| Trading Metrics calculated at close of trading on 09-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2011 |
09-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
2,369.0 |
2,257.0 |
-112.0 |
-4.7% |
2,356.0 |
| High |
2,375.0 |
2,354.0 |
-21.0 |
-0.9% |
2,404.0 |
| Low |
2,268.0 |
2,254.0 |
-14.0 |
-0.6% |
2,254.0 |
| Close |
2,276.0 |
2,354.0 |
78.0 |
3.4% |
2,354.0 |
| Range |
107.0 |
100.0 |
-7.0 |
-6.5% |
150.0 |
| ATR |
79.0 |
80.5 |
1.5 |
1.9% |
0.0 |
| Volume |
1,556,323 |
1,426,804 |
-129,519 |
-8.3% |
6,435,579 |
|
| Daily Pivots for day following 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,620.7 |
2,587.3 |
2,409.0 |
|
| R3 |
2,520.7 |
2,487.3 |
2,381.5 |
|
| R2 |
2,420.7 |
2,420.7 |
2,372.3 |
|
| R1 |
2,387.3 |
2,387.3 |
2,363.2 |
2,404.0 |
| PP |
2,320.7 |
2,320.7 |
2,320.7 |
2,329.0 |
| S1 |
2,287.3 |
2,287.3 |
2,344.8 |
2,304.0 |
| S2 |
2,220.7 |
2,220.7 |
2,335.7 |
|
| S3 |
2,120.7 |
2,187.3 |
2,326.5 |
|
| S4 |
2,020.7 |
2,087.3 |
2,299.0 |
|
|
| Weekly Pivots for week ending 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,787.3 |
2,720.7 |
2,436.5 |
|
| R3 |
2,637.3 |
2,570.7 |
2,395.3 |
|
| R2 |
2,487.3 |
2,487.3 |
2,381.5 |
|
| R1 |
2,420.7 |
2,420.7 |
2,367.8 |
2,379.0 |
| PP |
2,337.3 |
2,337.3 |
2,337.3 |
2,316.5 |
| S1 |
2,270.7 |
2,270.7 |
2,340.3 |
2,229.0 |
| S2 |
2,187.3 |
2,187.3 |
2,326.5 |
|
| S3 |
2,037.3 |
2,120.7 |
2,312.8 |
|
| S4 |
1,887.3 |
1,970.7 |
2,271.5 |
|
|
| 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 |
2,254.0 |
150.0 |
6.4% |
74.8 |
3.2% |
67% |
False |
True |
1,287,115 |
| 10 |
2,404.0 |
2,136.0 |
268.0 |
11.4% |
75.7 |
3.2% |
81% |
False |
False |
1,360,571 |
| 20 |
2,404.0 |
2,064.0 |
340.0 |
14.4% |
71.1 |
3.0% |
85% |
False |
False |
1,303,396 |
| 40 |
2,509.0 |
2,064.0 |
445.0 |
18.9% |
77.3 |
3.3% |
65% |
False |
False |
1,395,032 |
| 60 |
2,509.0 |
1,924.0 |
585.0 |
24.9% |
76.7 |
3.3% |
74% |
False |
False |
1,464,244 |
| 80 |
2,509.0 |
1,924.0 |
585.0 |
24.9% |
77.4 |
3.3% |
74% |
False |
False |
1,198,849 |
| 100 |
2,790.0 |
1,924.0 |
866.0 |
36.8% |
82.6 |
3.5% |
50% |
False |
False |
961,168 |
| 120 |
2,887.0 |
1,924.0 |
963.0 |
40.9% |
76.8 |
3.3% |
45% |
False |
False |
802,183 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,779.0 |
|
2.618 |
2,615.8 |
|
1.618 |
2,515.8 |
|
1.000 |
2,454.0 |
|
0.618 |
2,415.8 |
|
HIGH |
2,354.0 |
|
0.618 |
2,315.8 |
|
0.500 |
2,304.0 |
|
0.382 |
2,292.2 |
|
LOW |
2,254.0 |
|
0.618 |
2,192.2 |
|
1.000 |
2,154.0 |
|
1.618 |
2,092.2 |
|
2.618 |
1,992.2 |
|
4.250 |
1,829.0 |
|
|
| Fisher Pivots for day following 09-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,337.3 |
2,345.7 |
| PP |
2,320.7 |
2,337.3 |
| S1 |
2,304.0 |
2,329.0 |
|