 |
1,236.75 |
|