| 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 |
4,257.0 |
4,193.0 |
-64.0 |
-1.5% |
4,305.0 |
| High |
4,278.0 |
4,204.0 |
-74.0 |
-1.7% |
4,346.0 |
| Low |
4,246.0 |
4,176.0 |
-70.0 |
-1.6% |
4,186.0 |
| Close |
4,260.0 |
4,184.0 |
-76.0 |
-1.8% |
4,189.0 |
| Range |
32.0 |
28.0 |
-4.0 |
-12.5% |
160.0 |
| ATR |
74.0 |
74.7 |
0.7 |
1.0% |
0.0 |
| Volume |
59,875 |
141,212 |
81,337 |
135.8% |
164,647 |
|
| Daily Pivots for day following 13-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,272.0 |
4,256.0 |
4,199.4 |
|
| R3 |
4,244.0 |
4,228.0 |
4,191.7 |
|
| R2 |
4,216.0 |
4,216.0 |
4,189.1 |
|
| R1 |
4,200.0 |
4,200.0 |
4,186.6 |
4,194.0 |
| PP |
4,188.0 |
4,188.0 |
4,188.0 |
4,185.0 |
| S1 |
4,172.0 |
4,172.0 |
4,181.4 |
4,166.0 |
| S2 |
4,160.0 |
4,160.0 |
4,178.9 |
|
| S3 |
4,132.0 |
4,144.0 |
4,176.3 |
|
| S4 |
4,104.0 |
4,116.0 |
4,168.6 |
|
|
| Weekly Pivots for week ending 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,720.3 |
4,614.7 |
4,277.0 |
|
| R3 |
4,560.3 |
4,454.7 |
4,233.0 |
|
| R2 |
4,400.3 |
4,400.3 |
4,218.3 |
|
| R1 |
4,294.7 |
4,294.7 |
4,203.7 |
4,267.5 |
| PP |
4,240.3 |
4,240.3 |
4,240.3 |
4,226.8 |
| S1 |
4,134.7 |
4,134.7 |
4,174.3 |
4,107.5 |
| S2 |
4,080.3 |
4,080.3 |
4,159.7 |
|
| S3 |
3,920.3 |
3,974.7 |
4,145.0 |
|
| S4 |
3,760.3 |
3,814.7 |
4,101.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,324.0 |
4,176.0 |
148.0 |
3.5% |
36.8 |
0.9% |
5% |
False |
True |
59,962 |
| 10 |
4,346.0 |
4,086.0 |
260.0 |
6.2% |
47.5 |
1.1% |
38% |
False |
False |
48,602 |
| 20 |
4,346.0 |
3,981.0 |
365.0 |
8.7% |
53.4 |
1.3% |
56% |
False |
False |
39,699 |
| 40 |
4,416.0 |
3,981.0 |
435.0 |
10.4% |
58.5 |
1.4% |
47% |
False |
False |
34,569 |
| 60 |
4,416.0 |
3,843.0 |
573.0 |
13.7% |
59.4 |
1.4% |
60% |
False |
False |
35,960 |
| 80 |
4,416.0 |
3,843.0 |
573.0 |
13.7% |
57.4 |
1.4% |
60% |
False |
False |
31,716 |
| 100 |
4,552.0 |
3,730.0 |
822.0 |
19.6% |
59.2 |
1.4% |
55% |
False |
False |
25,423 |
| 120 |
4,656.0 |
3,730.0 |
926.0 |
22.1% |
52.4 |
1.3% |
49% |
False |
False |
21,205 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,323.0 |
|
2.618 |
4,277.3 |
|
1.618 |
4,249.3 |
|
1.000 |
4,232.0 |
|
0.618 |
4,221.3 |
|
HIGH |
4,204.0 |
|
0.618 |
4,193.3 |
|
0.500 |
4,190.0 |
|
0.382 |
4,186.7 |
|
LOW |
4,176.0 |
|
0.618 |
4,158.7 |
|
1.000 |
4,148.0 |
|
1.618 |
4,130.7 |
|
2.618 |
4,102.7 |
|
4.250 |
4,057.0 |
|
|
| Fisher Pivots for day following 13-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
4,190.0 |
4,227.0 |
| PP |
4,188.0 |
4,212.7 |
| S1 |
4,186.0 |
4,198.3 |
|