| Trading Metrics calculated at close of trading on 16-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2011 |
16-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
2,202.0 |
2,238.0 |
36.0 |
1.6% |
2,340.0 |
| High |
2,245.0 |
2,243.0 |
-2.0 |
-0.1% |
2,341.0 |
| Low |
2,196.0 |
2,217.0 |
21.0 |
1.0% |
2,196.0 |
| Close |
2,219.0 |
2,236.0 |
17.0 |
0.8% |
2,236.0 |
| Range |
49.0 |
26.0 |
-23.0 |
-46.9% |
145.0 |
| ATR |
76.6 |
72.9 |
-3.6 |
-4.7% |
0.0 |
| Volume |
1,796,334 |
206,656 |
-1,589,678 |
-88.5% |
8,752,169 |
|
| Daily Pivots for day following 16-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,310.0 |
2,299.0 |
2,250.3 |
|
| R3 |
2,284.0 |
2,273.0 |
2,243.2 |
|
| R2 |
2,258.0 |
2,258.0 |
2,240.8 |
|
| R1 |
2,247.0 |
2,247.0 |
2,238.4 |
2,239.5 |
| PP |
2,232.0 |
2,232.0 |
2,232.0 |
2,228.3 |
| S1 |
2,221.0 |
2,221.0 |
2,233.6 |
2,213.5 |
| S2 |
2,206.0 |
2,206.0 |
2,231.2 |
|
| S3 |
2,180.0 |
2,195.0 |
2,228.9 |
|
| S4 |
2,154.0 |
2,169.0 |
2,221.7 |
|
|
| Weekly Pivots for week ending 16-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,692.7 |
2,609.3 |
2,315.8 |
|
| R3 |
2,547.7 |
2,464.3 |
2,275.9 |
|
| R2 |
2,402.7 |
2,402.7 |
2,262.6 |
|
| R1 |
2,319.3 |
2,319.3 |
2,249.3 |
2,288.5 |
| PP |
2,257.7 |
2,257.7 |
2,257.7 |
2,242.3 |
| S1 |
2,174.3 |
2,174.3 |
2,222.7 |
2,143.5 |
| S2 |
2,112.7 |
2,112.7 |
2,209.4 |
|
| S3 |
1,967.7 |
2,029.3 |
2,196.1 |
|
| S4 |
1,822.7 |
1,884.3 |
2,156.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,341.0 |
2,196.0 |
145.0 |
6.5% |
55.8 |
2.5% |
28% |
False |
False |
1,750,433 |
| 10 |
2,404.0 |
2,196.0 |
208.0 |
9.3% |
65.3 |
2.9% |
19% |
False |
False |
1,518,774 |
| 20 |
2,404.0 |
2,064.0 |
340.0 |
15.2% |
67.2 |
3.0% |
51% |
False |
False |
1,425,957 |
| 40 |
2,509.0 |
2,064.0 |
445.0 |
19.9% |
75.4 |
3.4% |
39% |
False |
False |
1,435,193 |
| 60 |
2,509.0 |
1,924.0 |
585.0 |
26.2% |
75.7 |
3.4% |
53% |
False |
False |
1,479,986 |
| 80 |
2,509.0 |
1,924.0 |
585.0 |
26.2% |
75.4 |
3.4% |
53% |
False |
False |
1,306,650 |
| 100 |
2,705.0 |
1,924.0 |
781.0 |
34.9% |
82.8 |
3.7% |
40% |
False |
False |
1,048,661 |
| 120 |
2,887.0 |
1,924.0 |
963.0 |
43.1% |
76.9 |
3.4% |
32% |
False |
False |
874,448 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,353.5 |
|
2.618 |
2,311.1 |
|
1.618 |
2,285.1 |
|
1.000 |
2,269.0 |
|
0.618 |
2,259.1 |
|
HIGH |
2,243.0 |
|
0.618 |
2,233.1 |
|
0.500 |
2,230.0 |
|
0.382 |
2,226.9 |
|
LOW |
2,217.0 |
|
0.618 |
2,200.9 |
|
1.000 |
2,191.0 |
|
1.618 |
2,174.9 |
|
2.618 |
2,148.9 |
|
4.250 |
2,106.5 |
|
|
| Fisher Pivots for day following 16-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,234.0 |
2,233.8 |
| PP |
2,232.0 |
2,231.7 |
| S1 |
2,230.0 |
2,229.5 |
|