| Trading Metrics calculated at close of trading on 12-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2011 |
12-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1,708.9 |
1,716.8 |
7.9 |
0.5% |
1,751.0 |
| High |
1,727.9 |
1,718.6 |
-9.3 |
-0.5% |
1,760.5 |
| Low |
1,704.9 |
1,660.3 |
-44.6 |
-2.6% |
1,704.9 |
| Close |
1,716.8 |
1,668.2 |
-48.6 |
-2.8% |
1,716.8 |
| Range |
23.0 |
58.3 |
35.3 |
153.5% |
55.6 |
| ATR |
35.3 |
36.9 |
1.6 |
4.7% |
0.0 |
| Volume |
101,307 |
153,250 |
51,943 |
51.3% |
596,454 |
|
| Daily Pivots for day following 12-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,857.3 |
1,821.0 |
1,700.3 |
|
| R3 |
1,799.0 |
1,762.7 |
1,684.2 |
|
| R2 |
1,740.7 |
1,740.7 |
1,678.9 |
|
| R1 |
1,704.4 |
1,704.4 |
1,673.5 |
1,693.4 |
| PP |
1,682.4 |
1,682.4 |
1,682.4 |
1,676.9 |
| S1 |
1,646.1 |
1,646.1 |
1,662.9 |
1,635.1 |
| S2 |
1,624.1 |
1,624.1 |
1,657.5 |
|
| S3 |
1,565.8 |
1,587.8 |
1,652.2 |
|
| S4 |
1,507.5 |
1,529.5 |
1,636.1 |
|
|
| 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 |
1,660.3 |
100.2 |
6.0% |
37.7 |
2.3% |
8% |
False |
True |
127,695 |
| 10 |
1,767.1 |
1,660.3 |
106.8 |
6.4% |
34.0 |
2.0% |
7% |
False |
True |
126,781 |
| 20 |
1,799.5 |
1,660.3 |
139.2 |
8.3% |
35.0 |
2.1% |
6% |
False |
True |
78,449 |
| 40 |
1,806.6 |
1,607.3 |
199.3 |
11.9% |
35.5 |
2.1% |
31% |
False |
False |
43,357 |
| 60 |
1,832.4 |
1,543.3 |
289.1 |
17.3% |
40.9 |
2.5% |
43% |
False |
False |
30,231 |
| 80 |
1,925.1 |
1,543.3 |
381.8 |
22.9% |
45.2 |
2.7% |
33% |
False |
False |
23,453 |
| 100 |
1,925.1 |
1,543.3 |
381.8 |
22.9% |
42.5 |
2.6% |
33% |
False |
False |
19,423 |
| 120 |
1,925.1 |
1,482.6 |
442.5 |
26.5% |
38.4 |
2.3% |
42% |
False |
False |
16,275 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,966.4 |
|
2.618 |
1,871.2 |
|
1.618 |
1,812.9 |
|
1.000 |
1,776.9 |
|
0.618 |
1,754.6 |
|
HIGH |
1,718.6 |
|
0.618 |
1,696.3 |
|
0.500 |
1,689.5 |
|
0.382 |
1,682.6 |
|
LOW |
1,660.3 |
|
0.618 |
1,624.3 |
|
1.000 |
1,602.0 |
|
1.618 |
1,566.0 |
|
2.618 |
1,507.7 |
|
4.250 |
1,412.5 |
|
|
| Fisher Pivots for day following 12-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,689.5 |
1,710.4 |
| PP |
1,682.4 |
1,696.3 |
| S1 |
1,675.3 |
1,682.3 |
|