| 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 |
5,713.0 |
5,659.5 |
-53.5 |
-0.9% |
6,115.5 |
| High |
5,772.0 |
5,797.0 |
25.0 |
0.4% |
6,175.0 |
| Low |
5,669.5 |
5,650.0 |
-19.5 |
-0.3% |
5,770.0 |
| Close |
5,695.5 |
5,729.0 |
33.5 |
0.6% |
6,029.0 |
| Range |
102.5 |
147.0 |
44.5 |
43.4% |
405.0 |
| ATR |
198.6 |
194.9 |
-3.7 |
-1.9% |
0.0 |
| Volume |
218,638 |
221,856 |
3,218 |
1.5% |
847,264 |
|
| Daily Pivots for day following 15-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,166.3 |
6,094.7 |
5,809.9 |
|
| R3 |
6,019.3 |
5,947.7 |
5,769.4 |
|
| R2 |
5,872.3 |
5,872.3 |
5,756.0 |
|
| R1 |
5,800.7 |
5,800.7 |
5,742.5 |
5,836.5 |
| PP |
5,725.3 |
5,725.3 |
5,725.3 |
5,743.3 |
| S1 |
5,653.7 |
5,653.7 |
5,715.5 |
5,689.5 |
| S2 |
5,578.3 |
5,578.3 |
5,702.1 |
|
| S3 |
5,431.3 |
5,506.7 |
5,688.6 |
|
| S4 |
5,284.3 |
5,359.7 |
5,648.2 |
|
|
| Weekly Pivots for week ending 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,206.3 |
7,022.7 |
6,251.8 |
|
| R3 |
6,801.3 |
6,617.7 |
6,140.4 |
|
| R2 |
6,396.3 |
6,396.3 |
6,103.3 |
|
| R1 |
6,212.7 |
6,212.7 |
6,066.1 |
6,102.0 |
| PP |
5,991.3 |
5,991.3 |
5,991.3 |
5,936.0 |
| S1 |
5,807.7 |
5,807.7 |
5,991.9 |
5,697.0 |
| S2 |
5,586.3 |
5,586.3 |
5,954.8 |
|
| S3 |
5,181.3 |
5,402.7 |
5,917.6 |
|
| S4 |
4,776.3 |
4,997.7 |
5,806.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,029.0 |
5,650.0 |
379.0 |
6.6% |
182.8 |
3.2% |
21% |
False |
True |
214,067 |
| 10 |
6,175.0 |
5,650.0 |
525.0 |
9.2% |
173.9 |
3.0% |
15% |
False |
True |
187,469 |
| 20 |
6,175.0 |
5,366.0 |
809.0 |
14.1% |
178.3 |
3.1% |
45% |
False |
False |
185,326 |
| 40 |
6,442.0 |
5,366.0 |
1,076.0 |
18.8% |
201.1 |
3.5% |
34% |
False |
False |
186,239 |
| 60 |
6,442.0 |
4,980.0 |
1,462.0 |
25.5% |
203.5 |
3.6% |
51% |
False |
False |
187,891 |
| 80 |
6,442.0 |
4,971.0 |
1,471.0 |
25.7% |
203.1 |
3.5% |
52% |
False |
False |
156,725 |
| 100 |
7,385.5 |
4,971.0 |
2,414.5 |
42.1% |
221.7 |
3.9% |
31% |
False |
False |
125,581 |
| 120 |
7,575.5 |
4,971.0 |
2,604.5 |
45.5% |
200.9 |
3.5% |
29% |
False |
False |
104,710 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,421.8 |
|
2.618 |
6,181.8 |
|
1.618 |
6,034.8 |
|
1.000 |
5,944.0 |
|
0.618 |
5,887.8 |
|
HIGH |
5,797.0 |
|
0.618 |
5,740.8 |
|
0.500 |
5,723.5 |
|
0.382 |
5,706.2 |
|
LOW |
5,650.0 |
|
0.618 |
5,559.2 |
|
1.000 |
5,503.0 |
|
1.618 |
5,412.2 |
|
2.618 |
5,265.2 |
|
4.250 |
5,025.3 |
|
|
| Fisher Pivots for day following 15-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
5,727.2 |
5,752.3 |
| PP |
5,725.3 |
5,744.5 |
| S1 |
5,723.5 |
5,736.8 |
|