| Trading Metrics calculated at close of trading on 08-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2011 |
08-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
2,379.0 |
2,369.0 |
-10.0 |
-0.4% |
2,145.0 |
| High |
2,404.0 |
2,375.0 |
-29.0 |
-1.2% |
2,375.0 |
| Low |
2,308.0 |
2,268.0 |
-40.0 |
-1.7% |
2,136.0 |
| Close |
2,365.0 |
2,276.0 |
-89.0 |
-3.8% |
2,332.0 |
| Range |
96.0 |
107.0 |
11.0 |
11.5% |
239.0 |
| ATR |
76.8 |
79.0 |
2.2 |
2.8% |
0.0 |
| Volume |
1,402,618 |
1,556,323 |
153,705 |
11.0% |
7,170,133 |
|
| Daily Pivots for day following 08-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,627.3 |
2,558.7 |
2,334.9 |
|
| R3 |
2,520.3 |
2,451.7 |
2,305.4 |
|
| R2 |
2,413.3 |
2,413.3 |
2,295.6 |
|
| R1 |
2,344.7 |
2,344.7 |
2,285.8 |
2,325.5 |
| PP |
2,306.3 |
2,306.3 |
2,306.3 |
2,296.8 |
| S1 |
2,237.7 |
2,237.7 |
2,266.2 |
2,218.5 |
| S2 |
2,199.3 |
2,199.3 |
2,256.4 |
|
| S3 |
2,092.3 |
2,130.7 |
2,246.6 |
|
| S4 |
1,985.3 |
2,023.7 |
2,217.2 |
|
|
| 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 |
2,268.0 |
136.0 |
6.0% |
64.2 |
2.8% |
6% |
False |
True |
1,235,236 |
| 10 |
2,404.0 |
2,064.0 |
340.0 |
14.9% |
71.4 |
3.1% |
62% |
False |
False |
1,329,489 |
| 20 |
2,404.0 |
2,064.0 |
340.0 |
14.9% |
71.2 |
3.1% |
62% |
False |
False |
1,315,761 |
| 40 |
2,509.0 |
2,064.0 |
445.0 |
19.6% |
76.5 |
3.4% |
48% |
False |
False |
1,397,363 |
| 60 |
2,509.0 |
1,924.0 |
585.0 |
25.7% |
76.6 |
3.4% |
60% |
False |
False |
1,474,230 |
| 80 |
2,509.0 |
1,924.0 |
585.0 |
25.7% |
77.1 |
3.4% |
60% |
False |
False |
1,181,018 |
| 100 |
2,790.0 |
1,924.0 |
866.0 |
38.0% |
82.0 |
3.6% |
41% |
False |
False |
946,950 |
| 120 |
2,887.0 |
1,924.0 |
963.0 |
42.3% |
76.1 |
3.3% |
37% |
False |
False |
790,295 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,829.8 |
|
2.618 |
2,655.1 |
|
1.618 |
2,548.1 |
|
1.000 |
2,482.0 |
|
0.618 |
2,441.1 |
|
HIGH |
2,375.0 |
|
0.618 |
2,334.1 |
|
0.500 |
2,321.5 |
|
0.382 |
2,308.9 |
|
LOW |
2,268.0 |
|
0.618 |
2,201.9 |
|
1.000 |
2,161.0 |
|
1.618 |
2,094.9 |
|
2.618 |
1,987.9 |
|
4.250 |
1,813.3 |
|
|
| Fisher Pivots for day following 08-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,321.5 |
2,336.0 |
| PP |
2,306.3 |
2,316.0 |
| S1 |
2,291.2 |
2,296.0 |
|