| Trading Metrics calculated at close of trading on 14-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2011 |
14-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
2,280.0 |
2,237.0 |
-43.0 |
-1.9% |
2,356.0 |
| High |
2,291.0 |
2,263.0 |
-28.0 |
-1.2% |
2,404.0 |
| Low |
2,228.0 |
2,204.0 |
-24.0 |
-1.1% |
2,254.0 |
| Close |
2,234.0 |
2,213.0 |
-21.0 |
-0.9% |
2,354.0 |
| Range |
63.0 |
59.0 |
-4.0 |
-6.3% |
150.0 |
| ATR |
80.2 |
78.7 |
-1.5 |
-1.9% |
0.0 |
| Volume |
2,274,047 |
2,484,519 |
210,472 |
9.3% |
6,435,579 |
|
| Daily Pivots for day following 14-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,403.7 |
2,367.3 |
2,245.5 |
|
| R3 |
2,344.7 |
2,308.3 |
2,229.2 |
|
| R2 |
2,285.7 |
2,285.7 |
2,223.8 |
|
| R1 |
2,249.3 |
2,249.3 |
2,218.4 |
2,238.0 |
| PP |
2,226.7 |
2,226.7 |
2,226.7 |
2,221.0 |
| S1 |
2,190.3 |
2,190.3 |
2,207.6 |
2,179.0 |
| S2 |
2,167.7 |
2,167.7 |
2,202.2 |
|
| S3 |
2,108.7 |
2,131.3 |
2,196.8 |
|
| S4 |
2,049.7 |
2,072.3 |
2,180.6 |
|
|
| 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 |
2,375.0 |
2,204.0 |
171.0 |
7.7% |
82.2 |
3.7% |
5% |
False |
True |
1,946,461 |
| 10 |
2,404.0 |
2,204.0 |
200.0 |
9.0% |
66.6 |
3.0% |
5% |
False |
True |
1,563,094 |
| 20 |
2,404.0 |
2,064.0 |
340.0 |
15.4% |
70.5 |
3.2% |
44% |
False |
False |
1,466,186 |
| 40 |
2,509.0 |
2,064.0 |
445.0 |
20.1% |
76.3 |
3.4% |
33% |
False |
False |
1,456,460 |
| 60 |
2,509.0 |
1,924.0 |
585.0 |
26.4% |
77.2 |
3.5% |
49% |
False |
False |
1,503,056 |
| 80 |
2,509.0 |
1,924.0 |
585.0 |
26.4% |
76.1 |
3.4% |
49% |
False |
False |
1,281,734 |
| 100 |
2,755.0 |
1,924.0 |
831.0 |
37.6% |
83.1 |
3.8% |
35% |
False |
False |
1,028,641 |
| 120 |
2,887.0 |
1,924.0 |
963.0 |
43.5% |
77.2 |
3.5% |
30% |
False |
False |
858,340 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,513.8 |
|
2.618 |
2,417.5 |
|
1.618 |
2,358.5 |
|
1.000 |
2,322.0 |
|
0.618 |
2,299.5 |
|
HIGH |
2,263.0 |
|
0.618 |
2,240.5 |
|
0.500 |
2,233.5 |
|
0.382 |
2,226.5 |
|
LOW |
2,204.0 |
|
0.618 |
2,167.5 |
|
1.000 |
2,145.0 |
|
1.618 |
2,108.5 |
|
2.618 |
2,049.5 |
|
4.250 |
1,953.3 |
|
|
| Fisher Pivots for day following 14-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,233.5 |
2,272.5 |
| PP |
2,226.7 |
2,252.7 |
| S1 |
2,219.8 |
2,232.8 |
|