| Trading Metrics calculated at close of trading on 15-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2011 |
15-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
2,228.0 |
2,193.0 |
-35.0 |
-1.6% |
2,348.0 |
| High |
2,253.0 |
2,236.0 |
-17.0 |
-0.8% |
2,392.0 |
| Low |
2,196.0 |
2,187.0 |
-9.0 |
-0.4% |
2,245.0 |
| Close |
2,206.0 |
2,209.0 |
3.0 |
0.1% |
2,338.0 |
| Range |
57.0 |
49.0 |
-8.0 |
-14.0% |
147.0 |
| ATR |
74.4 |
72.6 |
-1.8 |
-2.4% |
0.0 |
| Volume |
1,518,569 |
1,324,932 |
-193,637 |
-12.8% |
596,249 |
|
| Daily Pivots for day following 15-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,357.7 |
2,332.3 |
2,236.0 |
|
| R3 |
2,308.7 |
2,283.3 |
2,222.5 |
|
| R2 |
2,259.7 |
2,259.7 |
2,218.0 |
|
| R1 |
2,234.3 |
2,234.3 |
2,213.5 |
2,247.0 |
| PP |
2,210.7 |
2,210.7 |
2,210.7 |
2,217.0 |
| S1 |
2,185.3 |
2,185.3 |
2,204.5 |
2,198.0 |
| S2 |
2,161.7 |
2,161.7 |
2,200.0 |
|
| S3 |
2,112.7 |
2,136.3 |
2,195.5 |
|
| S4 |
2,063.7 |
2,087.3 |
2,182.1 |
|
|
| 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 |
2,343.0 |
2,187.0 |
156.0 |
7.1% |
69.8 |
3.2% |
14% |
False |
True |
1,056,616 |
| 10 |
2,392.0 |
2,187.0 |
205.0 |
9.3% |
65.8 |
3.0% |
11% |
False |
True |
567,347 |
| 20 |
2,392.0 |
2,059.0 |
333.0 |
15.1% |
65.4 |
3.0% |
45% |
False |
False |
304,740 |
| 40 |
2,503.0 |
2,059.0 |
444.0 |
20.1% |
70.9 |
3.2% |
34% |
False |
False |
157,912 |
| 60 |
2,503.0 |
1,927.0 |
576.0 |
26.1% |
70.9 |
3.2% |
49% |
False |
False |
107,428 |
| 80 |
2,503.0 |
1,927.0 |
576.0 |
26.1% |
71.2 |
3.2% |
49% |
False |
False |
85,217 |
| 100 |
2,702.0 |
1,927.0 |
775.0 |
35.1% |
76.3 |
3.5% |
36% |
False |
False |
68,356 |
| 120 |
2,890.0 |
1,927.0 |
963.0 |
43.6% |
70.0 |
3.2% |
29% |
False |
False |
57,032 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,444.3 |
|
2.618 |
2,364.3 |
|
1.618 |
2,315.3 |
|
1.000 |
2,285.0 |
|
0.618 |
2,266.3 |
|
HIGH |
2,236.0 |
|
0.618 |
2,217.3 |
|
0.500 |
2,211.5 |
|
0.382 |
2,205.7 |
|
LOW |
2,187.0 |
|
0.618 |
2,156.7 |
|
1.000 |
2,138.0 |
|
1.618 |
2,107.7 |
|
2.618 |
2,058.7 |
|
4.250 |
1,978.8 |
|
|
| Fisher Pivots for day following 15-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,211.5 |
2,234.0 |
| PP |
2,210.7 |
2,225.7 |
| S1 |
2,209.8 |
2,217.3 |
|