| Trading Metrics calculated at close of trading on 09-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2011 |
09-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
2,364.0 |
2,266.0 |
-98.0 |
-4.1% |
2,348.0 |
| High |
2,365.0 |
2,343.0 |
-22.0 |
-0.9% |
2,392.0 |
| Low |
2,260.0 |
2,245.0 |
-15.0 |
-0.7% |
2,245.0 |
| Close |
2,266.0 |
2,338.0 |
72.0 |
3.2% |
2,338.0 |
| Range |
105.0 |
98.0 |
-7.0 |
-6.7% |
147.0 |
| ATR |
74.3 |
76.0 |
1.7 |
2.3% |
0.0 |
| Volume |
159,732 |
219,244 |
59,512 |
37.3% |
596,249 |
|
| Daily Pivots for day following 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,602.7 |
2,568.3 |
2,391.9 |
|
| R3 |
2,504.7 |
2,470.3 |
2,365.0 |
|
| R2 |
2,406.7 |
2,406.7 |
2,356.0 |
|
| R1 |
2,372.3 |
2,372.3 |
2,347.0 |
2,389.5 |
| PP |
2,308.7 |
2,308.7 |
2,308.7 |
2,317.3 |
| S1 |
2,274.3 |
2,274.3 |
2,329.0 |
2,291.5 |
| S2 |
2,210.7 |
2,210.7 |
2,320.0 |
|
| S3 |
2,112.7 |
2,176.3 |
2,311.1 |
|
| S4 |
2,014.7 |
2,078.3 |
2,284.1 |
|
|
| Weekly Pivots for week ending 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,766.0 |
2,699.0 |
2,418.9 |
|
| R3 |
2,619.0 |
2,552.0 |
2,378.4 |
|
| R2 |
2,472.0 |
2,472.0 |
2,365.0 |
|
| R1 |
2,405.0 |
2,405.0 |
2,351.5 |
2,365.0 |
| PP |
2,325.0 |
2,325.0 |
2,325.0 |
2,305.0 |
| S1 |
2,258.0 |
2,258.0 |
2,324.5 |
2,218.0 |
| S2 |
2,178.0 |
2,178.0 |
2,311.1 |
|
| S3 |
2,031.0 |
2,111.0 |
2,297.6 |
|
| S4 |
1,884.0 |
1,964.0 |
2,257.2 |
|
|
| 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 |
2,245.0 |
147.0 |
6.3% |
72.2 |
3.1% |
63% |
False |
True |
119,249 |
| 10 |
2,392.0 |
2,132.0 |
260.0 |
11.1% |
73.1 |
3.1% |
79% |
False |
False |
75,272 |
| 20 |
2,392.0 |
2,059.0 |
333.0 |
14.2% |
65.4 |
2.8% |
84% |
False |
False |
54,396 |
| 40 |
2,503.0 |
2,059.0 |
444.0 |
19.0% |
71.5 |
3.1% |
63% |
False |
False |
32,361 |
| 60 |
2,503.0 |
1,927.0 |
576.0 |
24.6% |
71.1 |
3.0% |
71% |
False |
False |
23,175 |
| 80 |
2,503.0 |
1,927.0 |
576.0 |
24.6% |
71.9 |
3.1% |
71% |
False |
False |
21,984 |
| 100 |
2,754.0 |
1,927.0 |
827.0 |
35.4% |
75.3 |
3.2% |
50% |
False |
False |
17,734 |
| 120 |
2,890.0 |
1,927.0 |
963.0 |
41.2% |
69.4 |
3.0% |
43% |
False |
False |
14,848 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,759.5 |
|
2.618 |
2,599.6 |
|
1.618 |
2,501.6 |
|
1.000 |
2,441.0 |
|
0.618 |
2,403.6 |
|
HIGH |
2,343.0 |
|
0.618 |
2,305.6 |
|
0.500 |
2,294.0 |
|
0.382 |
2,282.4 |
|
LOW |
2,245.0 |
|
0.618 |
2,184.4 |
|
1.000 |
2,147.0 |
|
1.618 |
2,086.4 |
|
2.618 |
1,988.4 |
|
4.250 |
1,828.5 |
|
|
| Fisher Pivots for day following 09-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,323.3 |
2,331.5 |
| PP |
2,308.7 |
2,325.0 |
| S1 |
2,294.0 |
2,318.5 |
|