Trading Metrics calculated at close of trading on 28-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2011 |
28-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
1,604.6 |
1,596.5 |
-8.1 |
-0.5% |
1,611.8 |
High |
1,606.0 |
1,597.3 |
-8.7 |
-0.5% |
1,646.2 |
Low |
1,598.6 |
1,556.6 |
-42.0 |
-2.6% |
1,592.8 |
Close |
1,600.3 |
1,568.8 |
-31.5 |
-2.0% |
1,610.8 |
Range |
7.4 |
40.7 |
33.3 |
450.0% |
53.4 |
ATR |
30.9 |
31.8 |
0.9 |
2.9% |
0.0 |
Volume |
934 |
702 |
-232 |
-24.8% |
8,822 |
|
Daily Pivots for day following 28-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,696.3 |
1,673.3 |
1,591.2 |
|
R3 |
1,655.6 |
1,632.6 |
1,580.0 |
|
R2 |
1,614.9 |
1,614.9 |
1,576.3 |
|
R1 |
1,591.9 |
1,591.9 |
1,572.5 |
1,583.1 |
PP |
1,574.2 |
1,574.2 |
1,574.2 |
1,569.8 |
S1 |
1,551.2 |
1,551.2 |
1,565.1 |
1,542.4 |
S2 |
1,533.5 |
1,533.5 |
1,561.3 |
|
S3 |
1,492.8 |
1,510.5 |
1,557.6 |
|
S4 |
1,452.1 |
1,469.8 |
1,546.4 |
|
|
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 |
1,556.6 |
89.6 |
5.7% |
20.8 |
1.3% |
14% |
False |
True |
1,272 |
10 |
1,648.0 |
1,556.6 |
91.4 |
5.8% |
28.5 |
1.8% |
13% |
False |
True |
1,756 |
20 |
1,772.0 |
1,556.6 |
215.4 |
13.7% |
31.9 |
2.0% |
6% |
False |
True |
2,212 |
40 |
1,808.5 |
1,556.6 |
251.9 |
16.1% |
31.3 |
2.0% |
5% |
False |
True |
1,722 |
60 |
1,808.5 |
1,556.6 |
251.9 |
16.1% |
31.2 |
2.0% |
5% |
False |
True |
1,297 |
80 |
1,928.3 |
1,544.1 |
384.2 |
24.5% |
36.2 |
2.3% |
6% |
False |
False |
1,090 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,770.3 |
2.618 |
1,703.9 |
1.618 |
1,663.2 |
1.000 |
1,638.0 |
0.618 |
1,622.5 |
HIGH |
1,597.3 |
0.618 |
1,581.8 |
0.500 |
1,577.0 |
0.382 |
1,572.1 |
LOW |
1,556.6 |
0.618 |
1,531.4 |
1.000 |
1,515.9 |
1.618 |
1,490.7 |
2.618 |
1,450.0 |
4.250 |
1,383.6 |
|
|
Fisher Pivots for day following 28-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
1,577.0 |
1,588.4 |
PP |
1,574.2 |
1,581.9 |
S1 |
1,571.5 |
1,575.3 |
|