| Trading Metrics calculated at close of trading on 07-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2011 |
07-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
2,354.0 |
2,379.0 |
25.0 |
1.1% |
2,145.0 |
| High |
2,380.0 |
2,404.0 |
24.0 |
1.0% |
2,375.0 |
| Low |
2,341.0 |
2,308.0 |
-33.0 |
-1.4% |
2,136.0 |
| Close |
2,367.0 |
2,365.0 |
-2.0 |
-0.1% |
2,332.0 |
| Range |
39.0 |
96.0 |
57.0 |
146.2% |
239.0 |
| ATR |
75.3 |
76.8 |
1.5 |
2.0% |
0.0 |
| Volume |
938,510 |
1,402,618 |
464,108 |
49.5% |
7,170,133 |
|
| Daily Pivots for day following 07-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,647.0 |
2,602.0 |
2,417.8 |
|
| R3 |
2,551.0 |
2,506.0 |
2,391.4 |
|
| R2 |
2,455.0 |
2,455.0 |
2,382.6 |
|
| R1 |
2,410.0 |
2,410.0 |
2,373.8 |
2,384.5 |
| PP |
2,359.0 |
2,359.0 |
2,359.0 |
2,346.3 |
| S1 |
2,314.0 |
2,314.0 |
2,356.2 |
2,288.5 |
| S2 |
2,263.0 |
2,263.0 |
2,347.4 |
|
| S3 |
2,167.0 |
2,218.0 |
2,338.6 |
|
| S4 |
2,071.0 |
2,122.0 |
2,312.2 |
|
|
| 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 |
2,404.0 |
2,304.0 |
100.0 |
4.2% |
51.0 |
2.2% |
61% |
True |
False |
1,179,727 |
| 10 |
2,404.0 |
2,064.0 |
340.0 |
14.4% |
66.8 |
2.8% |
89% |
True |
False |
1,301,628 |
| 20 |
2,404.0 |
2,064.0 |
340.0 |
14.4% |
72.8 |
3.1% |
89% |
True |
False |
1,330,395 |
| 40 |
2,509.0 |
2,064.0 |
445.0 |
18.8% |
76.1 |
3.2% |
68% |
False |
False |
1,402,018 |
| 60 |
2,509.0 |
1,924.0 |
585.0 |
24.7% |
77.0 |
3.3% |
75% |
False |
False |
1,477,749 |
| 80 |
2,509.0 |
1,924.0 |
585.0 |
24.7% |
76.7 |
3.2% |
75% |
False |
False |
1,161,763 |
| 100 |
2,790.0 |
1,924.0 |
866.0 |
36.6% |
81.2 |
3.4% |
51% |
False |
False |
931,388 |
| 120 |
2,887.0 |
1,924.0 |
963.0 |
40.7% |
75.7 |
3.2% |
46% |
False |
False |
777,330 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,812.0 |
|
2.618 |
2,655.3 |
|
1.618 |
2,559.3 |
|
1.000 |
2,500.0 |
|
0.618 |
2,463.3 |
|
HIGH |
2,404.0 |
|
0.618 |
2,367.3 |
|
0.500 |
2,356.0 |
|
0.382 |
2,344.7 |
|
LOW |
2,308.0 |
|
0.618 |
2,248.7 |
|
1.000 |
2,212.0 |
|
1.618 |
2,152.7 |
|
2.618 |
2,056.7 |
|
4.250 |
1,900.0 |
|
|
| Fisher Pivots for day following 07-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,362.0 |
2,362.0 |
| PP |
2,359.0 |
2,359.0 |
| S1 |
2,356.0 |
2,356.0 |
|