| Trading Metrics calculated at close of trading on 09-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2011 |
09-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1,746.8 |
1,708.9 |
-37.9 |
-2.2% |
1,751.0 |
| High |
1,760.5 |
1,727.9 |
-32.6 |
-1.9% |
1,760.5 |
| Low |
1,707.8 |
1,704.9 |
-2.9 |
-0.2% |
1,704.9 |
| Close |
1,713.4 |
1,716.8 |
3.4 |
0.2% |
1,716.8 |
| Range |
52.7 |
23.0 |
-29.7 |
-56.4% |
55.6 |
| ATR |
36.2 |
35.3 |
-0.9 |
-2.6% |
0.0 |
| Volume |
162,057 |
101,307 |
-60,750 |
-37.5% |
596,454 |
|
| Daily Pivots for day following 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,785.5 |
1,774.2 |
1,729.5 |
|
| R3 |
1,762.5 |
1,751.2 |
1,723.1 |
|
| R2 |
1,739.5 |
1,739.5 |
1,721.0 |
|
| R1 |
1,728.2 |
1,728.2 |
1,718.9 |
1,733.9 |
| PP |
1,716.5 |
1,716.5 |
1,716.5 |
1,719.4 |
| S1 |
1,705.2 |
1,705.2 |
1,714.7 |
1,710.9 |
| S2 |
1,693.5 |
1,693.5 |
1,712.6 |
|
| S3 |
1,670.5 |
1,682.2 |
1,710.5 |
|
| S4 |
1,647.5 |
1,659.2 |
1,704.2 |
|
|
| Weekly Pivots for week ending 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,894.2 |
1,861.1 |
1,747.4 |
|
| R3 |
1,838.6 |
1,805.5 |
1,732.1 |
|
| R2 |
1,783.0 |
1,783.0 |
1,727.0 |
|
| R1 |
1,749.9 |
1,749.9 |
1,721.9 |
1,738.7 |
| PP |
1,727.4 |
1,727.4 |
1,727.4 |
1,721.8 |
| S1 |
1,694.3 |
1,694.3 |
1,711.7 |
1,683.1 |
| S2 |
1,671.8 |
1,671.8 |
1,706.6 |
|
| S3 |
1,616.2 |
1,638.7 |
1,701.5 |
|
| S4 |
1,560.6 |
1,583.1 |
1,686.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,760.5 |
1,704.9 |
55.6 |
3.2% |
33.6 |
2.0% |
21% |
False |
True |
119,290 |
| 10 |
1,767.1 |
1,686.7 |
80.4 |
4.7% |
32.0 |
1.9% |
37% |
False |
False |
117,943 |
| 20 |
1,799.5 |
1,670.5 |
129.0 |
7.5% |
34.3 |
2.0% |
36% |
False |
False |
71,615 |
| 40 |
1,806.6 |
1,607.3 |
199.3 |
11.6% |
34.6 |
2.0% |
55% |
False |
False |
39,611 |
| 60 |
1,832.4 |
1,543.3 |
289.1 |
16.8% |
40.9 |
2.4% |
60% |
False |
False |
27,785 |
| 80 |
1,925.1 |
1,543.3 |
381.8 |
22.2% |
45.0 |
2.6% |
45% |
False |
False |
21,610 |
| 100 |
1,925.1 |
1,543.3 |
381.8 |
22.2% |
42.1 |
2.5% |
45% |
False |
False |
17,899 |
| 120 |
1,925.1 |
1,482.6 |
442.5 |
25.8% |
38.1 |
2.2% |
53% |
False |
False |
14,999 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,825.7 |
|
2.618 |
1,788.1 |
|
1.618 |
1,765.1 |
|
1.000 |
1,750.9 |
|
0.618 |
1,742.1 |
|
HIGH |
1,727.9 |
|
0.618 |
1,719.1 |
|
0.500 |
1,716.4 |
|
0.382 |
1,713.7 |
|
LOW |
1,704.9 |
|
0.618 |
1,690.7 |
|
1.000 |
1,681.9 |
|
1.618 |
1,667.7 |
|
2.618 |
1,644.7 |
|
4.250 |
1,607.2 |
|
|
| Fisher Pivots for day following 09-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,716.7 |
1,732.7 |
| PP |
1,716.5 |
1,727.4 |
| S1 |
1,716.4 |
1,722.1 |
|