| Trading Metrics calculated at close of trading on 06-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2011 |
06-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
2,348.0 |
2,353.0 |
5.0 |
0.2% |
2,137.0 |
| High |
2,377.0 |
2,370.0 |
-7.0 |
-0.3% |
2,366.0 |
| Low |
2,346.0 |
2,335.0 |
-11.0 |
-0.5% |
2,132.0 |
| Close |
2,353.0 |
2,360.0 |
7.0 |
0.3% |
2,332.0 |
| Range |
31.0 |
35.0 |
4.0 |
12.9% |
234.0 |
| ATR |
73.1 |
70.3 |
-2.7 |
-3.7% |
0.0 |
| Volume |
61,681 |
71,605 |
9,924 |
16.1% |
156,472 |
|
| Daily Pivots for day following 06-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,460.0 |
2,445.0 |
2,379.3 |
|
| R3 |
2,425.0 |
2,410.0 |
2,369.6 |
|
| R2 |
2,390.0 |
2,390.0 |
2,366.4 |
|
| R1 |
2,375.0 |
2,375.0 |
2,363.2 |
2,382.5 |
| PP |
2,355.0 |
2,355.0 |
2,355.0 |
2,358.8 |
| S1 |
2,340.0 |
2,340.0 |
2,356.8 |
2,347.5 |
| S2 |
2,320.0 |
2,320.0 |
2,353.6 |
|
| S3 |
2,285.0 |
2,305.0 |
2,350.4 |
|
| S4 |
2,250.0 |
2,270.0 |
2,340.8 |
|
|
| Weekly Pivots for week ending 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,978.7 |
2,889.3 |
2,460.7 |
|
| R3 |
2,744.7 |
2,655.3 |
2,396.4 |
|
| R2 |
2,510.7 |
2,510.7 |
2,374.9 |
|
| R1 |
2,421.3 |
2,421.3 |
2,353.5 |
2,466.0 |
| PP |
2,276.7 |
2,276.7 |
2,276.7 |
2,299.0 |
| S1 |
2,187.3 |
2,187.3 |
2,310.6 |
2,232.0 |
| S2 |
2,042.7 |
2,042.7 |
2,289.1 |
|
| S3 |
1,808.7 |
1,953.3 |
2,267.7 |
|
| S4 |
1,574.7 |
1,719.3 |
2,203.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,377.0 |
2,191.0 |
186.0 |
7.9% |
59.2 |
2.5% |
91% |
False |
False |
39,899 |
| 10 |
2,377.0 |
2,059.0 |
318.0 |
13.5% |
60.0 |
2.5% |
95% |
False |
False |
50,586 |
| 20 |
2,377.0 |
2,059.0 |
318.0 |
13.5% |
65.4 |
2.8% |
95% |
False |
False |
31,657 |
| 40 |
2,503.0 |
2,059.0 |
444.0 |
18.8% |
69.2 |
2.9% |
68% |
False |
False |
21,708 |
| 60 |
2,503.0 |
1,927.0 |
576.0 |
24.4% |
70.7 |
3.0% |
75% |
False |
False |
17,988 |
| 80 |
2,503.0 |
1,927.0 |
576.0 |
24.4% |
71.1 |
3.0% |
75% |
False |
False |
16,233 |
| 100 |
2,788.0 |
1,927.0 |
861.0 |
36.5% |
73.8 |
3.1% |
50% |
False |
False |
13,118 |
| 120 |
2,890.0 |
1,927.0 |
963.0 |
40.8% |
68.0 |
2.9% |
45% |
False |
False |
10,992 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,518.8 |
|
2.618 |
2,461.6 |
|
1.618 |
2,426.6 |
|
1.000 |
2,405.0 |
|
0.618 |
2,391.6 |
|
HIGH |
2,370.0 |
|
0.618 |
2,356.6 |
|
0.500 |
2,352.5 |
|
0.382 |
2,348.4 |
|
LOW |
2,335.0 |
|
0.618 |
2,313.4 |
|
1.000 |
2,300.0 |
|
1.618 |
2,278.4 |
|
2.618 |
2,243.4 |
|
4.250 |
2,186.3 |
|
|
| Fisher Pivots for day following 06-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,357.5 |
2,356.2 |
| PP |
2,355.0 |
2,352.3 |
| S1 |
2,352.5 |
2,348.5 |
|