Trading Metrics calculated at close of trading on 27-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2011 |
27-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
1,615.1 |
1,604.6 |
-10.5 |
-0.7% |
1,611.8 |
High |
1,620.2 |
1,606.0 |
-14.2 |
-0.9% |
1,646.2 |
Low |
1,609.5 |
1,598.6 |
-10.9 |
-0.7% |
1,592.8 |
Close |
1,610.8 |
1,600.3 |
-10.5 |
-0.7% |
1,610.8 |
Range |
10.7 |
7.4 |
-3.3 |
-30.8% |
53.4 |
ATR |
32.4 |
30.9 |
-1.4 |
-4.5% |
0.0 |
Volume |
822 |
934 |
112 |
13.6% |
8,822 |
|
Daily Pivots for day following 27-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,623.8 |
1,619.5 |
1,604.4 |
|
R3 |
1,616.4 |
1,612.1 |
1,602.3 |
|
R2 |
1,609.0 |
1,609.0 |
1,601.7 |
|
R1 |
1,604.7 |
1,604.7 |
1,601.0 |
1,603.2 |
PP |
1,601.6 |
1,601.6 |
1,601.6 |
1,600.9 |
S1 |
1,597.3 |
1,597.3 |
1,599.6 |
1,595.8 |
S2 |
1,594.2 |
1,594.2 |
1,598.9 |
|
S3 |
1,586.8 |
1,589.9 |
1,598.3 |
|
S4 |
1,579.4 |
1,582.5 |
1,596.2 |
|
|
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 |
1,598.6 |
47.6 |
3.0% |
17.2 |
1.1% |
4% |
False |
True |
1,570 |
10 |
1,680.8 |
1,566.7 |
114.1 |
7.1% |
29.3 |
1.8% |
29% |
False |
False |
2,152 |
20 |
1,772.0 |
1,566.7 |
205.3 |
12.8% |
30.6 |
1.9% |
16% |
False |
False |
2,271 |
40 |
1,808.5 |
1,566.7 |
241.8 |
15.1% |
31.2 |
2.0% |
14% |
False |
False |
1,712 |
60 |
1,808.5 |
1,566.7 |
241.8 |
15.1% |
31.1 |
1.9% |
14% |
False |
False |
1,293 |
80 |
1,928.3 |
1,544.1 |
384.2 |
24.0% |
36.4 |
2.3% |
15% |
False |
False |
1,085 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,637.5 |
2.618 |
1,625.4 |
1.618 |
1,618.0 |
1.000 |
1,613.4 |
0.618 |
1,610.6 |
HIGH |
1,606.0 |
0.618 |
1,603.2 |
0.500 |
1,602.3 |
0.382 |
1,601.4 |
LOW |
1,598.6 |
0.618 |
1,594.0 |
1.000 |
1,591.2 |
1.618 |
1,586.6 |
2.618 |
1,579.2 |
4.250 |
1,567.2 |
|
|
Fisher Pivots for day following 27-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
1,602.3 |
1,610.0 |
PP |
1,601.6 |
1,606.8 |
S1 |
1,601.0 |
1,603.5 |
|