| Trading Metrics calculated at close of trading on 23-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2011 |
23-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
2,238.0 |
2,292.0 |
54.0 |
2.4% |
2,165.0 |
| High |
2,281.0 |
2,296.0 |
15.0 |
0.7% |
2,308.0 |
| Low |
2,238.0 |
2,274.0 |
36.0 |
1.6% |
2,162.0 |
| Close |
2,281.0 |
2,295.0 |
14.0 |
0.6% |
2,295.0 |
| Range |
43.0 |
22.0 |
-21.0 |
-48.8% |
146.0 |
| ATR |
71.4 |
67.9 |
-3.5 |
-4.9% |
0.0 |
| Volume |
553,280 |
295,811 |
-257,469 |
-46.5% |
3,138,731 |
|
| Daily Pivots for day following 23-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,354.3 |
2,346.7 |
2,307.1 |
|
| R3 |
2,332.3 |
2,324.7 |
2,301.1 |
|
| R2 |
2,310.3 |
2,310.3 |
2,299.0 |
|
| R1 |
2,302.7 |
2,302.7 |
2,297.0 |
2,306.5 |
| PP |
2,288.3 |
2,288.3 |
2,288.3 |
2,290.3 |
| S1 |
2,280.7 |
2,280.7 |
2,293.0 |
2,284.5 |
| S2 |
2,266.3 |
2,266.3 |
2,291.0 |
|
| S3 |
2,244.3 |
2,258.7 |
2,289.0 |
|
| S4 |
2,222.3 |
2,236.7 |
2,282.9 |
|
|
| Weekly Pivots for week ending 23-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,693.0 |
2,640.0 |
2,375.3 |
|
| R3 |
2,547.0 |
2,494.0 |
2,335.2 |
|
| R2 |
2,401.0 |
2,401.0 |
2,321.8 |
|
| R1 |
2,348.0 |
2,348.0 |
2,308.4 |
2,374.5 |
| PP |
2,255.0 |
2,255.0 |
2,255.0 |
2,268.3 |
| S1 |
2,202.0 |
2,202.0 |
2,281.6 |
2,228.5 |
| S2 |
2,109.0 |
2,109.0 |
2,268.2 |
|
| S3 |
1,963.0 |
2,056.0 |
2,254.9 |
|
| S4 |
1,817.0 |
1,910.0 |
2,214.7 |
|
|
| 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% |
60.0 |
2.6% |
91% |
False |
False |
627,746 |
| 10 |
2,333.0 |
2,162.0 |
171.0 |
7.5% |
61.1 |
2.7% |
78% |
False |
False |
948,094 |
| 20 |
2,392.0 |
2,132.0 |
260.0 |
11.3% |
67.1 |
2.9% |
63% |
False |
False |
511,683 |
| 40 |
2,430.0 |
2,059.0 |
371.0 |
16.2% |
70.3 |
3.1% |
64% |
False |
False |
266,874 |
| 60 |
2,503.0 |
2,043.0 |
460.0 |
20.0% |
68.7 |
3.0% |
55% |
False |
False |
180,777 |
| 80 |
2,503.0 |
1,927.0 |
576.0 |
25.1% |
71.1 |
3.1% |
64% |
False |
False |
140,174 |
| 100 |
2,503.0 |
1,927.0 |
576.0 |
25.1% |
73.9 |
3.2% |
64% |
False |
False |
112,478 |
| 120 |
2,788.0 |
1,927.0 |
861.0 |
37.5% |
71.4 |
3.1% |
43% |
False |
False |
93,827 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,389.5 |
|
2.618 |
2,353.6 |
|
1.618 |
2,331.6 |
|
1.000 |
2,318.0 |
|
0.618 |
2,309.6 |
|
HIGH |
2,296.0 |
|
0.618 |
2,287.6 |
|
0.500 |
2,285.0 |
|
0.382 |
2,282.4 |
|
LOW |
2,274.0 |
|
0.618 |
2,260.4 |
|
1.000 |
2,252.0 |
|
1.618 |
2,238.4 |
|
2.618 |
2,216.4 |
|
4.250 |
2,180.5 |
|
|
| Fisher Pivots for day following 23-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,291.7 |
2,285.5 |
| PP |
2,288.3 |
2,276.0 |
| S1 |
2,285.0 |
2,266.5 |
|