Trading Metrics calculated at close of trading on 28-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2011 |
28-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
1,256.00 |
1,254.50 |
-1.50 |
-0.1% |
1,206.00 |
High |
1,258.50 |
1,258.50 |
0.00 |
0.0% |
1,255.00 |
Low |
1,251.00 |
1,237.75 |
-13.25 |
-1.1% |
1,190.00 |
Close |
1,255.00 |
1,239.25 |
-15.75 |
-1.3% |
1,255.00 |
Range |
7.50 |
20.75 |
13.25 |
176.7% |
65.00 |
ATR |
21.77 |
21.70 |
-0.07 |
-0.3% |
0.00 |
Volume |
1,794 |
199 |
-1,595 |
-88.9% |
8,506 |
|
Daily Pivots for day following 28-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,307.50 |
1,294.00 |
1,250.75 |
|
R3 |
1,286.75 |
1,273.25 |
1,245.00 |
|
R2 |
1,266.00 |
1,266.00 |
1,243.00 |
|
R1 |
1,252.50 |
1,252.50 |
1,241.25 |
1,249.00 |
PP |
1,245.25 |
1,245.25 |
1,245.25 |
1,243.25 |
S1 |
1,231.75 |
1,231.75 |
1,237.25 |
1,228.00 |
S2 |
1,224.50 |
1,224.50 |
1,235.50 |
|
S3 |
1,203.75 |
1,211.00 |
1,233.50 |
|
S4 |
1,183.00 |
1,190.25 |
1,227.75 |
|
|
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 |
1,218.50 |
40.00 |
3.2% |
16.25 |
1.3% |
52% |
True |
False |
1,535 |
10 |
1,258.50 |
1,190.00 |
68.50 |
5.5% |
20.00 |
1.6% |
72% |
True |
False |
1,147 |
20 |
1,258.50 |
1,179.00 |
79.50 |
6.4% |
21.75 |
1.8% |
76% |
True |
False |
683 |
40 |
1,262.00 |
1,140.25 |
121.75 |
9.8% |
19.00 |
1.5% |
81% |
False |
False |
404 |
60 |
1,277.25 |
1,057.50 |
219.75 |
17.7% |
21.50 |
1.7% |
83% |
False |
False |
275 |
80 |
1,277.25 |
1,057.50 |
219.75 |
17.7% |
23.00 |
1.9% |
83% |
False |
False |
209 |
100 |
1,277.25 |
1,057.50 |
219.75 |
17.7% |
19.50 |
1.6% |
83% |
False |
False |
169 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,346.75 |
2.618 |
1,312.75 |
1.618 |
1,292.00 |
1.000 |
1,279.25 |
0.618 |
1,271.25 |
HIGH |
1,258.50 |
0.618 |
1,250.50 |
0.500 |
1,248.00 |
0.382 |
1,245.75 |
LOW |
1,237.75 |
0.618 |
1,225.00 |
1.000 |
1,217.00 |
1.618 |
1,204.25 |
2.618 |
1,183.50 |
4.250 |
1,149.50 |
|
|
Fisher Pivots for day following 28-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
1,248.00 |
1,248.00 |
PP |
1,245.25 |
1,245.25 |
S1 |
1,242.25 |
1,242.25 |
|