Trading Metrics calculated at close of trading on 30-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2011 |
30-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
1,240.25 |
1,251.00 |
10.75 |
0.9% |
1,256.00 |
High |
1,252.75 |
1,254.00 |
1.25 |
0.1% |
1,258.50 |
Low |
1,240.25 |
1,245.00 |
4.75 |
0.4% |
1,237.75 |
Close |
1,252.00 |
1,247.25 |
-4.75 |
-0.4% |
1,247.25 |
Range |
12.50 |
9.00 |
-3.50 |
-28.0% |
20.75 |
ATR |
21.11 |
20.25 |
-0.87 |
-4.1% |
0.00 |
Volume |
829 |
1,635 |
806 |
97.2% |
4,457 |
|
Daily Pivots for day following 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,275.75 |
1,270.50 |
1,252.25 |
|
R3 |
1,266.75 |
1,261.50 |
1,249.75 |
|
R2 |
1,257.75 |
1,257.75 |
1,249.00 |
|
R1 |
1,252.50 |
1,252.50 |
1,248.00 |
1,250.50 |
PP |
1,248.75 |
1,248.75 |
1,248.75 |
1,247.75 |
S1 |
1,243.50 |
1,243.50 |
1,246.50 |
1,241.50 |
S2 |
1,239.75 |
1,239.75 |
1,245.50 |
|
S3 |
1,230.75 |
1,234.50 |
1,244.75 |
|
S4 |
1,221.75 |
1,225.50 |
1,242.25 |
|
|
Weekly Pivots for week ending 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,310.00 |
1,299.50 |
1,258.75 |
|
R3 |
1,289.25 |
1,278.75 |
1,253.00 |
|
R2 |
1,268.50 |
1,268.50 |
1,251.00 |
|
R1 |
1,258.00 |
1,258.00 |
1,249.25 |
1,253.00 |
PP |
1,247.75 |
1,247.75 |
1,247.75 |
1,245.25 |
S1 |
1,237.25 |
1,237.25 |
1,245.25 |
1,232.00 |
S2 |
1,227.00 |
1,227.00 |
1,243.50 |
|
S3 |
1,206.25 |
1,216.50 |
1,241.50 |
|
S4 |
1,185.50 |
1,195.75 |
1,235.75 |
|
|
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 |
1,237.75 |
20.75 |
1.7% |
12.00 |
1.0% |
46% |
False |
False |
1,559 |
10 |
1,258.50 |
1,190.00 |
68.50 |
5.5% |
18.00 |
1.4% |
84% |
False |
False |
1,312 |
20 |
1,258.50 |
1,190.00 |
68.50 |
5.5% |
19.75 |
1.6% |
84% |
False |
False |
780 |
40 |
1,262.00 |
1,140.25 |
121.75 |
9.8% |
18.50 |
1.5% |
88% |
False |
False |
464 |
60 |
1,277.25 |
1,118.75 |
158.50 |
12.7% |
20.75 |
1.7% |
81% |
False |
False |
314 |
80 |
1,277.25 |
1,057.50 |
219.75 |
17.6% |
23.25 |
1.9% |
86% |
False |
False |
240 |
100 |
1,277.25 |
1,057.50 |
219.75 |
17.6% |
19.75 |
1.6% |
86% |
False |
False |
194 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,292.25 |
2.618 |
1,277.50 |
1.618 |
1,268.50 |
1.000 |
1,263.00 |
0.618 |
1,259.50 |
HIGH |
1,254.00 |
0.618 |
1,250.50 |
0.500 |
1,249.50 |
0.382 |
1,248.50 |
LOW |
1,245.00 |
0.618 |
1,239.50 |
1.000 |
1,236.00 |
1.618 |
1,230.50 |
2.618 |
1,221.50 |
4.250 |
1,206.75 |
|
|
Fisher Pivots for day following 30-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
1,249.50 |
1,248.00 |
PP |
1,248.75 |
1,247.75 |
S1 |
1,248.00 |
1,247.50 |
|