| Trading Metrics calculated at close of trading on 12-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2011 |
12-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
2,266.0 |
2,330.0 |
64.0 |
2.8% |
2,348.0 |
| High |
2,343.0 |
2,333.0 |
-10.0 |
-0.4% |
2,392.0 |
| Low |
2,245.0 |
2,250.0 |
5.0 |
0.2% |
2,245.0 |
| Close |
2,338.0 |
2,266.0 |
-72.0 |
-3.1% |
2,338.0 |
| Range |
98.0 |
83.0 |
-15.0 |
-15.3% |
147.0 |
| ATR |
76.0 |
76.8 |
0.9 |
1.1% |
0.0 |
| Volume |
219,244 |
969,829 |
750,585 |
342.4% |
596,249 |
|
| Daily Pivots for day following 12-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,532.0 |
2,482.0 |
2,311.7 |
|
| R3 |
2,449.0 |
2,399.0 |
2,288.8 |
|
| R2 |
2,366.0 |
2,366.0 |
2,281.2 |
|
| R1 |
2,316.0 |
2,316.0 |
2,273.6 |
2,299.5 |
| PP |
2,283.0 |
2,283.0 |
2,283.0 |
2,274.8 |
| S1 |
2,233.0 |
2,233.0 |
2,258.4 |
2,216.5 |
| S2 |
2,200.0 |
2,200.0 |
2,250.8 |
|
| S3 |
2,117.0 |
2,150.0 |
2,243.2 |
|
| S4 |
2,034.0 |
2,067.0 |
2,220.4 |
|
|
| 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 |
6.5% |
82.6 |
3.6% |
14% |
False |
False |
300,879 |
| 10 |
2,392.0 |
2,184.0 |
208.0 |
9.2% |
72.9 |
3.2% |
39% |
False |
False |
169,924 |
| 20 |
2,392.0 |
2,059.0 |
333.0 |
14.7% |
65.6 |
2.9% |
62% |
False |
False |
101,693 |
| 40 |
2,503.0 |
2,059.0 |
444.0 |
19.6% |
71.1 |
3.1% |
47% |
False |
False |
56,096 |
| 60 |
2,503.0 |
1,927.0 |
576.0 |
25.4% |
71.9 |
3.2% |
59% |
False |
False |
39,337 |
| 80 |
2,503.0 |
1,927.0 |
576.0 |
25.4% |
71.7 |
3.2% |
59% |
False |
False |
34,094 |
| 100 |
2,754.0 |
1,927.0 |
827.0 |
36.5% |
76.0 |
3.4% |
41% |
False |
False |
27,431 |
| 120 |
2,890.0 |
1,927.0 |
963.0 |
42.5% |
69.8 |
3.1% |
35% |
False |
False |
22,930 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,685.8 |
|
2.618 |
2,550.3 |
|
1.618 |
2,467.3 |
|
1.000 |
2,416.0 |
|
0.618 |
2,384.3 |
|
HIGH |
2,333.0 |
|
0.618 |
2,301.3 |
|
0.500 |
2,291.5 |
|
0.382 |
2,281.7 |
|
LOW |
2,250.0 |
|
0.618 |
2,198.7 |
|
1.000 |
2,167.0 |
|
1.618 |
2,115.7 |
|
2.618 |
2,032.7 |
|
4.250 |
1,897.3 |
|
|
| Fisher Pivots for day following 12-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,291.5 |
2,305.0 |
| PP |
2,283.0 |
2,292.0 |
| S1 |
2,274.5 |
2,279.0 |
|