Trading Metrics calculated at close of trading on 29-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2011 |
29-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
1,596.5 |
1,562.4 |
-34.1 |
-2.1% |
1,611.8 |
High |
1,597.3 |
1,563.7 |
-33.6 |
-2.1% |
1,646.2 |
Low |
1,556.6 |
1,528.6 |
-28.0 |
-1.8% |
1,592.8 |
Close |
1,568.8 |
1,545.5 |
-23.3 |
-1.5% |
1,610.8 |
Range |
40.7 |
35.1 |
-5.6 |
-13.8% |
53.4 |
ATR |
31.8 |
32.4 |
0.6 |
1.9% |
0.0 |
Volume |
702 |
1,069 |
367 |
52.3% |
8,822 |
|
Daily Pivots for day following 29-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,651.2 |
1,633.5 |
1,564.8 |
|
R3 |
1,616.1 |
1,598.4 |
1,555.2 |
|
R2 |
1,581.0 |
1,581.0 |
1,551.9 |
|
R1 |
1,563.3 |
1,563.3 |
1,548.7 |
1,554.6 |
PP |
1,545.9 |
1,545.9 |
1,545.9 |
1,541.6 |
S1 |
1,528.2 |
1,528.2 |
1,542.3 |
1,519.5 |
S2 |
1,510.8 |
1,510.8 |
1,539.1 |
|
S3 |
1,475.7 |
1,493.1 |
1,535.8 |
|
S4 |
1,440.6 |
1,458.0 |
1,526.2 |
|
|
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 |
1,621.4 |
1,528.6 |
92.8 |
6.0% |
21.7 |
1.4% |
18% |
False |
True |
1,018 |
10 |
1,646.2 |
1,528.6 |
117.6 |
7.6% |
24.4 |
1.6% |
14% |
False |
True |
1,630 |
20 |
1,772.0 |
1,528.6 |
243.4 |
15.7% |
31.2 |
2.0% |
7% |
False |
True |
2,052 |
40 |
1,808.5 |
1,528.6 |
279.9 |
18.1% |
31.2 |
2.0% |
6% |
False |
True |
1,743 |
60 |
1,808.5 |
1,528.6 |
279.9 |
18.1% |
30.5 |
2.0% |
6% |
False |
True |
1,311 |
80 |
1,890.9 |
1,528.6 |
362.3 |
23.4% |
36.0 |
2.3% |
5% |
False |
True |
1,095 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,712.9 |
2.618 |
1,655.6 |
1.618 |
1,620.5 |
1.000 |
1,598.8 |
0.618 |
1,585.4 |
HIGH |
1,563.7 |
0.618 |
1,550.3 |
0.500 |
1,546.2 |
0.382 |
1,542.0 |
LOW |
1,528.6 |
0.618 |
1,506.9 |
1.000 |
1,493.5 |
1.618 |
1,471.8 |
2.618 |
1,436.7 |
4.250 |
1,379.4 |
|
|
Fisher Pivots for day following 29-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
1,546.2 |
1,567.3 |
PP |
1,545.9 |
1,560.0 |
S1 |
1,545.7 |
1,552.8 |
|