Trading Metrics calculated at close of trading on 27-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2011 |
27-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
1,246.00 |
1,256.00 |
10.00 |
0.8% |
1,206.00 |
High |
1,255.00 |
1,258.50 |
3.50 |
0.3% |
1,255.00 |
Low |
1,245.00 |
1,251.00 |
6.00 |
0.5% |
1,190.00 |
Close |
1,255.00 |
1,255.00 |
0.00 |
0.0% |
1,255.00 |
Range |
10.00 |
7.50 |
-2.50 |
-25.0% |
65.00 |
ATR |
22.87 |
21.77 |
-1.10 |
-4.8% |
0.00 |
Volume |
3,339 |
1,794 |
-1,545 |
-46.3% |
8,506 |
|
Daily Pivots for day following 27-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,277.25 |
1,273.75 |
1,259.00 |
|
R3 |
1,269.75 |
1,266.25 |
1,257.00 |
|
R2 |
1,262.25 |
1,262.25 |
1,256.50 |
|
R1 |
1,258.75 |
1,258.75 |
1,255.75 |
1,256.75 |
PP |
1,254.75 |
1,254.75 |
1,254.75 |
1,254.00 |
S1 |
1,251.25 |
1,251.25 |
1,254.25 |
1,249.25 |
S2 |
1,247.25 |
1,247.25 |
1,253.50 |
|
S3 |
1,239.75 |
1,243.75 |
1,253.00 |
|
S4 |
1,232.25 |
1,236.25 |
1,251.00 |
|
|
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 |
1,258.50 |
1,193.50 |
65.00 |
5.2% |
19.75 |
1.6% |
95% |
True |
False |
1,675 |
10 |
1,258.50 |
1,190.00 |
68.50 |
5.5% |
20.75 |
1.6% |
95% |
True |
False |
1,138 |
20 |
1,258.50 |
1,178.00 |
80.50 |
6.4% |
21.50 |
1.7% |
96% |
True |
False |
722 |
40 |
1,262.25 |
1,140.25 |
122.00 |
9.7% |
19.00 |
1.5% |
94% |
False |
False |
400 |
60 |
1,277.25 |
1,057.50 |
219.75 |
17.5% |
22.00 |
1.8% |
90% |
False |
False |
272 |
80 |
1,277.25 |
1,057.50 |
219.75 |
17.5% |
22.75 |
1.8% |
90% |
False |
False |
207 |
100 |
1,277.25 |
1,057.50 |
219.75 |
17.5% |
19.75 |
1.6% |
90% |
False |
False |
168 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,290.50 |
2.618 |
1,278.25 |
1.618 |
1,270.75 |
1.000 |
1,266.00 |
0.618 |
1,263.25 |
HIGH |
1,258.50 |
0.618 |
1,255.75 |
0.500 |
1,254.75 |
0.382 |
1,253.75 |
LOW |
1,251.00 |
0.618 |
1,246.25 |
1.000 |
1,243.50 |
1.618 |
1,238.75 |
2.618 |
1,231.25 |
4.250 |
1,219.00 |
|
|
Fisher Pivots for day following 27-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
1,255.00 |
1,251.00 |
PP |
1,254.75 |
1,246.75 |
S1 |
1,254.75 |
1,242.50 |
|