| Trading Metrics calculated at close of trading on 13-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2011 |
13-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1,707.5 |
1,654.7 |
-52.8 |
-3.1% |
1,748.9 |
| High |
1,708.2 |
1,671.8 |
-36.4 |
-2.1% |
1,752.6 |
| Low |
1,659.5 |
1,628.0 |
-31.5 |
-1.9% |
1,703.0 |
| Close |
1,664.2 |
1,659.9 |
-4.3 |
-0.3% |
1,712.8 |
| Range |
48.7 |
43.8 |
-4.9 |
-10.1% |
49.6 |
| ATR |
35.5 |
36.1 |
0.6 |
1.7% |
0.0 |
| Volume |
887 |
274 |
-613 |
-69.1% |
3,214 |
|
| Daily Pivots for day following 13-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,784.6 |
1,766.1 |
1,684.0 |
|
| R3 |
1,740.8 |
1,722.3 |
1,671.9 |
|
| R2 |
1,697.0 |
1,697.0 |
1,667.9 |
|
| R1 |
1,678.5 |
1,678.5 |
1,663.9 |
1,687.8 |
| PP |
1,653.2 |
1,653.2 |
1,653.2 |
1,657.9 |
| S1 |
1,634.7 |
1,634.7 |
1,655.9 |
1,644.0 |
| S2 |
1,609.4 |
1,609.4 |
1,651.9 |
|
| S3 |
1,565.6 |
1,590.9 |
1,647.9 |
|
| S4 |
1,521.8 |
1,547.1 |
1,635.8 |
|
|
| Weekly Pivots for week ending 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,871.6 |
1,841.8 |
1,740.1 |
|
| R3 |
1,822.0 |
1,792.2 |
1,726.4 |
|
| R2 |
1,772.4 |
1,772.4 |
1,721.9 |
|
| R1 |
1,742.6 |
1,742.6 |
1,717.3 |
1,732.7 |
| PP |
1,722.8 |
1,722.8 |
1,722.8 |
1,717.9 |
| S1 |
1,693.0 |
1,693.0 |
1,708.3 |
1,683.1 |
| S2 |
1,673.2 |
1,673.2 |
1,703.7 |
|
| S3 |
1,623.6 |
1,643.4 |
1,699.2 |
|
| S4 |
1,574.0 |
1,593.8 |
1,685.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,752.3 |
1,628.0 |
124.3 |
7.5% |
35.2 |
2.1% |
26% |
False |
True |
594 |
| 10 |
1,762.9 |
1,628.0 |
134.9 |
8.1% |
32.8 |
2.0% |
24% |
False |
True |
2,091 |
| 20 |
1,787.8 |
1,628.0 |
159.8 |
9.6% |
34.3 |
2.1% |
20% |
False |
True |
75,135 |
| 40 |
1,804.4 |
1,604.7 |
199.7 |
12.0% |
35.6 |
2.1% |
28% |
False |
False |
103,471 |
| 60 |
1,819.4 |
1,535.0 |
284.4 |
17.1% |
41.5 |
2.5% |
44% |
False |
False |
124,603 |
| 80 |
1,923.7 |
1,535.0 |
388.7 |
23.4% |
46.2 |
2.8% |
32% |
False |
False |
152,009 |
| 100 |
1,923.7 |
1,535.0 |
388.7 |
23.4% |
44.3 |
2.7% |
32% |
False |
False |
159,171 |
| 120 |
1,923.7 |
1,481.0 |
442.7 |
26.7% |
40.3 |
2.4% |
40% |
False |
False |
135,535 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,858.0 |
|
2.618 |
1,786.5 |
|
1.618 |
1,742.7 |
|
1.000 |
1,715.6 |
|
0.618 |
1,698.9 |
|
HIGH |
1,671.8 |
|
0.618 |
1,655.1 |
|
0.500 |
1,649.9 |
|
0.382 |
1,644.7 |
|
LOW |
1,628.0 |
|
0.618 |
1,600.9 |
|
1.000 |
1,584.2 |
|
1.618 |
1,557.1 |
|
2.618 |
1,513.3 |
|
4.250 |
1,441.9 |
|
|
| Fisher Pivots for day following 13-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,656.6 |
1,674.4 |
| PP |
1,653.2 |
1,669.5 |
| S1 |
1,649.9 |
1,664.7 |
|