| Trading Metrics calculated at close of trading on 19-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2011 |
19-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
2,231.0 |
2,165.0 |
-66.0 |
-3.0% |
2,330.0 |
| High |
2,234.0 |
2,228.0 |
-6.0 |
-0.3% |
2,333.0 |
| Low |
2,174.0 |
2,162.0 |
-12.0 |
-0.6% |
2,174.0 |
| Close |
2,179.0 |
2,175.0 |
-4.0 |
-0.2% |
2,179.0 |
| Range |
60.0 |
66.0 |
6.0 |
10.0% |
159.0 |
| ATR |
71.7 |
71.3 |
-0.4 |
-0.6% |
0.0 |
| Volume |
1,278,377 |
681,990 |
-596,387 |
-46.7% |
6,342,216 |
|
| Daily Pivots for day following 19-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,386.3 |
2,346.7 |
2,211.3 |
|
| R3 |
2,320.3 |
2,280.7 |
2,193.2 |
|
| R2 |
2,254.3 |
2,254.3 |
2,187.1 |
|
| R1 |
2,214.7 |
2,214.7 |
2,181.1 |
2,234.5 |
| PP |
2,188.3 |
2,188.3 |
2,188.3 |
2,198.3 |
| S1 |
2,148.7 |
2,148.7 |
2,169.0 |
2,168.5 |
| S2 |
2,122.3 |
2,122.3 |
2,162.9 |
|
| S3 |
2,056.3 |
2,082.7 |
2,156.9 |
|
| S4 |
1,990.3 |
2,016.7 |
2,138.7 |
|
|
| 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 |
2,281.0 |
2,162.0 |
119.0 |
5.5% |
58.8 |
2.7% |
11% |
False |
True |
1,210,875 |
| 10 |
2,392.0 |
2,162.0 |
230.0 |
10.6% |
70.7 |
3.3% |
6% |
False |
True |
755,877 |
| 20 |
2,392.0 |
2,059.0 |
333.0 |
15.3% |
66.3 |
3.0% |
35% |
False |
False |
402,304 |
| 40 |
2,503.0 |
2,059.0 |
444.0 |
20.4% |
71.4 |
3.3% |
26% |
False |
False |
206,869 |
| 60 |
2,503.0 |
2,043.0 |
460.0 |
21.1% |
69.2 |
3.2% |
29% |
False |
False |
140,083 |
| 80 |
2,503.0 |
1,927.0 |
576.0 |
26.5% |
71.4 |
3.3% |
43% |
False |
False |
109,690 |
| 100 |
2,590.0 |
1,927.0 |
663.0 |
30.5% |
75.9 |
3.5% |
37% |
False |
False |
87,954 |
| 120 |
2,869.0 |
1,927.0 |
942.0 |
43.3% |
70.5 |
3.2% |
26% |
False |
False |
73,364 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,508.5 |
|
2.618 |
2,400.8 |
|
1.618 |
2,334.8 |
|
1.000 |
2,294.0 |
|
0.618 |
2,268.8 |
|
HIGH |
2,228.0 |
|
0.618 |
2,202.8 |
|
0.500 |
2,195.0 |
|
0.382 |
2,187.2 |
|
LOW |
2,162.0 |
|
0.618 |
2,121.2 |
|
1.000 |
2,096.0 |
|
1.618 |
2,055.2 |
|
2.618 |
1,989.2 |
|
4.250 |
1,881.5 |
|
|
| Fisher Pivots for day following 19-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,195.0 |
2,199.0 |
| PP |
2,188.3 |
2,191.0 |
| S1 |
2,181.7 |
2,183.0 |
|