Trading Metrics calculated at close of trading on 22-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2011 |
22-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
1,628.0 |
1,620.5 |
-7.5 |
-0.5% |
1,720.4 |
High |
1,646.2 |
1,621.4 |
-24.8 |
-1.5% |
1,723.3 |
Low |
1,616.0 |
1,606.6 |
-9.4 |
-0.6% |
1,566.7 |
Close |
1,618.1 |
1,615.2 |
-2.9 |
-0.2% |
1,602.0 |
Range |
30.2 |
14.8 |
-15.4 |
-51.0% |
156.6 |
ATR |
35.5 |
34.0 |
-1.5 |
-4.2% |
0.0 |
Volume |
2,337 |
1,567 |
-770 |
-32.9% |
13,194 |
|
Daily Pivots for day following 22-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,658.8 |
1,651.8 |
1,623.3 |
|
R3 |
1,644.0 |
1,637.0 |
1,619.3 |
|
R2 |
1,629.2 |
1,629.2 |
1,617.9 |
|
R1 |
1,622.2 |
1,622.2 |
1,616.6 |
1,618.3 |
PP |
1,614.4 |
1,614.4 |
1,614.4 |
1,612.5 |
S1 |
1,607.4 |
1,607.4 |
1,613.8 |
1,603.5 |
S2 |
1,599.6 |
1,599.6 |
1,612.5 |
|
S3 |
1,584.8 |
1,592.6 |
1,611.1 |
|
S4 |
1,570.0 |
1,577.8 |
1,607.1 |
|
|
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 |
1,646.2 |
1,578.0 |
68.2 |
4.2% |
23.3 |
1.4% |
55% |
False |
False |
1,958 |
10 |
1,730.6 |
1,566.7 |
163.9 |
10.1% |
35.2 |
2.2% |
30% |
False |
False |
2,462 |
20 |
1,772.0 |
1,566.7 |
205.3 |
12.7% |
32.2 |
2.0% |
24% |
False |
False |
2,350 |
40 |
1,808.5 |
1,566.7 |
241.8 |
15.0% |
32.2 |
2.0% |
20% |
False |
False |
1,698 |
60 |
1,808.5 |
1,566.7 |
241.8 |
15.0% |
31.9 |
2.0% |
20% |
False |
False |
1,276 |
80 |
1,928.3 |
1,544.1 |
384.2 |
23.8% |
36.7 |
2.3% |
19% |
False |
False |
1,067 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,684.3 |
2.618 |
1,660.1 |
1.618 |
1,645.3 |
1.000 |
1,636.2 |
0.618 |
1,630.5 |
HIGH |
1,621.4 |
0.618 |
1,615.7 |
0.500 |
1,614.0 |
0.382 |
1,612.3 |
LOW |
1,606.6 |
0.618 |
1,597.5 |
1.000 |
1,591.8 |
1.618 |
1,582.7 |
2.618 |
1,567.9 |
4.250 |
1,543.7 |
|
|
Fisher Pivots for day following 22-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
1,614.8 |
1,623.6 |
PP |
1,614.4 |
1,620.8 |
S1 |
1,614.0 |
1,618.0 |
|