| Trading Metrics calculated at close of trading on 07-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2011 |
07-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1,727.2 |
1,733.0 |
5.8 |
0.3% |
1,687.3 |
| High |
1,736.9 |
1,747.0 |
10.1 |
0.6% |
1,767.1 |
| Low |
1,705.7 |
1,723.6 |
17.9 |
1.0% |
1,686.7 |
| Close |
1,731.8 |
1,744.8 |
13.0 |
0.8% |
1,751.3 |
| Range |
31.2 |
23.4 |
-7.8 |
-25.0% |
80.4 |
| ATR |
35.8 |
34.9 |
-0.9 |
-2.5% |
0.0 |
| Volume |
123,378 |
98,487 |
-24,891 |
-20.2% |
582,983 |
|
| Daily Pivots for day following 07-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,808.7 |
1,800.1 |
1,757.7 |
|
| R3 |
1,785.3 |
1,776.7 |
1,751.2 |
|
| R2 |
1,761.9 |
1,761.9 |
1,749.1 |
|
| R1 |
1,753.3 |
1,753.3 |
1,746.9 |
1,757.6 |
| PP |
1,738.5 |
1,738.5 |
1,738.5 |
1,740.6 |
| S1 |
1,729.9 |
1,729.9 |
1,742.7 |
1,734.2 |
| S2 |
1,715.1 |
1,715.1 |
1,740.5 |
|
| S3 |
1,691.7 |
1,706.5 |
1,738.4 |
|
| S4 |
1,668.3 |
1,683.1 |
1,731.9 |
|
|
| 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 |
1,705.7 |
61.4 |
3.5% |
27.7 |
1.6% |
64% |
False |
False |
108,661 |
| 10 |
1,767.1 |
1,675.4 |
91.7 |
5.3% |
30.8 |
1.8% |
76% |
False |
False |
100,993 |
| 20 |
1,803.1 |
1,670.5 |
132.6 |
7.6% |
34.3 |
2.0% |
56% |
False |
False |
60,365 |
| 40 |
1,806.6 |
1,607.3 |
199.3 |
11.4% |
34.2 |
2.0% |
69% |
False |
False |
33,167 |
| 60 |
1,849.7 |
1,543.3 |
306.4 |
17.6% |
41.1 |
2.4% |
66% |
False |
False |
23,503 |
| 80 |
1,925.1 |
1,543.3 |
381.8 |
21.9% |
44.5 |
2.6% |
53% |
False |
False |
18,365 |
| 100 |
1,925.1 |
1,543.3 |
381.8 |
21.9% |
41.8 |
2.4% |
53% |
False |
False |
15,274 |
| 120 |
1,925.1 |
1,482.6 |
442.5 |
25.4% |
37.6 |
2.2% |
59% |
False |
False |
12,806 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,846.5 |
|
2.618 |
1,808.3 |
|
1.618 |
1,784.9 |
|
1.000 |
1,770.4 |
|
0.618 |
1,761.5 |
|
HIGH |
1,747.0 |
|
0.618 |
1,738.1 |
|
0.500 |
1,735.3 |
|
0.382 |
1,732.5 |
|
LOW |
1,723.6 |
|
0.618 |
1,709.1 |
|
1.000 |
1,700.2 |
|
1.618 |
1,685.7 |
|
2.618 |
1,662.3 |
|
4.250 |
1,624.2 |
|
|
| Fisher Pivots for day following 07-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,741.6 |
1,740.6 |
| PP |
1,738.5 |
1,736.4 |
| S1 |
1,735.3 |
1,732.3 |
|