| Trading Metrics calculated at close of trading on 19-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2011 |
19-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1,573.3 |
1,603.5 |
30.2 |
1.9% |
1,716.8 |
| High |
1,603.5 |
1,611.5 |
8.0 |
0.5% |
1,718.6 |
| Low |
1,572.1 |
1,585.5 |
13.4 |
0.9% |
1,562.5 |
| Close |
1,597.9 |
1,596.7 |
-1.2 |
-0.1% |
1,597.9 |
| Range |
31.4 |
26.0 |
-5.4 |
-17.2% |
156.1 |
| ATR |
41.2 |
40.1 |
-1.1 |
-2.6% |
0.0 |
| Volume |
124,206 |
108,216 |
-15,990 |
-12.9% |
885,625 |
|
| Daily Pivots for day following 19-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,675.9 |
1,662.3 |
1,611.0 |
|
| R3 |
1,649.9 |
1,636.3 |
1,603.9 |
|
| R2 |
1,623.9 |
1,623.9 |
1,601.5 |
|
| R1 |
1,610.3 |
1,610.3 |
1,599.1 |
1,604.1 |
| PP |
1,597.9 |
1,597.9 |
1,597.9 |
1,594.8 |
| S1 |
1,584.3 |
1,584.3 |
1,594.3 |
1,578.1 |
| S2 |
1,571.9 |
1,571.9 |
1,591.9 |
|
| S3 |
1,545.9 |
1,558.3 |
1,589.6 |
|
| S4 |
1,519.9 |
1,532.3 |
1,582.4 |
|
|
| 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 |
1,681.7 |
1,562.5 |
119.2 |
7.5% |
45.5 |
2.9% |
29% |
False |
False |
168,118 |
| 10 |
1,760.5 |
1,562.5 |
198.0 |
12.4% |
41.6 |
2.6% |
17% |
False |
False |
147,907 |
| 20 |
1,767.1 |
1,562.5 |
204.6 |
12.8% |
38.3 |
2.4% |
17% |
False |
False |
115,574 |
| 40 |
1,806.6 |
1,562.5 |
244.1 |
15.3% |
36.7 |
2.3% |
14% |
False |
False |
63,924 |
| 60 |
1,806.6 |
1,543.3 |
263.3 |
16.5% |
39.4 |
2.5% |
20% |
False |
False |
43,871 |
| 80 |
1,925.1 |
1,543.3 |
381.8 |
23.9% |
43.6 |
2.7% |
14% |
False |
False |
33,696 |
| 100 |
1,925.1 |
1,543.3 |
381.8 |
23.9% |
44.1 |
2.8% |
14% |
False |
False |
27,792 |
| 120 |
1,925.1 |
1,482.6 |
442.5 |
27.7% |
39.6 |
2.5% |
26% |
False |
False |
23,268 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,722.0 |
|
2.618 |
1,679.6 |
|
1.618 |
1,653.6 |
|
1.000 |
1,637.5 |
|
0.618 |
1,627.6 |
|
HIGH |
1,611.5 |
|
0.618 |
1,601.6 |
|
0.500 |
1,598.5 |
|
0.382 |
1,595.4 |
|
LOW |
1,585.5 |
|
0.618 |
1,569.4 |
|
1.000 |
1,559.5 |
|
1.618 |
1,543.4 |
|
2.618 |
1,517.4 |
|
4.250 |
1,475.0 |
|
|
| Fisher Pivots for day following 19-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,598.5 |
1,593.5 |
| PP |
1,597.9 |
1,590.2 |
| S1 |
1,597.3 |
1,587.0 |
|