| Trading Metrics calculated at close of trading on 27-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2011 |
27-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1,249.50 |
1,260.50 |
11.00 |
0.9% |
1,212.00 |
| High |
1,260.75 |
1,264.00 |
3.25 |
0.3% |
1,260.75 |
| Low |
1,248.75 |
1,256.00 |
7.25 |
0.6% |
1,195.50 |
| Close |
1,260.25 |
1,260.25 |
0.00 |
0.0% |
1,260.25 |
| Range |
12.00 |
8.00 |
-4.00 |
-33.3% |
65.25 |
| ATR |
26.72 |
25.38 |
-1.34 |
-5.0% |
0.00 |
| Volume |
536,701 |
400,687 |
-136,014 |
-25.3% |
6,377,383 |
|
| Daily Pivots for day following 27-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,284.00 |
1,280.25 |
1,264.75 |
|
| R3 |
1,276.00 |
1,272.25 |
1,262.50 |
|
| R2 |
1,268.00 |
1,268.00 |
1,261.75 |
|
| R1 |
1,264.25 |
1,264.25 |
1,261.00 |
1,262.00 |
| PP |
1,260.00 |
1,260.00 |
1,260.00 |
1,259.00 |
| S1 |
1,256.25 |
1,256.25 |
1,259.50 |
1,254.00 |
| S2 |
1,252.00 |
1,252.00 |
1,258.75 |
|
| S3 |
1,244.00 |
1,248.25 |
1,258.00 |
|
| S4 |
1,236.00 |
1,240.25 |
1,255.75 |
|
|
| Weekly Pivots for week ending 23-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,434.50 |
1,412.75 |
1,296.25 |
|
| R3 |
1,369.25 |
1,347.50 |
1,278.25 |
|
| R2 |
1,304.00 |
1,304.00 |
1,272.25 |
|
| R1 |
1,282.25 |
1,282.25 |
1,266.25 |
1,293.00 |
| PP |
1,238.75 |
1,238.75 |
1,238.75 |
1,244.25 |
| S1 |
1,217.00 |
1,217.00 |
1,254.25 |
1,228.00 |
| S2 |
1,173.50 |
1,173.50 |
1,248.25 |
|
| S3 |
1,108.25 |
1,151.75 |
1,242.25 |
|
| S4 |
1,043.00 |
1,086.50 |
1,224.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,264.00 |
1,198.75 |
65.25 |
5.2% |
20.75 |
1.6% |
94% |
True |
False |
1,096,771 |
| 10 |
1,264.00 |
1,195.50 |
68.50 |
5.4% |
22.25 |
1.8% |
95% |
True |
False |
1,681,953 |
| 20 |
1,266.00 |
1,177.25 |
88.75 |
7.0% |
25.50 |
2.0% |
94% |
False |
False |
1,178,575 |
| 40 |
1,273.50 |
1,141.75 |
131.75 |
10.5% |
27.50 |
2.2% |
90% |
False |
False |
591,928 |
| 60 |
1,283.00 |
1,062.00 |
221.00 |
17.5% |
28.50 |
2.3% |
90% |
False |
False |
395,338 |
| 80 |
1,283.00 |
1,062.00 |
221.00 |
17.5% |
30.00 |
2.4% |
90% |
False |
False |
296,684 |
| 100 |
1,283.00 |
1,062.00 |
221.00 |
17.5% |
32.25 |
2.6% |
90% |
False |
False |
237,375 |
| 120 |
1,342.75 |
1,062.00 |
280.75 |
22.3% |
30.75 |
2.4% |
71% |
False |
False |
197,817 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,298.00 |
|
2.618 |
1,285.00 |
|
1.618 |
1,277.00 |
|
1.000 |
1,272.00 |
|
0.618 |
1,269.00 |
|
HIGH |
1,264.00 |
|
0.618 |
1,261.00 |
|
0.500 |
1,260.00 |
|
0.382 |
1,259.00 |
|
LOW |
1,256.00 |
|
0.618 |
1,251.00 |
|
1.000 |
1,248.00 |
|
1.618 |
1,243.00 |
|
2.618 |
1,235.00 |
|
4.250 |
1,222.00 |
|
|
| Fisher Pivots for day following 27-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,260.25 |
1,256.25 |
| PP |
1,260.00 |
1,252.25 |
| S1 |
1,260.00 |
1,248.00 |
|