| Trading Metrics calculated at close of trading on 08-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2011 |
08-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
2,372.0 |
2,364.0 |
-8.0 |
-0.3% |
2,137.0 |
| High |
2,392.0 |
2,365.0 |
-27.0 |
-1.1% |
2,366.0 |
| Low |
2,300.0 |
2,260.0 |
-40.0 |
-1.7% |
2,132.0 |
| Close |
2,356.0 |
2,266.0 |
-90.0 |
-3.8% |
2,332.0 |
| Range |
92.0 |
105.0 |
13.0 |
14.1% |
234.0 |
| ATR |
71.9 |
74.3 |
2.4 |
3.3% |
0.0 |
| Volume |
83,987 |
159,732 |
75,745 |
90.2% |
156,472 |
|
| Daily Pivots for day following 08-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,612.0 |
2,544.0 |
2,323.8 |
|
| R3 |
2,507.0 |
2,439.0 |
2,294.9 |
|
| R2 |
2,402.0 |
2,402.0 |
2,285.3 |
|
| R1 |
2,334.0 |
2,334.0 |
2,275.6 |
2,315.5 |
| PP |
2,297.0 |
2,297.0 |
2,297.0 |
2,287.8 |
| S1 |
2,229.0 |
2,229.0 |
2,256.4 |
2,210.5 |
| S2 |
2,192.0 |
2,192.0 |
2,246.8 |
|
| S3 |
2,087.0 |
2,124.0 |
2,237.1 |
|
| S4 |
1,982.0 |
2,019.0 |
2,208.3 |
|
|
| 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 |
2,260.0 |
132.0 |
5.8% |
61.8 |
2.7% |
5% |
False |
True |
78,078 |
| 10 |
2,392.0 |
2,059.0 |
333.0 |
14.7% |
68.7 |
3.0% |
62% |
False |
False |
58,075 |
| 20 |
2,392.0 |
2,059.0 |
333.0 |
14.7% |
64.1 |
2.8% |
62% |
False |
False |
43,458 |
| 40 |
2,503.0 |
2,059.0 |
444.0 |
19.6% |
70.4 |
3.1% |
47% |
False |
False |
26,897 |
| 60 |
2,503.0 |
1,927.0 |
576.0 |
25.4% |
70.3 |
3.1% |
59% |
False |
False |
19,858 |
| 80 |
2,503.0 |
1,927.0 |
576.0 |
25.4% |
71.6 |
3.2% |
59% |
False |
False |
19,269 |
| 100 |
2,788.0 |
1,927.0 |
861.0 |
38.0% |
74.6 |
3.3% |
39% |
False |
False |
15,546 |
| 120 |
2,890.0 |
1,927.0 |
963.0 |
42.5% |
69.2 |
3.1% |
35% |
False |
False |
13,022 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,811.3 |
|
2.618 |
2,639.9 |
|
1.618 |
2,534.9 |
|
1.000 |
2,470.0 |
|
0.618 |
2,429.9 |
|
HIGH |
2,365.0 |
|
0.618 |
2,324.9 |
|
0.500 |
2,312.5 |
|
0.382 |
2,300.1 |
|
LOW |
2,260.0 |
|
0.618 |
2,195.1 |
|
1.000 |
2,155.0 |
|
1.618 |
2,090.1 |
|
2.618 |
1,985.1 |
|
4.250 |
1,813.8 |
|
|
| Fisher Pivots for day following 08-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,312.5 |
2,326.0 |
| PP |
2,297.0 |
2,306.0 |
| S1 |
2,281.5 |
2,286.0 |
|