| Trading Metrics calculated at close of trading on 22-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2011 |
22-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1,617.2 |
1,617.1 |
-0.1 |
0.0% |
1,716.8 |
| High |
1,643.7 |
1,618.6 |
-25.1 |
-1.5% |
1,718.6 |
| Low |
1,607.7 |
1,599.1 |
-8.6 |
-0.5% |
1,562.5 |
| Close |
1,613.6 |
1,610.6 |
-3.0 |
-0.2% |
1,597.9 |
| Range |
36.0 |
19.5 |
-16.5 |
-45.8% |
156.1 |
| ATR |
38.9 |
37.5 |
-1.4 |
-3.6% |
0.0 |
| Volume |
113,393 |
86,677 |
-26,716 |
-23.6% |
885,625 |
|
| Daily Pivots for day following 22-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,667.9 |
1,658.8 |
1,621.3 |
|
| R3 |
1,648.4 |
1,639.3 |
1,616.0 |
|
| R2 |
1,628.9 |
1,628.9 |
1,614.2 |
|
| R1 |
1,619.8 |
1,619.8 |
1,612.4 |
1,614.6 |
| PP |
1,609.4 |
1,609.4 |
1,609.4 |
1,606.9 |
| S1 |
1,600.3 |
1,600.3 |
1,608.8 |
1,595.1 |
| S2 |
1,589.9 |
1,589.9 |
1,607.0 |
|
| S3 |
1,570.4 |
1,580.8 |
1,605.2 |
|
| S4 |
1,550.9 |
1,561.3 |
1,599.9 |
|
|
| 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 |
1,643.7 |
1,572.1 |
71.6 |
4.4% |
27.9 |
1.7% |
54% |
False |
False |
104,806 |
| 10 |
1,727.9 |
1,562.5 |
165.4 |
10.3% |
39.1 |
2.4% |
29% |
False |
False |
138,675 |
| 20 |
1,767.1 |
1,562.5 |
204.6 |
12.7% |
35.9 |
2.2% |
24% |
False |
False |
126,425 |
| 40 |
1,806.6 |
1,562.5 |
244.1 |
15.2% |
35.8 |
2.2% |
20% |
False |
False |
71,019 |
| 60 |
1,806.6 |
1,562.5 |
244.1 |
15.2% |
36.6 |
2.3% |
20% |
False |
False |
48,485 |
| 80 |
1,925.1 |
1,543.3 |
381.8 |
23.7% |
42.3 |
2.6% |
18% |
False |
False |
37,289 |
| 100 |
1,925.1 |
1,543.3 |
381.8 |
23.7% |
44.0 |
2.7% |
18% |
False |
False |
30,690 |
| 120 |
1,925.1 |
1,517.1 |
408.0 |
25.3% |
39.8 |
2.5% |
23% |
False |
False |
25,693 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,701.5 |
|
2.618 |
1,669.7 |
|
1.618 |
1,650.2 |
|
1.000 |
1,638.1 |
|
0.618 |
1,630.7 |
|
HIGH |
1,618.6 |
|
0.618 |
1,611.2 |
|
0.500 |
1,608.9 |
|
0.382 |
1,606.5 |
|
LOW |
1,599.1 |
|
0.618 |
1,587.0 |
|
1.000 |
1,579.6 |
|
1.618 |
1,567.5 |
|
2.618 |
1,548.0 |
|
4.250 |
1,516.2 |
|
|
| Fisher Pivots for day following 22-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,610.0 |
1,618.9 |
| PP |
1,609.4 |
1,616.1 |
| S1 |
1,608.9 |
1,613.4 |
|