| Trading Metrics calculated at close of trading on 15-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2011 |
15-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1,219.75 |
1,206.25 |
-13.50 |
-1.1% |
1,243.00 |
| High |
1,226.50 |
1,220.50 |
-6.00 |
-0.5% |
1,266.00 |
| Low |
1,202.50 |
1,198.00 |
-4.50 |
-0.4% |
1,222.75 |
| Close |
1,206.25 |
1,211.75 |
5.50 |
0.5% |
1,253.00 |
| Range |
24.00 |
22.50 |
-1.50 |
-6.3% |
43.25 |
| ATR |
29.68 |
29.17 |
-0.51 |
-1.7% |
0.00 |
| Volume |
2,854,734 |
1,902,578 |
-952,156 |
-33.4% |
4,082,677 |
|
| Daily Pivots for day following 15-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,277.50 |
1,267.25 |
1,224.00 |
|
| R3 |
1,255.00 |
1,244.75 |
1,218.00 |
|
| R2 |
1,232.50 |
1,232.50 |
1,216.00 |
|
| R1 |
1,222.25 |
1,222.25 |
1,213.75 |
1,227.50 |
| PP |
1,210.00 |
1,210.00 |
1,210.00 |
1,212.75 |
| S1 |
1,199.75 |
1,199.75 |
1,209.75 |
1,205.00 |
| S2 |
1,187.50 |
1,187.50 |
1,207.50 |
|
| S3 |
1,165.00 |
1,177.25 |
1,205.50 |
|
| S4 |
1,142.50 |
1,154.75 |
1,199.50 |
|
|
| Weekly Pivots for week ending 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,377.00 |
1,358.25 |
1,276.75 |
|
| R3 |
1,333.75 |
1,315.00 |
1,265.00 |
|
| R2 |
1,290.50 |
1,290.50 |
1,261.00 |
|
| R1 |
1,271.75 |
1,271.75 |
1,257.00 |
1,281.00 |
| PP |
1,247.25 |
1,247.25 |
1,247.25 |
1,252.00 |
| S1 |
1,228.50 |
1,228.50 |
1,249.00 |
1,238.00 |
| S2 |
1,204.00 |
1,204.00 |
1,245.00 |
|
| S3 |
1,160.75 |
1,185.25 |
1,241.00 |
|
| S4 |
1,117.50 |
1,142.00 |
1,229.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,254.75 |
1,198.00 |
56.75 |
4.7% |
29.00 |
2.4% |
24% |
False |
True |
2,569,412 |
| 10 |
1,266.00 |
1,198.00 |
68.00 |
5.6% |
27.00 |
2.2% |
20% |
False |
True |
1,453,647 |
| 20 |
1,266.00 |
1,141.75 |
124.25 |
10.3% |
27.50 |
2.3% |
56% |
False |
False |
733,416 |
| 40 |
1,283.00 |
1,141.75 |
141.25 |
11.7% |
28.75 |
2.4% |
50% |
False |
False |
368,246 |
| 60 |
1,283.00 |
1,062.00 |
221.00 |
18.2% |
30.75 |
2.5% |
68% |
False |
False |
246,157 |
| 80 |
1,283.00 |
1,062.00 |
221.00 |
18.2% |
31.00 |
2.6% |
68% |
False |
False |
184,688 |
| 100 |
1,316.50 |
1,062.00 |
254.50 |
21.0% |
33.25 |
2.7% |
59% |
False |
False |
147,767 |
| 120 |
1,342.75 |
1,062.00 |
280.75 |
23.2% |
30.50 |
2.5% |
53% |
False |
False |
123,143 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,316.00 |
|
2.618 |
1,279.50 |
|
1.618 |
1,257.00 |
|
1.000 |
1,243.00 |
|
0.618 |
1,234.50 |
|
HIGH |
1,220.50 |
|
0.618 |
1,212.00 |
|
0.500 |
1,209.25 |
|
0.382 |
1,206.50 |
|
LOW |
1,198.00 |
|
0.618 |
1,184.00 |
|
1.000 |
1,175.50 |
|
1.618 |
1,161.50 |
|
2.618 |
1,139.00 |
|
4.250 |
1,102.50 |
|
|
| Fisher Pivots for day following 15-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,211.00 |
1,221.00 |
| PP |
1,210.00 |
1,218.00 |
| S1 |
1,209.25 |
1,214.75 |
|