| Trading Metrics calculated at close of trading on 06-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2011 |
06-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
2,356.0 |
2,354.0 |
-2.0 |
-0.1% |
2,145.0 |
| High |
2,386.0 |
2,380.0 |
-6.0 |
-0.3% |
2,375.0 |
| Low |
2,354.0 |
2,341.0 |
-13.0 |
-0.6% |
2,136.0 |
| Close |
2,369.0 |
2,367.0 |
-2.0 |
-0.1% |
2,332.0 |
| Range |
32.0 |
39.0 |
7.0 |
21.9% |
239.0 |
| ATR |
78.1 |
75.3 |
-2.8 |
-3.6% |
0.0 |
| Volume |
1,111,324 |
938,510 |
-172,814 |
-15.6% |
7,170,133 |
|
| Daily Pivots for day following 06-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,479.7 |
2,462.3 |
2,388.5 |
|
| R3 |
2,440.7 |
2,423.3 |
2,377.7 |
|
| R2 |
2,401.7 |
2,401.7 |
2,374.2 |
|
| R1 |
2,384.3 |
2,384.3 |
2,370.6 |
2,393.0 |
| PP |
2,362.7 |
2,362.7 |
2,362.7 |
2,367.0 |
| S1 |
2,345.3 |
2,345.3 |
2,363.4 |
2,354.0 |
| S2 |
2,323.7 |
2,323.7 |
2,359.9 |
|
| S3 |
2,284.7 |
2,306.3 |
2,356.3 |
|
| S4 |
2,245.7 |
2,267.3 |
2,345.6 |
|
|
| Weekly Pivots for week ending 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,998.0 |
2,904.0 |
2,463.5 |
|
| R3 |
2,759.0 |
2,665.0 |
2,397.7 |
|
| R2 |
2,520.0 |
2,520.0 |
2,375.8 |
|
| R1 |
2,426.0 |
2,426.0 |
2,353.9 |
2,473.0 |
| PP |
2,281.0 |
2,281.0 |
2,281.0 |
2,304.5 |
| S1 |
2,187.0 |
2,187.0 |
2,310.1 |
2,234.0 |
| S2 |
2,042.0 |
2,042.0 |
2,288.2 |
|
| S3 |
1,803.0 |
1,948.0 |
2,266.3 |
|
| S4 |
1,564.0 |
1,709.0 |
2,200.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,386.0 |
2,197.0 |
189.0 |
8.0% |
61.8 |
2.6% |
90% |
False |
False |
1,304,080 |
| 10 |
2,386.0 |
2,064.0 |
322.0 |
13.6% |
62.9 |
2.7% |
94% |
False |
False |
1,287,725 |
| 20 |
2,386.0 |
2,064.0 |
322.0 |
13.6% |
71.8 |
3.0% |
94% |
False |
False |
1,321,940 |
| 40 |
2,509.0 |
2,064.0 |
445.0 |
18.8% |
74.8 |
3.2% |
68% |
False |
False |
1,399,876 |
| 60 |
2,509.0 |
1,924.0 |
585.0 |
24.7% |
77.2 |
3.3% |
76% |
False |
False |
1,486,704 |
| 80 |
2,509.0 |
1,924.0 |
585.0 |
24.7% |
76.0 |
3.2% |
76% |
False |
False |
1,144,527 |
| 100 |
2,790.0 |
1,924.0 |
866.0 |
36.6% |
80.7 |
3.4% |
51% |
False |
False |
917,372 |
| 120 |
2,887.0 |
1,924.0 |
963.0 |
40.7% |
75.2 |
3.2% |
46% |
False |
False |
765,645 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,545.8 |
|
2.618 |
2,482.1 |
|
1.618 |
2,443.1 |
|
1.000 |
2,419.0 |
|
0.618 |
2,404.1 |
|
HIGH |
2,380.0 |
|
0.618 |
2,365.1 |
|
0.500 |
2,360.5 |
|
0.382 |
2,355.9 |
|
LOW |
2,341.0 |
|
0.618 |
2,316.9 |
|
1.000 |
2,302.0 |
|
1.618 |
2,277.9 |
|
2.618 |
2,238.9 |
|
4.250 |
2,175.3 |
|
|
| Fisher Pivots for day following 06-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,364.8 |
2,363.7 |
| PP |
2,362.7 |
2,360.3 |
| S1 |
2,360.5 |
2,357.0 |
|