| Trading Metrics calculated at close of trading on 12-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2011 |
12-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
2,257.0 |
2,340.0 |
83.0 |
3.7% |
2,356.0 |
| High |
2,354.0 |
2,341.0 |
-13.0 |
-0.6% |
2,404.0 |
| Low |
2,254.0 |
2,259.0 |
5.0 |
0.2% |
2,254.0 |
| Close |
2,354.0 |
2,274.0 |
-80.0 |
-3.4% |
2,354.0 |
| Range |
100.0 |
82.0 |
-18.0 |
-18.0% |
150.0 |
| ATR |
80.5 |
81.5 |
1.0 |
1.3% |
0.0 |
| Volume |
1,426,804 |
1,990,613 |
563,809 |
39.5% |
6,435,579 |
|
| Daily Pivots for day following 12-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,537.3 |
2,487.7 |
2,319.1 |
|
| R3 |
2,455.3 |
2,405.7 |
2,296.6 |
|
| R2 |
2,373.3 |
2,373.3 |
2,289.0 |
|
| R1 |
2,323.7 |
2,323.7 |
2,281.5 |
2,307.5 |
| PP |
2,291.3 |
2,291.3 |
2,291.3 |
2,283.3 |
| S1 |
2,241.7 |
2,241.7 |
2,266.5 |
2,225.5 |
| S2 |
2,209.3 |
2,209.3 |
2,259.0 |
|
| S3 |
2,127.3 |
2,159.7 |
2,251.5 |
|
| S4 |
2,045.3 |
2,077.7 |
2,228.9 |
|
|
| 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 |
6.6% |
84.8 |
3.7% |
13% |
False |
False |
1,462,973 |
| 10 |
2,404.0 |
2,191.0 |
213.0 |
9.4% |
75.1 |
3.3% |
39% |
False |
False |
1,414,086 |
| 20 |
2,404.0 |
2,064.0 |
340.0 |
15.0% |
71.3 |
3.1% |
62% |
False |
False |
1,355,174 |
| 40 |
2,509.0 |
2,064.0 |
445.0 |
19.6% |
77.8 |
3.4% |
47% |
False |
False |
1,412,539 |
| 60 |
2,509.0 |
1,924.0 |
585.0 |
25.7% |
77.1 |
3.4% |
60% |
False |
False |
1,467,928 |
| 80 |
2,509.0 |
1,924.0 |
585.0 |
25.7% |
76.9 |
3.4% |
60% |
False |
False |
1,223,577 |
| 100 |
2,790.0 |
1,924.0 |
866.0 |
38.1% |
82.4 |
3.6% |
40% |
False |
False |
981,061 |
| 120 |
2,887.0 |
1,924.0 |
963.0 |
42.3% |
77.0 |
3.4% |
36% |
False |
False |
818,757 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,689.5 |
|
2.618 |
2,555.7 |
|
1.618 |
2,473.7 |
|
1.000 |
2,423.0 |
|
0.618 |
2,391.7 |
|
HIGH |
2,341.0 |
|
0.618 |
2,309.7 |
|
0.500 |
2,300.0 |
|
0.382 |
2,290.3 |
|
LOW |
2,259.0 |
|
0.618 |
2,208.3 |
|
1.000 |
2,177.0 |
|
1.618 |
2,126.3 |
|
2.618 |
2,044.3 |
|
4.250 |
1,910.5 |
|
|
| Fisher Pivots for day following 12-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,300.0 |
2,314.5 |
| PP |
2,291.3 |
2,301.0 |
| S1 |
2,282.7 |
2,287.5 |
|