| Trading Metrics calculated at close of trading on 13-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2011 |
13-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
2,330.0 |
2,269.0 |
-61.0 |
-2.6% |
2,348.0 |
| High |
2,333.0 |
2,281.0 |
-52.0 |
-2.2% |
2,392.0 |
| Low |
2,250.0 |
2,219.0 |
-31.0 |
-1.4% |
2,245.0 |
| Close |
2,266.0 |
2,228.0 |
-38.0 |
-1.7% |
2,338.0 |
| Range |
83.0 |
62.0 |
-21.0 |
-25.3% |
147.0 |
| ATR |
76.8 |
75.8 |
-1.1 |
-1.4% |
0.0 |
| Volume |
969,829 |
1,250,509 |
280,680 |
28.9% |
596,249 |
|
| Daily Pivots for day following 13-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,428.7 |
2,390.3 |
2,262.1 |
|
| R3 |
2,366.7 |
2,328.3 |
2,245.1 |
|
| R2 |
2,304.7 |
2,304.7 |
2,239.4 |
|
| R1 |
2,266.3 |
2,266.3 |
2,233.7 |
2,254.5 |
| PP |
2,242.7 |
2,242.7 |
2,242.7 |
2,236.8 |
| S1 |
2,204.3 |
2,204.3 |
2,222.3 |
2,192.5 |
| S2 |
2,180.7 |
2,180.7 |
2,216.6 |
|
| S3 |
2,118.7 |
2,142.3 |
2,211.0 |
|
| S4 |
2,056.7 |
2,080.3 |
2,193.9 |
|
|
| 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 |
2,219.0 |
173.0 |
7.8% |
88.0 |
3.9% |
5% |
False |
True |
536,660 |
| 10 |
2,392.0 |
2,191.0 |
201.0 |
9.0% |
73.6 |
3.3% |
18% |
False |
False |
288,279 |
| 20 |
2,392.0 |
2,059.0 |
333.0 |
14.9% |
66.1 |
3.0% |
51% |
False |
False |
163,283 |
| 40 |
2,503.0 |
2,059.0 |
444.0 |
19.9% |
70.7 |
3.2% |
38% |
False |
False |
86,850 |
| 60 |
2,503.0 |
1,927.0 |
576.0 |
25.9% |
71.9 |
3.2% |
52% |
False |
False |
60,132 |
| 80 |
2,503.0 |
1,927.0 |
576.0 |
25.9% |
71.7 |
3.2% |
52% |
False |
False |
49,721 |
| 100 |
2,723.0 |
1,927.0 |
796.0 |
35.7% |
76.3 |
3.4% |
38% |
False |
False |
39,935 |
| 120 |
2,890.0 |
1,927.0 |
963.0 |
43.2% |
70.0 |
3.1% |
31% |
False |
False |
33,351 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,544.5 |
|
2.618 |
2,443.3 |
|
1.618 |
2,381.3 |
|
1.000 |
2,343.0 |
|
0.618 |
2,319.3 |
|
HIGH |
2,281.0 |
|
0.618 |
2,257.3 |
|
0.500 |
2,250.0 |
|
0.382 |
2,242.7 |
|
LOW |
2,219.0 |
|
0.618 |
2,180.7 |
|
1.000 |
2,157.0 |
|
1.618 |
2,118.7 |
|
2.618 |
2,056.7 |
|
4.250 |
1,955.5 |
|
|
| Fisher Pivots for day following 13-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,250.0 |
2,281.0 |
| PP |
2,242.7 |
2,263.3 |
| S1 |
2,235.3 |
2,245.7 |
|