| Trading Metrics calculated at close of trading on 20-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2011 |
20-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
2,165.0 |
2,195.0 |
30.0 |
1.4% |
2,330.0 |
| High |
2,228.0 |
2,269.0 |
41.0 |
1.8% |
2,333.0 |
| Low |
2,162.0 |
2,183.0 |
21.0 |
1.0% |
2,174.0 |
| Close |
2,175.0 |
2,264.0 |
89.0 |
4.1% |
2,179.0 |
| Range |
66.0 |
86.0 |
20.0 |
30.3% |
159.0 |
| ATR |
71.3 |
72.9 |
1.6 |
2.3% |
0.0 |
| Volume |
681,990 |
710,633 |
28,643 |
4.2% |
6,342,216 |
|
| Daily Pivots for day following 20-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,496.7 |
2,466.3 |
2,311.3 |
|
| R3 |
2,410.7 |
2,380.3 |
2,287.7 |
|
| R2 |
2,324.7 |
2,324.7 |
2,279.8 |
|
| R1 |
2,294.3 |
2,294.3 |
2,271.9 |
2,309.5 |
| PP |
2,238.7 |
2,238.7 |
2,238.7 |
2,246.3 |
| S1 |
2,208.3 |
2,208.3 |
2,256.1 |
2,223.5 |
| S2 |
2,152.7 |
2,152.7 |
2,248.2 |
|
| S3 |
2,066.7 |
2,122.3 |
2,240.4 |
|
| S4 |
1,980.7 |
2,036.3 |
2,216.7 |
|
|
| 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 |
2,269.0 |
2,162.0 |
107.0 |
4.7% |
63.6 |
2.8% |
95% |
True |
False |
1,102,900 |
| 10 |
2,392.0 |
2,162.0 |
230.0 |
10.2% |
75.8 |
3.3% |
44% |
False |
False |
819,780 |
| 20 |
2,392.0 |
2,059.0 |
333.0 |
14.7% |
67.9 |
3.0% |
62% |
False |
False |
435,183 |
| 40 |
2,503.0 |
2,059.0 |
444.0 |
19.6% |
72.4 |
3.2% |
46% |
False |
False |
224,600 |
| 60 |
2,503.0 |
2,043.0 |
460.0 |
20.3% |
69.4 |
3.1% |
48% |
False |
False |
151,689 |
| 80 |
2,503.0 |
1,927.0 |
576.0 |
25.4% |
71.9 |
3.2% |
59% |
False |
False |
118,563 |
| 100 |
2,542.0 |
1,927.0 |
615.0 |
27.2% |
75.9 |
3.4% |
55% |
False |
False |
95,060 |
| 120 |
2,869.0 |
1,927.0 |
942.0 |
41.6% |
71.2 |
3.1% |
36% |
False |
False |
79,286 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,634.5 |
|
2.618 |
2,494.1 |
|
1.618 |
2,408.1 |
|
1.000 |
2,355.0 |
|
0.618 |
2,322.1 |
|
HIGH |
2,269.0 |
|
0.618 |
2,236.1 |
|
0.500 |
2,226.0 |
|
0.382 |
2,215.9 |
|
LOW |
2,183.0 |
|
0.618 |
2,129.9 |
|
1.000 |
2,097.0 |
|
1.618 |
2,043.9 |
|
2.618 |
1,957.9 |
|
4.250 |
1,817.5 |
|
|
| Fisher Pivots for day following 20-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,251.3 |
2,247.8 |
| PP |
2,238.7 |
2,231.7 |
| S1 |
2,226.0 |
2,215.5 |
|