| Trading Metrics calculated at close of trading on 30-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2011 |
30-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
2,256.0 |
2,297.0 |
41.0 |
1.8% |
2,293.0 |
| High |
2,303.0 |
2,314.0 |
11.0 |
0.5% |
2,314.0 |
| Low |
2,242.0 |
2,280.0 |
38.0 |
1.7% |
2,242.0 |
| Close |
2,297.0 |
2,301.0 |
4.0 |
0.2% |
2,301.0 |
| Range |
61.0 |
34.0 |
-27.0 |
-44.3% |
72.0 |
| ATR |
64.1 |
62.0 |
-2.2 |
-3.4% |
0.0 |
| Volume |
447,604 |
347,239 |
-100,365 |
-22.4% |
1,391,774 |
|
| Daily Pivots for day following 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,400.3 |
2,384.7 |
2,319.7 |
|
| R3 |
2,366.3 |
2,350.7 |
2,310.4 |
|
| R2 |
2,332.3 |
2,332.3 |
2,307.2 |
|
| R1 |
2,316.7 |
2,316.7 |
2,304.1 |
2,324.5 |
| PP |
2,298.3 |
2,298.3 |
2,298.3 |
2,302.3 |
| S1 |
2,282.7 |
2,282.7 |
2,297.9 |
2,290.5 |
| S2 |
2,264.3 |
2,264.3 |
2,294.8 |
|
| S3 |
2,230.3 |
2,248.7 |
2,291.7 |
|
| S4 |
2,196.3 |
2,214.7 |
2,282.3 |
|
|
| Weekly Pivots for week ending 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,501.7 |
2,473.3 |
2,340.6 |
|
| R3 |
2,429.7 |
2,401.3 |
2,320.8 |
|
| R2 |
2,357.7 |
2,357.7 |
2,314.2 |
|
| R1 |
2,329.3 |
2,329.3 |
2,307.6 |
2,343.5 |
| PP |
2,285.7 |
2,285.7 |
2,285.7 |
2,292.8 |
| S1 |
2,257.3 |
2,257.3 |
2,294.4 |
2,271.5 |
| S2 |
2,213.7 |
2,213.7 |
2,287.8 |
|
| S3 |
2,141.7 |
2,185.3 |
2,281.2 |
|
| S4 |
2,069.7 |
2,113.3 |
2,261.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,314.0 |
2,242.0 |
72.0 |
3.1% |
40.0 |
1.7% |
82% |
True |
False |
337,517 |
| 10 |
2,314.0 |
2,162.0 |
152.0 |
6.6% |
53.8 |
2.3% |
91% |
True |
False |
580,888 |
| 20 |
2,392.0 |
2,162.0 |
230.0 |
10.0% |
59.8 |
2.6% |
60% |
False |
False |
574,117 |
| 40 |
2,392.0 |
2,059.0 |
333.0 |
14.5% |
65.3 |
2.8% |
73% |
False |
False |
299,343 |
| 60 |
2,503.0 |
2,059.0 |
444.0 |
19.3% |
66.8 |
2.9% |
55% |
False |
False |
203,894 |
| 80 |
2,503.0 |
1,927.0 |
576.0 |
25.0% |
69.9 |
3.0% |
65% |
False |
False |
156,806 |
| 100 |
2,503.0 |
1,927.0 |
576.0 |
25.0% |
69.3 |
3.0% |
65% |
False |
False |
126,345 |
| 120 |
2,788.0 |
1,927.0 |
861.0 |
37.4% |
71.4 |
3.1% |
43% |
False |
False |
105,403 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,458.5 |
|
2.618 |
2,403.0 |
|
1.618 |
2,369.0 |
|
1.000 |
2,348.0 |
|
0.618 |
2,335.0 |
|
HIGH |
2,314.0 |
|
0.618 |
2,301.0 |
|
0.500 |
2,297.0 |
|
0.382 |
2,293.0 |
|
LOW |
2,280.0 |
|
0.618 |
2,259.0 |
|
1.000 |
2,246.0 |
|
1.618 |
2,225.0 |
|
2.618 |
2,191.0 |
|
4.250 |
2,135.5 |
|
|
| Fisher Pivots for day following 30-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,299.7 |
2,293.3 |
| PP |
2,298.3 |
2,285.7 |
| S1 |
2,297.0 |
2,278.0 |
|