| Trading Metrics calculated at close of trading on 14-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2011 |
14-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1,668.0 |
1,631.6 |
-36.4 |
-2.2% |
1,751.0 |
| High |
1,681.7 |
1,645.8 |
-35.9 |
-2.1% |
1,760.5 |
| Low |
1,625.5 |
1,565.7 |
-59.8 |
-3.7% |
1,704.9 |
| Close |
1,663.1 |
1,586.9 |
-76.2 |
-4.6% |
1,716.8 |
| Range |
56.2 |
80.1 |
23.9 |
42.5% |
55.6 |
| ATR |
38.3 |
42.5 |
4.2 |
11.0% |
0.0 |
| Volume |
171,752 |
261,626 |
89,874 |
52.3% |
596,454 |
|
| Daily Pivots for day following 14-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,839.8 |
1,793.4 |
1,631.0 |
|
| R3 |
1,759.7 |
1,713.3 |
1,608.9 |
|
| R2 |
1,679.6 |
1,679.6 |
1,601.6 |
|
| R1 |
1,633.2 |
1,633.2 |
1,594.2 |
1,616.4 |
| PP |
1,599.5 |
1,599.5 |
1,599.5 |
1,591.0 |
| S1 |
1,553.1 |
1,553.1 |
1,579.6 |
1,536.3 |
| S2 |
1,519.4 |
1,519.4 |
1,572.2 |
|
| S3 |
1,439.3 |
1,473.0 |
1,564.9 |
|
| S4 |
1,359.2 |
1,392.9 |
1,542.8 |
|
|
| 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 |
1,565.7 |
194.8 |
12.3% |
54.1 |
3.4% |
11% |
False |
True |
169,998 |
| 10 |
1,767.1 |
1,565.7 |
201.4 |
12.7% |
40.9 |
2.6% |
11% |
False |
True |
139,330 |
| 20 |
1,787.1 |
1,565.7 |
221.4 |
14.0% |
39.3 |
2.5% |
10% |
False |
True |
99,046 |
| 40 |
1,806.6 |
1,565.7 |
240.9 |
15.2% |
37.0 |
2.3% |
9% |
False |
True |
54,096 |
| 60 |
1,820.8 |
1,543.3 |
277.5 |
17.5% |
41.6 |
2.6% |
16% |
False |
False |
37,345 |
| 80 |
1,925.1 |
1,543.3 |
381.8 |
24.1% |
45.7 |
2.9% |
11% |
False |
False |
28,773 |
| 100 |
1,925.1 |
1,543.3 |
381.8 |
24.1% |
43.6 |
2.7% |
11% |
False |
False |
23,746 |
| 120 |
1,925.1 |
1,482.6 |
442.5 |
27.9% |
39.1 |
2.5% |
24% |
False |
False |
19,882 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,986.2 |
|
2.618 |
1,855.5 |
|
1.618 |
1,775.4 |
|
1.000 |
1,725.9 |
|
0.618 |
1,695.3 |
|
HIGH |
1,645.8 |
|
0.618 |
1,615.2 |
|
0.500 |
1,605.8 |
|
0.382 |
1,596.3 |
|
LOW |
1,565.7 |
|
0.618 |
1,516.2 |
|
1.000 |
1,485.6 |
|
1.618 |
1,436.1 |
|
2.618 |
1,356.0 |
|
4.250 |
1,225.3 |
|
|
| Fisher Pivots for day following 14-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,605.8 |
1,642.2 |
| PP |
1,599.5 |
1,623.7 |
| S1 |
1,593.2 |
1,605.3 |
|