| Trading Metrics calculated at close of trading on 16-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2011 |
16-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1,580.0 |
1,573.3 |
-6.7 |
-0.4% |
1,716.8 |
| High |
1,596.5 |
1,603.5 |
7.0 |
0.4% |
1,718.6 |
| Low |
1,562.5 |
1,572.1 |
9.6 |
0.6% |
1,562.5 |
| Close |
1,577.2 |
1,597.9 |
20.7 |
1.3% |
1,597.9 |
| Range |
34.0 |
31.4 |
-2.6 |
-7.6% |
156.1 |
| ATR |
41.9 |
41.2 |
-0.8 |
-1.8% |
0.0 |
| Volume |
174,791 |
124,206 |
-50,585 |
-28.9% |
885,625 |
|
| Daily Pivots for day following 16-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,685.4 |
1,673.0 |
1,615.2 |
|
| R3 |
1,654.0 |
1,641.6 |
1,606.5 |
|
| R2 |
1,622.6 |
1,622.6 |
1,603.7 |
|
| R1 |
1,610.2 |
1,610.2 |
1,600.8 |
1,616.4 |
| PP |
1,591.2 |
1,591.2 |
1,591.2 |
1,594.3 |
| S1 |
1,578.8 |
1,578.8 |
1,595.0 |
1,585.0 |
| S2 |
1,559.8 |
1,559.8 |
1,592.1 |
|
| S3 |
1,528.4 |
1,547.4 |
1,589.3 |
|
| S4 |
1,497.0 |
1,516.0 |
1,580.6 |
|
|
| Weekly Pivots for week ending 16-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,094.6 |
2,002.4 |
1,683.8 |
|
| R3 |
1,938.5 |
1,846.3 |
1,640.8 |
|
| R2 |
1,782.4 |
1,782.4 |
1,626.5 |
|
| R1 |
1,690.2 |
1,690.2 |
1,612.2 |
1,658.3 |
| PP |
1,626.3 |
1,626.3 |
1,626.3 |
1,610.4 |
| S1 |
1,534.1 |
1,534.1 |
1,583.6 |
1,502.2 |
| S2 |
1,470.2 |
1,470.2 |
1,569.3 |
|
| S3 |
1,314.1 |
1,378.0 |
1,555.0 |
|
| S4 |
1,158.0 |
1,221.9 |
1,512.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,718.6 |
1,562.5 |
156.1 |
9.8% |
52.0 |
3.3% |
23% |
False |
False |
177,125 |
| 10 |
1,760.5 |
1,562.5 |
198.0 |
12.4% |
42.8 |
2.7% |
18% |
False |
False |
148,207 |
| 20 |
1,767.1 |
1,562.5 |
204.6 |
12.8% |
38.3 |
2.4% |
17% |
False |
False |
111,767 |
| 40 |
1,806.6 |
1,562.5 |
244.1 |
15.3% |
37.0 |
2.3% |
15% |
False |
False |
61,309 |
| 60 |
1,806.6 |
1,543.3 |
263.3 |
16.5% |
41.1 |
2.6% |
21% |
False |
False |
42,157 |
| 80 |
1,925.1 |
1,543.3 |
381.8 |
23.9% |
44.2 |
2.8% |
14% |
False |
False |
32,385 |
| 100 |
1,925.1 |
1,543.3 |
381.8 |
23.9% |
43.9 |
2.8% |
14% |
False |
False |
26,721 |
| 120 |
1,925.1 |
1,482.6 |
442.5 |
27.7% |
39.5 |
2.5% |
26% |
False |
False |
22,366 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,737.0 |
|
2.618 |
1,685.7 |
|
1.618 |
1,654.3 |
|
1.000 |
1,634.9 |
|
0.618 |
1,622.9 |
|
HIGH |
1,603.5 |
|
0.618 |
1,591.5 |
|
0.500 |
1,587.8 |
|
0.382 |
1,584.1 |
|
LOW |
1,572.1 |
|
0.618 |
1,552.7 |
|
1.000 |
1,540.7 |
|
1.618 |
1,521.3 |
|
2.618 |
1,489.9 |
|
4.250 |
1,438.7 |
|
|
| Fisher Pivots for day following 16-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,594.5 |
1,604.2 |
| PP |
1,591.2 |
1,602.1 |
| S1 |
1,587.8 |
1,600.0 |
|