| Trading Metrics calculated at close of trading on 06-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2011 |
06-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1,751.0 |
1,727.2 |
-23.8 |
-1.4% |
1,687.3 |
| High |
1,758.8 |
1,736.9 |
-21.9 |
-1.2% |
1,767.1 |
| Low |
1,721.1 |
1,705.7 |
-15.4 |
-0.9% |
1,686.7 |
| Close |
1,734.5 |
1,731.8 |
-2.7 |
-0.2% |
1,751.3 |
| Range |
37.7 |
31.2 |
-6.5 |
-17.2% |
80.4 |
| ATR |
36.2 |
35.8 |
-0.4 |
-1.0% |
0.0 |
| Volume |
111,225 |
123,378 |
12,153 |
10.9% |
582,983 |
|
| Daily Pivots for day following 06-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,818.4 |
1,806.3 |
1,749.0 |
|
| R3 |
1,787.2 |
1,775.1 |
1,740.4 |
|
| R2 |
1,756.0 |
1,756.0 |
1,737.5 |
|
| R1 |
1,743.9 |
1,743.9 |
1,734.7 |
1,750.0 |
| PP |
1,724.8 |
1,724.8 |
1,724.8 |
1,727.8 |
| S1 |
1,712.7 |
1,712.7 |
1,728.9 |
1,718.8 |
| S2 |
1,693.6 |
1,693.6 |
1,726.1 |
|
| S3 |
1,662.4 |
1,681.5 |
1,723.2 |
|
| S4 |
1,631.2 |
1,650.3 |
1,714.6 |
|
|
| Weekly Pivots for week ending 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,976.2 |
1,944.2 |
1,795.5 |
|
| R3 |
1,895.8 |
1,863.8 |
1,773.4 |
|
| R2 |
1,815.4 |
1,815.4 |
1,766.0 |
|
| R1 |
1,783.4 |
1,783.4 |
1,758.7 |
1,799.4 |
| PP |
1,735.0 |
1,735.0 |
1,735.0 |
1,743.1 |
| S1 |
1,703.0 |
1,703.0 |
1,743.9 |
1,719.0 |
| S2 |
1,654.6 |
1,654.6 |
1,736.6 |
|
| S3 |
1,574.2 |
1,622.6 |
1,729.2 |
|
| S4 |
1,493.8 |
1,542.2 |
1,707.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,767.1 |
1,704.3 |
62.8 |
3.6% |
33.1 |
1.9% |
44% |
False |
False |
123,553 |
| 10 |
1,767.1 |
1,671.7 |
95.4 |
5.5% |
32.2 |
1.9% |
63% |
False |
False |
93,925 |
| 20 |
1,806.6 |
1,670.5 |
136.1 |
7.9% |
34.4 |
2.0% |
45% |
False |
False |
57,281 |
| 40 |
1,806.6 |
1,607.3 |
199.3 |
11.5% |
34.3 |
2.0% |
62% |
False |
False |
30,779 |
| 60 |
1,849.7 |
1,543.3 |
306.4 |
17.7% |
41.6 |
2.4% |
62% |
False |
False |
21,934 |
| 80 |
1,925.1 |
1,543.3 |
381.8 |
22.0% |
44.7 |
2.6% |
49% |
False |
False |
17,147 |
| 100 |
1,925.1 |
1,543.3 |
381.8 |
22.0% |
41.7 |
2.4% |
49% |
False |
False |
14,295 |
| 120 |
1,925.1 |
1,482.6 |
442.5 |
25.6% |
37.5 |
2.2% |
56% |
False |
False |
11,987 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,869.5 |
|
2.618 |
1,818.6 |
|
1.618 |
1,787.4 |
|
1.000 |
1,768.1 |
|
0.618 |
1,756.2 |
|
HIGH |
1,736.9 |
|
0.618 |
1,725.0 |
|
0.500 |
1,721.3 |
|
0.382 |
1,717.6 |
|
LOW |
1,705.7 |
|
0.618 |
1,686.4 |
|
1.000 |
1,674.5 |
|
1.618 |
1,655.2 |
|
2.618 |
1,624.0 |
|
4.250 |
1,573.1 |
|
|
| Fisher Pivots for day following 06-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,728.3 |
1,736.4 |
| PP |
1,724.8 |
1,734.9 |
| S1 |
1,721.3 |
1,733.3 |
|