| Trading Metrics calculated at close of trading on 14-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2011 |
14-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
2,269.0 |
2,228.0 |
-41.0 |
-1.8% |
2,348.0 |
| High |
2,281.0 |
2,253.0 |
-28.0 |
-1.2% |
2,392.0 |
| Low |
2,219.0 |
2,196.0 |
-23.0 |
-1.0% |
2,245.0 |
| Close |
2,228.0 |
2,206.0 |
-22.0 |
-1.0% |
2,338.0 |
| Range |
62.0 |
57.0 |
-5.0 |
-8.1% |
147.0 |
| ATR |
75.8 |
74.4 |
-1.3 |
-1.8% |
0.0 |
| Volume |
1,250,509 |
1,518,569 |
268,060 |
21.4% |
596,249 |
|
| Daily Pivots for day following 14-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,389.3 |
2,354.7 |
2,237.4 |
|
| R3 |
2,332.3 |
2,297.7 |
2,221.7 |
|
| R2 |
2,275.3 |
2,275.3 |
2,216.5 |
|
| R1 |
2,240.7 |
2,240.7 |
2,211.2 |
2,229.5 |
| PP |
2,218.3 |
2,218.3 |
2,218.3 |
2,212.8 |
| S1 |
2,183.7 |
2,183.7 |
2,200.8 |
2,172.5 |
| S2 |
2,161.3 |
2,161.3 |
2,195.6 |
|
| S3 |
2,104.3 |
2,126.7 |
2,190.3 |
|
| S4 |
2,047.3 |
2,069.7 |
2,174.7 |
|
|
| 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 |
2,365.0 |
2,196.0 |
169.0 |
7.7% |
81.0 |
3.7% |
6% |
False |
True |
823,576 |
| 10 |
2,392.0 |
2,196.0 |
196.0 |
8.9% |
64.6 |
2.9% |
5% |
False |
True |
439,645 |
| 20 |
2,392.0 |
2,059.0 |
333.0 |
15.1% |
65.9 |
3.0% |
44% |
False |
False |
238,737 |
| 40 |
2,503.0 |
2,059.0 |
444.0 |
20.1% |
71.0 |
3.2% |
33% |
False |
False |
124,808 |
| 60 |
2,503.0 |
1,927.0 |
576.0 |
26.1% |
71.4 |
3.2% |
48% |
False |
False |
85,395 |
| 80 |
2,503.0 |
1,927.0 |
576.0 |
26.1% |
71.6 |
3.2% |
48% |
False |
False |
68,674 |
| 100 |
2,702.0 |
1,927.0 |
775.0 |
35.1% |
76.2 |
3.5% |
36% |
False |
False |
55,109 |
| 120 |
2,890.0 |
1,927.0 |
963.0 |
43.7% |
70.0 |
3.2% |
29% |
False |
False |
45,999 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,495.3 |
|
2.618 |
2,402.2 |
|
1.618 |
2,345.2 |
|
1.000 |
2,310.0 |
|
0.618 |
2,288.2 |
|
HIGH |
2,253.0 |
|
0.618 |
2,231.2 |
|
0.500 |
2,224.5 |
|
0.382 |
2,217.8 |
|
LOW |
2,196.0 |
|
0.618 |
2,160.8 |
|
1.000 |
2,139.0 |
|
1.618 |
2,103.8 |
|
2.618 |
2,046.8 |
|
4.250 |
1,953.8 |
|
|
| Fisher Pivots for day following 14-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,224.5 |
2,264.5 |
| PP |
2,218.3 |
2,245.0 |
| S1 |
2,212.2 |
2,225.5 |
|