| Trading Metrics calculated at close of trading on 15-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2011 |
15-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
2,237.0 |
2,202.0 |
-35.0 |
-1.6% |
2,356.0 |
| High |
2,263.0 |
2,245.0 |
-18.0 |
-0.8% |
2,404.0 |
| Low |
2,204.0 |
2,196.0 |
-8.0 |
-0.4% |
2,254.0 |
| Close |
2,213.0 |
2,219.0 |
6.0 |
0.3% |
2,354.0 |
| Range |
59.0 |
49.0 |
-10.0 |
-16.9% |
150.0 |
| ATR |
78.7 |
76.6 |
-2.1 |
-2.7% |
0.0 |
| Volume |
2,484,519 |
1,796,334 |
-688,185 |
-27.7% |
6,435,579 |
|
| Daily Pivots for day following 15-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,367.0 |
2,342.0 |
2,246.0 |
|
| R3 |
2,318.0 |
2,293.0 |
2,232.5 |
|
| R2 |
2,269.0 |
2,269.0 |
2,228.0 |
|
| R1 |
2,244.0 |
2,244.0 |
2,223.5 |
2,256.5 |
| PP |
2,220.0 |
2,220.0 |
2,220.0 |
2,226.3 |
| S1 |
2,195.0 |
2,195.0 |
2,214.5 |
2,207.5 |
| S2 |
2,171.0 |
2,171.0 |
2,210.0 |
|
| S3 |
2,122.0 |
2,146.0 |
2,205.5 |
|
| S4 |
2,073.0 |
2,097.0 |
2,192.1 |
|
|
| 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 |
2,354.0 |
2,196.0 |
158.0 |
7.1% |
70.6 |
3.2% |
15% |
False |
True |
1,994,463 |
| 10 |
2,404.0 |
2,196.0 |
208.0 |
9.4% |
67.4 |
3.0% |
11% |
False |
True |
1,614,850 |
| 20 |
2,404.0 |
2,064.0 |
340.0 |
15.3% |
69.4 |
3.1% |
46% |
False |
False |
1,489,238 |
| 40 |
2,509.0 |
2,064.0 |
445.0 |
20.1% |
76.4 |
3.4% |
35% |
False |
False |
1,472,538 |
| 60 |
2,509.0 |
1,924.0 |
585.0 |
26.4% |
76.6 |
3.5% |
50% |
False |
False |
1,511,129 |
| 80 |
2,509.0 |
1,924.0 |
585.0 |
26.4% |
75.9 |
3.4% |
50% |
False |
False |
1,304,099 |
| 100 |
2,723.0 |
1,924.0 |
799.0 |
36.0% |
83.2 |
3.7% |
37% |
False |
False |
1,046,601 |
| 120 |
2,887.0 |
1,924.0 |
963.0 |
43.4% |
77.2 |
3.5% |
31% |
False |
False |
873,305 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,453.3 |
|
2.618 |
2,373.3 |
|
1.618 |
2,324.3 |
|
1.000 |
2,294.0 |
|
0.618 |
2,275.3 |
|
HIGH |
2,245.0 |
|
0.618 |
2,226.3 |
|
0.500 |
2,220.5 |
|
0.382 |
2,214.7 |
|
LOW |
2,196.0 |
|
0.618 |
2,165.7 |
|
1.000 |
2,147.0 |
|
1.618 |
2,116.7 |
|
2.618 |
2,067.7 |
|
4.250 |
1,987.8 |
|
|
| Fisher Pivots for day following 15-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,220.5 |
2,243.5 |
| PP |
2,220.0 |
2,235.3 |
| S1 |
2,219.5 |
2,227.2 |
|