| Trading Metrics calculated at close of trading on 21-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2011 |
21-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
2,195.0 |
2,269.0 |
74.0 |
3.4% |
2,330.0 |
| High |
2,269.0 |
2,308.0 |
39.0 |
1.7% |
2,333.0 |
| Low |
2,183.0 |
2,225.0 |
42.0 |
1.9% |
2,174.0 |
| Close |
2,264.0 |
2,247.0 |
-17.0 |
-0.8% |
2,179.0 |
| Range |
86.0 |
83.0 |
-3.0 |
-3.5% |
159.0 |
| ATR |
72.9 |
73.6 |
0.7 |
1.0% |
0.0 |
| Volume |
710,633 |
897,017 |
186,384 |
26.2% |
6,342,216 |
|
| Daily Pivots for day following 21-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,509.0 |
2,461.0 |
2,292.7 |
|
| R3 |
2,426.0 |
2,378.0 |
2,269.8 |
|
| R2 |
2,343.0 |
2,343.0 |
2,262.2 |
|
| R1 |
2,295.0 |
2,295.0 |
2,254.6 |
2,277.5 |
| PP |
2,260.0 |
2,260.0 |
2,260.0 |
2,251.3 |
| S1 |
2,212.0 |
2,212.0 |
2,239.4 |
2,194.5 |
| S2 |
2,177.0 |
2,177.0 |
2,231.8 |
|
| S3 |
2,094.0 |
2,129.0 |
2,224.2 |
|
| S4 |
2,011.0 |
2,046.0 |
2,201.4 |
|
|
| 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 |
2,308.0 |
2,162.0 |
146.0 |
6.5% |
68.8 |
3.1% |
58% |
True |
False |
978,589 |
| 10 |
2,365.0 |
2,162.0 |
203.0 |
9.0% |
74.9 |
3.3% |
42% |
False |
False |
901,083 |
| 20 |
2,392.0 |
2,059.0 |
333.0 |
14.8% |
69.4 |
3.1% |
56% |
False |
False |
476,981 |
| 40 |
2,503.0 |
2,059.0 |
444.0 |
19.8% |
73.0 |
3.2% |
42% |
False |
False |
246,277 |
| 60 |
2,503.0 |
2,043.0 |
460.0 |
20.5% |
69.6 |
3.1% |
44% |
False |
False |
166,631 |
| 80 |
2,503.0 |
1,927.0 |
576.0 |
25.6% |
72.0 |
3.2% |
56% |
False |
False |
129,759 |
| 100 |
2,531.0 |
1,927.0 |
604.0 |
26.9% |
76.0 |
3.4% |
53% |
False |
False |
104,011 |
| 120 |
2,869.0 |
1,927.0 |
942.0 |
41.9% |
71.7 |
3.2% |
34% |
False |
False |
86,761 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,660.8 |
|
2.618 |
2,525.3 |
|
1.618 |
2,442.3 |
|
1.000 |
2,391.0 |
|
0.618 |
2,359.3 |
|
HIGH |
2,308.0 |
|
0.618 |
2,276.3 |
|
0.500 |
2,266.5 |
|
0.382 |
2,256.7 |
|
LOW |
2,225.0 |
|
0.618 |
2,173.7 |
|
1.000 |
2,142.0 |
|
1.618 |
2,090.7 |
|
2.618 |
2,007.7 |
|
4.250 |
1,872.3 |
|
|
| Fisher Pivots for day following 21-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,266.5 |
2,243.0 |
| PP |
2,260.0 |
2,239.0 |
| S1 |
2,253.5 |
2,235.0 |
|