Trading Metrics calculated at close of trading on 20-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2011 |
20-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
1,611.8 |
1,601.0 |
-10.8 |
-0.7% |
1,720.4 |
High |
1,613.2 |
1,624.0 |
10.8 |
0.7% |
1,723.3 |
Low |
1,592.8 |
1,601.0 |
8.2 |
0.5% |
1,566.7 |
Close |
1,601.0 |
1,622.0 |
21.0 |
1.3% |
1,602.0 |
Range |
20.4 |
23.0 |
2.6 |
12.7% |
156.6 |
ATR |
36.9 |
35.9 |
-1.0 |
-2.7% |
0.0 |
Volume |
1,902 |
2,194 |
292 |
15.4% |
13,194 |
|
Daily Pivots for day following 20-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,684.7 |
1,676.3 |
1,634.7 |
|
R3 |
1,661.7 |
1,653.3 |
1,628.3 |
|
R2 |
1,638.7 |
1,638.7 |
1,626.2 |
|
R1 |
1,630.3 |
1,630.3 |
1,624.1 |
1,634.5 |
PP |
1,615.7 |
1,615.7 |
1,615.7 |
1,617.8 |
S1 |
1,607.3 |
1,607.3 |
1,619.9 |
1,611.5 |
S2 |
1,592.7 |
1,592.7 |
1,617.8 |
|
S3 |
1,569.7 |
1,584.3 |
1,615.7 |
|
S4 |
1,546.7 |
1,561.3 |
1,609.4 |
|
|
Weekly Pivots for week ending 16-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,100.5 |
2,007.8 |
1,688.1 |
|
R3 |
1,943.9 |
1,851.2 |
1,645.1 |
|
R2 |
1,787.3 |
1,787.3 |
1,630.7 |
|
R1 |
1,694.6 |
1,694.6 |
1,616.4 |
1,662.7 |
PP |
1,630.7 |
1,630.7 |
1,630.7 |
1,614.7 |
S1 |
1,538.0 |
1,538.0 |
1,587.6 |
1,506.1 |
S2 |
1,474.1 |
1,474.1 |
1,573.3 |
|
S3 |
1,317.5 |
1,381.4 |
1,558.9 |
|
S4 |
1,160.9 |
1,224.8 |
1,515.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,648.0 |
1,566.7 |
81.3 |
5.0% |
36.3 |
2.2% |
68% |
False |
False |
2,240 |
10 |
1,764.2 |
1,566.7 |
197.5 |
12.2% |
37.7 |
2.3% |
28% |
False |
False |
2,422 |
20 |
1,772.0 |
1,566.7 |
205.3 |
12.7% |
33.0 |
2.0% |
27% |
False |
False |
2,376 |
40 |
1,808.5 |
1,566.7 |
241.8 |
14.9% |
33.2 |
2.0% |
23% |
False |
False |
1,632 |
60 |
1,808.5 |
1,566.7 |
241.8 |
14.9% |
32.8 |
2.0% |
23% |
False |
False |
1,225 |
80 |
1,928.3 |
1,544.1 |
384.2 |
23.7% |
37.3 |
2.3% |
20% |
False |
False |
1,026 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,721.8 |
2.618 |
1,684.2 |
1.618 |
1,661.2 |
1.000 |
1,647.0 |
0.618 |
1,638.2 |
HIGH |
1,624.0 |
0.618 |
1,615.2 |
0.500 |
1,612.5 |
0.382 |
1,609.8 |
LOW |
1,601.0 |
0.618 |
1,586.8 |
1.000 |
1,578.0 |
1.618 |
1,563.8 |
2.618 |
1,540.8 |
4.250 |
1,503.3 |
|
|
Fisher Pivots for day following 20-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
1,618.8 |
1,615.0 |
PP |
1,615.7 |
1,608.0 |
S1 |
1,612.5 |
1,601.0 |
|