| Trading Metrics calculated at close of trading on 07-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2011 |
07-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
2,353.0 |
2,372.0 |
19.0 |
0.8% |
2,137.0 |
| High |
2,370.0 |
2,392.0 |
22.0 |
0.9% |
2,366.0 |
| Low |
2,335.0 |
2,300.0 |
-35.0 |
-1.5% |
2,132.0 |
| Close |
2,360.0 |
2,356.0 |
-4.0 |
-0.2% |
2,332.0 |
| Range |
35.0 |
92.0 |
57.0 |
162.9% |
234.0 |
| ATR |
70.3 |
71.9 |
1.5 |
2.2% |
0.0 |
| Volume |
71,605 |
83,987 |
12,382 |
17.3% |
156,472 |
|
| Daily Pivots for day following 07-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,625.3 |
2,582.7 |
2,406.6 |
|
| R3 |
2,533.3 |
2,490.7 |
2,381.3 |
|
| R2 |
2,441.3 |
2,441.3 |
2,372.9 |
|
| R1 |
2,398.7 |
2,398.7 |
2,364.4 |
2,374.0 |
| PP |
2,349.3 |
2,349.3 |
2,349.3 |
2,337.0 |
| S1 |
2,306.7 |
2,306.7 |
2,347.6 |
2,282.0 |
| S2 |
2,257.3 |
2,257.3 |
2,339.1 |
|
| S3 |
2,165.3 |
2,214.7 |
2,330.7 |
|
| S4 |
2,073.3 |
2,122.7 |
2,305.4 |
|
|
| 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 |
2,392.0 |
2,297.0 |
95.0 |
4.0% |
48.2 |
2.0% |
62% |
True |
False |
55,714 |
| 10 |
2,392.0 |
2,059.0 |
333.0 |
14.1% |
63.9 |
2.7% |
89% |
True |
False |
52,880 |
| 20 |
2,392.0 |
2,059.0 |
333.0 |
14.1% |
63.4 |
2.7% |
89% |
True |
False |
35,835 |
| 40 |
2,503.0 |
2,059.0 |
444.0 |
18.8% |
69.3 |
2.9% |
67% |
False |
False |
22,988 |
| 60 |
2,503.0 |
1,927.0 |
576.0 |
24.4% |
70.1 |
3.0% |
74% |
False |
False |
18,307 |
| 80 |
2,503.0 |
1,927.0 |
576.0 |
24.4% |
71.7 |
3.0% |
74% |
False |
False |
17,281 |
| 100 |
2,788.0 |
1,927.0 |
861.0 |
36.5% |
74.4 |
3.2% |
50% |
False |
False |
13,952 |
| 120 |
2,890.0 |
1,927.0 |
963.0 |
40.9% |
68.7 |
2.9% |
45% |
False |
False |
11,691 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,783.0 |
|
2.618 |
2,632.9 |
|
1.618 |
2,540.9 |
|
1.000 |
2,484.0 |
|
0.618 |
2,448.9 |
|
HIGH |
2,392.0 |
|
0.618 |
2,356.9 |
|
0.500 |
2,346.0 |
|
0.382 |
2,335.1 |
|
LOW |
2,300.0 |
|
0.618 |
2,243.1 |
|
1.000 |
2,208.0 |
|
1.618 |
2,151.1 |
|
2.618 |
2,059.1 |
|
4.250 |
1,909.0 |
|
|
| Fisher Pivots for day following 07-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,352.7 |
2,352.7 |
| PP |
2,349.3 |
2,349.3 |
| S1 |
2,346.0 |
2,346.0 |
|