Trading Metrics calculated at close of trading on 23-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2011 |
23-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
1,620.5 |
1,615.1 |
-5.4 |
-0.3% |
1,611.8 |
High |
1,621.4 |
1,620.2 |
-1.2 |
-0.1% |
1,646.2 |
Low |
1,606.6 |
1,609.5 |
2.9 |
0.2% |
1,592.8 |
Close |
1,615.2 |
1,610.8 |
-4.4 |
-0.3% |
1,610.8 |
Range |
14.8 |
10.7 |
-4.1 |
-27.7% |
53.4 |
ATR |
34.0 |
32.4 |
-1.7 |
-4.9% |
0.0 |
Volume |
1,567 |
822 |
-745 |
-47.5% |
8,822 |
|
Daily Pivots for day following 23-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,645.6 |
1,638.9 |
1,616.7 |
|
R3 |
1,634.9 |
1,628.2 |
1,613.7 |
|
R2 |
1,624.2 |
1,624.2 |
1,612.8 |
|
R1 |
1,617.5 |
1,617.5 |
1,611.8 |
1,615.5 |
PP |
1,613.5 |
1,613.5 |
1,613.5 |
1,612.5 |
S1 |
1,606.8 |
1,606.8 |
1,609.8 |
1,604.8 |
S2 |
1,602.8 |
1,602.8 |
1,608.8 |
|
S3 |
1,592.1 |
1,596.1 |
1,607.9 |
|
S4 |
1,581.4 |
1,585.4 |
1,604.9 |
|
|
Weekly Pivots for week ending 23-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,776.8 |
1,747.2 |
1,640.2 |
|
R3 |
1,723.4 |
1,693.8 |
1,625.5 |
|
R2 |
1,670.0 |
1,670.0 |
1,620.6 |
|
R1 |
1,640.4 |
1,640.4 |
1,615.7 |
1,628.5 |
PP |
1,616.6 |
1,616.6 |
1,616.6 |
1,610.7 |
S1 |
1,587.0 |
1,587.0 |
1,605.9 |
1,575.1 |
S2 |
1,563.2 |
1,563.2 |
1,601.0 |
|
S3 |
1,509.8 |
1,533.6 |
1,596.1 |
|
S4 |
1,456.4 |
1,480.2 |
1,581.4 |
|
|
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 |
1,592.8 |
53.4 |
3.3% |
19.8 |
1.2% |
34% |
False |
False |
1,764 |
10 |
1,723.3 |
1,566.7 |
156.6 |
9.7% |
34.2 |
2.1% |
28% |
False |
False |
2,201 |
20 |
1,772.0 |
1,566.7 |
205.3 |
12.7% |
31.6 |
2.0% |
21% |
False |
False |
2,277 |
40 |
1,808.5 |
1,566.7 |
241.8 |
15.0% |
31.5 |
2.0% |
18% |
False |
False |
1,692 |
60 |
1,808.5 |
1,566.7 |
241.8 |
15.0% |
31.4 |
1.9% |
18% |
False |
False |
1,287 |
80 |
1,928.3 |
1,544.1 |
384.2 |
23.9% |
36.5 |
2.3% |
17% |
False |
False |
1,075 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,665.7 |
2.618 |
1,648.2 |
1.618 |
1,637.5 |
1.000 |
1,630.9 |
0.618 |
1,626.8 |
HIGH |
1,620.2 |
0.618 |
1,616.1 |
0.500 |
1,614.9 |
0.382 |
1,613.6 |
LOW |
1,609.5 |
0.618 |
1,602.9 |
1.000 |
1,598.8 |
1.618 |
1,592.2 |
2.618 |
1,581.5 |
4.250 |
1,564.0 |
|
|
Fisher Pivots for day following 23-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
1,614.9 |
1,626.4 |
PP |
1,613.5 |
1,621.2 |
S1 |
1,612.2 |
1,616.0 |
|