| Trading Metrics calculated at close of trading on 22-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2011 |
22-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
2,269.0 |
2,238.0 |
-31.0 |
-1.4% |
2,330.0 |
| High |
2,308.0 |
2,281.0 |
-27.0 |
-1.2% |
2,333.0 |
| Low |
2,225.0 |
2,238.0 |
13.0 |
0.6% |
2,174.0 |
| Close |
2,247.0 |
2,281.0 |
34.0 |
1.5% |
2,179.0 |
| Range |
83.0 |
43.0 |
-40.0 |
-48.2% |
159.0 |
| ATR |
73.6 |
71.4 |
-2.2 |
-3.0% |
0.0 |
| Volume |
897,017 |
553,280 |
-343,737 |
-38.3% |
6,342,216 |
|
| Daily Pivots for day following 22-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,395.7 |
2,381.3 |
2,304.7 |
|
| R3 |
2,352.7 |
2,338.3 |
2,292.8 |
|
| R2 |
2,309.7 |
2,309.7 |
2,288.9 |
|
| R1 |
2,295.3 |
2,295.3 |
2,284.9 |
2,302.5 |
| PP |
2,266.7 |
2,266.7 |
2,266.7 |
2,270.3 |
| S1 |
2,252.3 |
2,252.3 |
2,277.1 |
2,259.5 |
| S2 |
2,223.7 |
2,223.7 |
2,273.1 |
|
| S3 |
2,180.7 |
2,209.3 |
2,269.2 |
|
| S4 |
2,137.7 |
2,166.3 |
2,257.4 |
|
|
| 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 |
6.4% |
67.6 |
3.0% |
82% |
False |
False |
824,259 |
| 10 |
2,343.0 |
2,162.0 |
181.0 |
7.9% |
68.7 |
3.0% |
66% |
False |
False |
940,438 |
| 20 |
2,392.0 |
2,059.0 |
333.0 |
14.6% |
68.7 |
3.0% |
67% |
False |
False |
499,256 |
| 40 |
2,493.0 |
2,059.0 |
434.0 |
19.0% |
71.1 |
3.1% |
51% |
False |
False |
259,490 |
| 60 |
2,503.0 |
2,043.0 |
460.0 |
20.2% |
69.2 |
3.0% |
52% |
False |
False |
175,849 |
| 80 |
2,503.0 |
1,927.0 |
576.0 |
25.3% |
71.8 |
3.1% |
61% |
False |
False |
136,618 |
| 100 |
2,503.0 |
1,927.0 |
576.0 |
25.3% |
74.9 |
3.3% |
61% |
False |
False |
109,541 |
| 120 |
2,858.0 |
1,927.0 |
931.0 |
40.8% |
71.8 |
3.1% |
38% |
False |
False |
91,368 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,463.8 |
|
2.618 |
2,393.6 |
|
1.618 |
2,350.6 |
|
1.000 |
2,324.0 |
|
0.618 |
2,307.6 |
|
HIGH |
2,281.0 |
|
0.618 |
2,264.6 |
|
0.500 |
2,259.5 |
|
0.382 |
2,254.4 |
|
LOW |
2,238.0 |
|
0.618 |
2,211.4 |
|
1.000 |
2,195.0 |
|
1.618 |
2,168.4 |
|
2.618 |
2,125.4 |
|
4.250 |
2,055.3 |
|
|
| Fisher Pivots for day following 22-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,273.8 |
2,269.2 |
| PP |
2,266.7 |
2,257.3 |
| S1 |
2,259.5 |
2,245.5 |
|