| Trading Metrics calculated at close of trading on 08-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2011 |
08-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1,733.0 |
1,746.8 |
13.8 |
0.8% |
1,687.3 |
| High |
1,747.0 |
1,760.5 |
13.5 |
0.8% |
1,767.1 |
| Low |
1,723.6 |
1,707.8 |
-15.8 |
-0.9% |
1,686.7 |
| Close |
1,744.8 |
1,713.4 |
-31.4 |
-1.8% |
1,751.3 |
| Range |
23.4 |
52.7 |
29.3 |
125.2% |
80.4 |
| ATR |
34.9 |
36.2 |
1.3 |
3.6% |
0.0 |
| Volume |
98,487 |
162,057 |
63,570 |
64.5% |
582,983 |
|
| Daily Pivots for day following 08-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,885.3 |
1,852.1 |
1,742.4 |
|
| R3 |
1,832.6 |
1,799.4 |
1,727.9 |
|
| R2 |
1,779.9 |
1,779.9 |
1,723.1 |
|
| R1 |
1,746.7 |
1,746.7 |
1,718.2 |
1,737.0 |
| PP |
1,727.2 |
1,727.2 |
1,727.2 |
1,722.4 |
| S1 |
1,694.0 |
1,694.0 |
1,708.6 |
1,684.3 |
| S2 |
1,674.5 |
1,674.5 |
1,703.7 |
|
| S3 |
1,621.8 |
1,641.3 |
1,698.9 |
|
| S4 |
1,569.1 |
1,588.6 |
1,684.4 |
|
|
| 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 |
3.6% |
34.1 |
2.0% |
13% |
False |
False |
119,553 |
| 10 |
1,767.1 |
1,675.4 |
91.7 |
5.4% |
32.7 |
1.9% |
41% |
False |
False |
114,176 |
| 20 |
1,799.5 |
1,670.5 |
129.0 |
7.5% |
35.2 |
2.1% |
33% |
False |
False |
67,621 |
| 40 |
1,806.6 |
1,607.3 |
199.3 |
11.6% |
34.7 |
2.0% |
53% |
False |
False |
37,147 |
| 60 |
1,832.4 |
1,543.3 |
289.1 |
16.9% |
41.4 |
2.4% |
59% |
False |
False |
26,158 |
| 80 |
1,925.1 |
1,543.3 |
381.8 |
22.3% |
44.9 |
2.6% |
45% |
False |
False |
20,370 |
| 100 |
1,925.1 |
1,543.3 |
381.8 |
22.3% |
42.1 |
2.5% |
45% |
False |
False |
16,891 |
| 120 |
1,925.1 |
1,482.6 |
442.5 |
25.8% |
38.0 |
2.2% |
52% |
False |
False |
14,156 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,984.5 |
|
2.618 |
1,898.5 |
|
1.618 |
1,845.8 |
|
1.000 |
1,813.2 |
|
0.618 |
1,793.1 |
|
HIGH |
1,760.5 |
|
0.618 |
1,740.4 |
|
0.500 |
1,734.2 |
|
0.382 |
1,727.9 |
|
LOW |
1,707.8 |
|
0.618 |
1,675.2 |
|
1.000 |
1,655.1 |
|
1.618 |
1,622.5 |
|
2.618 |
1,569.8 |
|
4.250 |
1,483.8 |
|
|
| Fisher Pivots for day following 08-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,734.2 |
1,733.1 |
| PP |
1,727.2 |
1,726.5 |
| S1 |
1,720.3 |
1,720.0 |
|