| Trading Metrics calculated at close of trading on 29-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2011 |
29-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
2,277.0 |
2,256.0 |
-21.0 |
-0.9% |
2,165.0 |
| High |
2,301.0 |
2,303.0 |
2.0 |
0.1% |
2,308.0 |
| Low |
2,242.0 |
2,242.0 |
0.0 |
0.0% |
2,162.0 |
| Close |
2,251.0 |
2,297.0 |
46.0 |
2.0% |
2,295.0 |
| Range |
59.0 |
61.0 |
2.0 |
3.4% |
146.0 |
| ATR |
64.4 |
64.1 |
-0.2 |
-0.4% |
0.0 |
| Volume |
416,434 |
447,604 |
31,170 |
7.5% |
3,138,731 |
|
| Daily Pivots for day following 29-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,463.7 |
2,441.3 |
2,330.6 |
|
| R3 |
2,402.7 |
2,380.3 |
2,313.8 |
|
| R2 |
2,341.7 |
2,341.7 |
2,308.2 |
|
| R1 |
2,319.3 |
2,319.3 |
2,302.6 |
2,330.5 |
| PP |
2,280.7 |
2,280.7 |
2,280.7 |
2,286.3 |
| S1 |
2,258.3 |
2,258.3 |
2,291.4 |
2,269.5 |
| S2 |
2,219.7 |
2,219.7 |
2,285.8 |
|
| S3 |
2,158.7 |
2,197.3 |
2,280.2 |
|
| S4 |
2,097.7 |
2,136.3 |
2,263.5 |
|
|
| 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 |
2,303.0 |
2,238.0 |
65.0 |
2.8% |
41.8 |
1.8% |
91% |
True |
False |
378,725 |
| 10 |
2,308.0 |
2,162.0 |
146.0 |
6.4% |
55.3 |
2.4% |
92% |
False |
False |
678,657 |
| 20 |
2,392.0 |
2,162.0 |
230.0 |
10.0% |
60.0 |
2.6% |
59% |
False |
False |
559,151 |
| 40 |
2,392.0 |
2,059.0 |
333.0 |
14.5% |
68.0 |
3.0% |
71% |
False |
False |
291,702 |
| 60 |
2,503.0 |
2,059.0 |
444.0 |
19.3% |
67.5 |
2.9% |
54% |
False |
False |
198,150 |
| 80 |
2,503.0 |
1,927.0 |
576.0 |
25.1% |
70.2 |
3.1% |
64% |
False |
False |
152,637 |
| 100 |
2,503.0 |
1,927.0 |
576.0 |
25.1% |
70.7 |
3.1% |
64% |
False |
False |
122,883 |
| 120 |
2,788.0 |
1,927.0 |
861.0 |
37.5% |
71.3 |
3.1% |
43% |
False |
False |
102,510 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,562.3 |
|
2.618 |
2,462.7 |
|
1.618 |
2,401.7 |
|
1.000 |
2,364.0 |
|
0.618 |
2,340.7 |
|
HIGH |
2,303.0 |
|
0.618 |
2,279.7 |
|
0.500 |
2,272.5 |
|
0.382 |
2,265.3 |
|
LOW |
2,242.0 |
|
0.618 |
2,204.3 |
|
1.000 |
2,181.0 |
|
1.618 |
2,143.3 |
|
2.618 |
2,082.3 |
|
4.250 |
1,982.8 |
|
|
| Fisher Pivots for day following 29-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,288.8 |
2,288.8 |
| PP |
2,280.7 |
2,280.7 |
| S1 |
2,272.5 |
2,272.5 |
|