| Trading Metrics calculated at close of trading on 16-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2011 |
16-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
2,193.0 |
2,231.0 |
38.0 |
1.7% |
2,330.0 |
| High |
2,236.0 |
2,234.0 |
-2.0 |
-0.1% |
2,333.0 |
| Low |
2,187.0 |
2,174.0 |
-13.0 |
-0.6% |
2,174.0 |
| Close |
2,209.0 |
2,179.0 |
-30.0 |
-1.4% |
2,179.0 |
| Range |
49.0 |
60.0 |
11.0 |
22.4% |
159.0 |
| ATR |
72.6 |
71.7 |
-0.9 |
-1.2% |
0.0 |
| Volume |
1,324,932 |
1,278,377 |
-46,555 |
-3.5% |
6,342,216 |
|
| Daily Pivots for day following 16-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,375.7 |
2,337.3 |
2,212.0 |
|
| R3 |
2,315.7 |
2,277.3 |
2,195.5 |
|
| R2 |
2,255.7 |
2,255.7 |
2,190.0 |
|
| R1 |
2,217.3 |
2,217.3 |
2,184.5 |
2,206.5 |
| PP |
2,195.7 |
2,195.7 |
2,195.7 |
2,190.3 |
| S1 |
2,157.3 |
2,157.3 |
2,173.5 |
2,146.5 |
| S2 |
2,135.7 |
2,135.7 |
2,168.0 |
|
| S3 |
2,075.7 |
2,097.3 |
2,162.5 |
|
| S4 |
2,015.7 |
2,037.3 |
2,146.0 |
|
|
| Weekly Pivots for week ending 16-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,705.7 |
2,601.3 |
2,266.5 |
|
| R3 |
2,546.7 |
2,442.3 |
2,222.7 |
|
| R2 |
2,387.7 |
2,387.7 |
2,208.2 |
|
| R1 |
2,283.3 |
2,283.3 |
2,193.6 |
2,256.0 |
| PP |
2,228.7 |
2,228.7 |
2,228.7 |
2,215.0 |
| S1 |
2,124.3 |
2,124.3 |
2,164.4 |
2,097.0 |
| S2 |
2,069.7 |
2,069.7 |
2,149.9 |
|
| S3 |
1,910.7 |
1,965.3 |
2,135.3 |
|
| S4 |
1,751.7 |
1,806.3 |
2,091.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,333.0 |
2,174.0 |
159.0 |
7.3% |
62.2 |
2.9% |
3% |
False |
True |
1,268,443 |
| 10 |
2,392.0 |
2,174.0 |
218.0 |
10.0% |
67.2 |
3.1% |
2% |
False |
True |
693,846 |
| 20 |
2,392.0 |
2,059.0 |
333.0 |
15.3% |
66.5 |
3.0% |
36% |
False |
False |
368,250 |
| 40 |
2,503.0 |
2,059.0 |
444.0 |
20.4% |
71.0 |
3.3% |
27% |
False |
False |
189,848 |
| 60 |
2,503.0 |
1,965.0 |
538.0 |
24.7% |
70.3 |
3.2% |
40% |
False |
False |
128,723 |
| 80 |
2,503.0 |
1,927.0 |
576.0 |
26.4% |
71.0 |
3.3% |
44% |
False |
False |
101,177 |
| 100 |
2,702.0 |
1,927.0 |
775.0 |
35.6% |
76.5 |
3.5% |
33% |
False |
False |
81,137 |
| 120 |
2,874.0 |
1,927.0 |
947.0 |
43.5% |
70.1 |
3.2% |
27% |
False |
False |
67,680 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,489.0 |
|
2.618 |
2,391.1 |
|
1.618 |
2,331.1 |
|
1.000 |
2,294.0 |
|
0.618 |
2,271.1 |
|
HIGH |
2,234.0 |
|
0.618 |
2,211.1 |
|
0.500 |
2,204.0 |
|
0.382 |
2,196.9 |
|
LOW |
2,174.0 |
|
0.618 |
2,136.9 |
|
1.000 |
2,114.0 |
|
1.618 |
2,076.9 |
|
2.618 |
2,016.9 |
|
4.250 |
1,919.0 |
|
|
| Fisher Pivots for day following 16-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,204.0 |
2,213.5 |
| PP |
2,195.7 |
2,202.0 |
| S1 |
2,187.3 |
2,190.5 |
|