| 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 |
2,271.00 |
2,231.00 |
-40.00 |
-1.8% |
2,309.00 |
| High |
2,279.75 |
2,255.75 |
-24.00 |
-1.1% |
2,343.75 |
| Low |
2,220.00 |
2,219.50 |
-0.50 |
0.0% |
2,269.00 |
| Close |
2,232.25 |
2,227.00 |
-5.25 |
-0.2% |
2,322.00 |
| Range |
59.75 |
36.25 |
-23.50 |
-39.3% |
74.75 |
| ATR |
55.47 |
54.10 |
-1.37 |
-2.5% |
0.00 |
| Volume |
79,999 |
34,705 |
-45,294 |
-56.6% |
1,047,164 |
|
| Daily Pivots for day following 15-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,342.75 |
2,321.25 |
2,247.00 |
|
| R3 |
2,306.50 |
2,285.00 |
2,237.00 |
|
| R2 |
2,270.25 |
2,270.25 |
2,233.75 |
|
| R1 |
2,248.75 |
2,248.75 |
2,230.25 |
2,241.50 |
| PP |
2,234.00 |
2,234.00 |
2,234.00 |
2,230.50 |
| S1 |
2,212.50 |
2,212.50 |
2,223.75 |
2,205.00 |
| S2 |
2,197.75 |
2,197.75 |
2,220.25 |
|
| S3 |
2,161.50 |
2,176.25 |
2,217.00 |
|
| S4 |
2,125.25 |
2,140.00 |
2,207.00 |
|
|
| Weekly Pivots for week ending 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,535.75 |
2,503.75 |
2,363.00 |
|
| R3 |
2,461.00 |
2,429.00 |
2,342.50 |
|
| R2 |
2,386.25 |
2,386.25 |
2,335.75 |
|
| R1 |
2,354.25 |
2,354.25 |
2,328.75 |
2,370.25 |
| PP |
2,311.50 |
2,311.50 |
2,311.50 |
2,319.50 |
| S1 |
2,279.50 |
2,279.50 |
2,315.25 |
2,295.50 |
| S2 |
2,236.75 |
2,236.75 |
2,308.25 |
|
| S3 |
2,162.00 |
2,204.75 |
2,301.50 |
|
| S4 |
2,087.25 |
2,130.00 |
2,281.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,327.00 |
2,219.50 |
107.50 |
4.8% |
53.25 |
2.4% |
7% |
False |
True |
87,328 |
| 10 |
2,344.75 |
2,219.50 |
125.25 |
5.6% |
49.00 |
2.2% |
6% |
False |
True |
156,059 |
| 20 |
2,344.75 |
2,135.75 |
209.00 |
9.4% |
51.25 |
2.3% |
44% |
False |
False |
210,383 |
| 40 |
2,408.75 |
2,135.75 |
273.00 |
12.3% |
54.75 |
2.5% |
33% |
False |
False |
245,736 |
| 60 |
2,408.75 |
2,035.75 |
373.00 |
16.7% |
59.75 |
2.7% |
51% |
False |
False |
286,532 |
| 80 |
2,408.75 |
2,035.75 |
373.00 |
16.7% |
59.50 |
2.7% |
51% |
False |
False |
255,735 |
| 100 |
2,420.50 |
1,964.00 |
456.50 |
20.5% |
64.50 |
2.9% |
58% |
False |
False |
204,687 |
| 120 |
2,429.50 |
1,964.00 |
465.50 |
20.9% |
59.75 |
2.7% |
56% |
False |
False |
170,633 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,409.75 |
|
2.618 |
2,350.75 |
|
1.618 |
2,314.50 |
|
1.000 |
2,292.00 |
|
0.618 |
2,278.25 |
|
HIGH |
2,255.75 |
|
0.618 |
2,242.00 |
|
0.500 |
2,237.50 |
|
0.382 |
2,233.25 |
|
LOW |
2,219.50 |
|
0.618 |
2,197.00 |
|
1.000 |
2,183.25 |
|
1.618 |
2,160.75 |
|
2.618 |
2,124.50 |
|
4.250 |
2,065.50 |
|
|
| Fisher Pivots for day following 15-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,237.50 |
2,268.75 |
| PP |
2,234.00 |
2,254.75 |
| S1 |
2,230.50 |
2,241.00 |
|