| Trading Metrics calculated at close of trading on 28-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2011 |
28-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
2,293.0 |
2,277.0 |
-16.0 |
-0.7% |
2,165.0 |
| High |
2,303.0 |
2,301.0 |
-2.0 |
-0.1% |
2,308.0 |
| Low |
2,279.0 |
2,242.0 |
-37.0 |
-1.6% |
2,162.0 |
| Close |
2,288.0 |
2,251.0 |
-37.0 |
-1.6% |
2,295.0 |
| Range |
24.0 |
59.0 |
35.0 |
145.8% |
146.0 |
| ATR |
64.8 |
64.4 |
-0.4 |
-0.6% |
0.0 |
| Volume |
180,497 |
416,434 |
235,937 |
130.7% |
3,138,731 |
|
| Daily Pivots for day following 28-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,441.7 |
2,405.3 |
2,283.5 |
|
| R3 |
2,382.7 |
2,346.3 |
2,267.2 |
|
| R2 |
2,323.7 |
2,323.7 |
2,261.8 |
|
| R1 |
2,287.3 |
2,287.3 |
2,256.4 |
2,276.0 |
| PP |
2,264.7 |
2,264.7 |
2,264.7 |
2,259.0 |
| S1 |
2,228.3 |
2,228.3 |
2,245.6 |
2,217.0 |
| S2 |
2,205.7 |
2,205.7 |
2,240.2 |
|
| S3 |
2,146.7 |
2,169.3 |
2,234.8 |
|
| S4 |
2,087.7 |
2,110.3 |
2,218.6 |
|
|
| 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 |
2,225.0 |
83.0 |
3.7% |
46.2 |
2.1% |
31% |
False |
False |
468,607 |
| 10 |
2,308.0 |
2,162.0 |
146.0 |
6.5% |
54.9 |
2.4% |
61% |
False |
False |
785,754 |
| 20 |
2,392.0 |
2,162.0 |
230.0 |
10.2% |
64.3 |
2.9% |
39% |
False |
False |
537,016 |
| 40 |
2,392.0 |
2,059.0 |
333.0 |
14.8% |
67.8 |
3.0% |
58% |
False |
False |
280,551 |
| 60 |
2,503.0 |
2,059.0 |
444.0 |
19.7% |
67.8 |
3.0% |
43% |
False |
False |
190,707 |
| 80 |
2,503.0 |
1,927.0 |
576.0 |
25.6% |
70.1 |
3.1% |
56% |
False |
False |
147,228 |
| 100 |
2,503.0 |
1,927.0 |
576.0 |
25.6% |
71.9 |
3.2% |
56% |
False |
False |
118,427 |
| 120 |
2,788.0 |
1,927.0 |
861.0 |
38.2% |
71.1 |
3.2% |
38% |
False |
False |
98,781 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,551.8 |
|
2.618 |
2,455.5 |
|
1.618 |
2,396.5 |
|
1.000 |
2,360.0 |
|
0.618 |
2,337.5 |
|
HIGH |
2,301.0 |
|
0.618 |
2,278.5 |
|
0.500 |
2,271.5 |
|
0.382 |
2,264.5 |
|
LOW |
2,242.0 |
|
0.618 |
2,205.5 |
|
1.000 |
2,183.0 |
|
1.618 |
2,146.5 |
|
2.618 |
2,087.5 |
|
4.250 |
1,991.3 |
|
|
| Fisher Pivots for day following 28-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,271.5 |
2,272.5 |
| PP |
2,264.7 |
2,265.3 |
| S1 |
2,257.8 |
2,258.2 |
|