| Trading Metrics calculated at close of trading on 13-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2011 |
13-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
2,340.0 |
2,280.0 |
-60.0 |
-2.6% |
2,356.0 |
| High |
2,341.0 |
2,291.0 |
-50.0 |
-2.1% |
2,404.0 |
| Low |
2,259.0 |
2,228.0 |
-31.0 |
-1.4% |
2,254.0 |
| Close |
2,274.0 |
2,234.0 |
-40.0 |
-1.8% |
2,354.0 |
| Range |
82.0 |
63.0 |
-19.0 |
-23.2% |
150.0 |
| ATR |
81.5 |
80.2 |
-1.3 |
-1.6% |
0.0 |
| Volume |
1,990,613 |
2,274,047 |
283,434 |
14.2% |
6,435,579 |
|
| Daily Pivots for day following 13-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,440.0 |
2,400.0 |
2,268.7 |
|
| R3 |
2,377.0 |
2,337.0 |
2,251.3 |
|
| R2 |
2,314.0 |
2,314.0 |
2,245.6 |
|
| R1 |
2,274.0 |
2,274.0 |
2,239.8 |
2,262.5 |
| PP |
2,251.0 |
2,251.0 |
2,251.0 |
2,245.3 |
| S1 |
2,211.0 |
2,211.0 |
2,228.2 |
2,199.5 |
| S2 |
2,188.0 |
2,188.0 |
2,222.5 |
|
| S3 |
2,125.0 |
2,148.0 |
2,216.7 |
|
| S4 |
2,062.0 |
2,085.0 |
2,199.4 |
|
|
| 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 |
2,228.0 |
176.0 |
7.9% |
89.6 |
4.0% |
3% |
False |
True |
1,730,081 |
| 10 |
2,404.0 |
2,197.0 |
207.0 |
9.3% |
75.7 |
3.4% |
18% |
False |
False |
1,517,080 |
| 20 |
2,404.0 |
2,064.0 |
340.0 |
15.2% |
70.4 |
3.2% |
50% |
False |
False |
1,411,790 |
| 40 |
2,509.0 |
2,064.0 |
445.0 |
19.9% |
76.9 |
3.4% |
38% |
False |
False |
1,431,389 |
| 60 |
2,509.0 |
1,924.0 |
585.0 |
26.2% |
77.4 |
3.5% |
53% |
False |
False |
1,483,752 |
| 80 |
2,509.0 |
1,924.0 |
585.0 |
26.2% |
76.6 |
3.4% |
53% |
False |
False |
1,250,686 |
| 100 |
2,760.0 |
1,924.0 |
836.0 |
37.4% |
82.7 |
3.7% |
37% |
False |
False |
1,003,799 |
| 120 |
2,887.0 |
1,924.0 |
963.0 |
43.1% |
77.0 |
3.4% |
32% |
False |
False |
837,694 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,558.8 |
|
2.618 |
2,455.9 |
|
1.618 |
2,392.9 |
|
1.000 |
2,354.0 |
|
0.618 |
2,329.9 |
|
HIGH |
2,291.0 |
|
0.618 |
2,266.9 |
|
0.500 |
2,259.5 |
|
0.382 |
2,252.1 |
|
LOW |
2,228.0 |
|
0.618 |
2,189.1 |
|
1.000 |
2,165.0 |
|
1.618 |
2,126.1 |
|
2.618 |
2,063.1 |
|
4.250 |
1,960.3 |
|
|
| Fisher Pivots for day following 13-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,259.5 |
2,291.0 |
| PP |
2,251.0 |
2,272.0 |
| S1 |
2,242.5 |
2,253.0 |
|