| Trading Metrics calculated at close of trading on 07-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2011 |
07-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
2,319.00 |
2,319.75 |
0.75 |
0.0% |
2,169.25 |
| High |
2,335.00 |
2,339.50 |
4.50 |
0.2% |
2,339.25 |
| Low |
2,308.25 |
2,288.00 |
-20.25 |
-0.9% |
2,169.25 |
| Close |
2,317.00 |
2,317.75 |
0.75 |
0.0% |
2,298.75 |
| Range |
26.75 |
51.50 |
24.75 |
92.5% |
170.00 |
| ATR |
51.22 |
51.24 |
0.02 |
0.0% |
0.00 |
| Volume |
4,619 |
15,446 |
10,827 |
234.4% |
2,297 |
|
| Daily Pivots for day following 07-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,469.50 |
2,445.25 |
2,346.00 |
|
| R3 |
2,418.00 |
2,393.75 |
2,332.00 |
|
| R2 |
2,366.50 |
2,366.50 |
2,327.25 |
|
| R1 |
2,342.25 |
2,342.25 |
2,322.50 |
2,328.50 |
| PP |
2,315.00 |
2,315.00 |
2,315.00 |
2,308.25 |
| S1 |
2,290.75 |
2,290.75 |
2,313.00 |
2,277.00 |
| S2 |
2,263.50 |
2,263.50 |
2,308.25 |
|
| S3 |
2,212.00 |
2,239.25 |
2,303.50 |
|
| S4 |
2,160.50 |
2,187.75 |
2,289.50 |
|
|
| Weekly Pivots for week ending 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,779.00 |
2,709.00 |
2,392.25 |
|
| R3 |
2,609.00 |
2,539.00 |
2,345.50 |
|
| R2 |
2,439.00 |
2,439.00 |
2,330.00 |
|
| R1 |
2,369.00 |
2,369.00 |
2,314.25 |
2,404.00 |
| PP |
2,269.00 |
2,269.00 |
2,269.00 |
2,286.50 |
| S1 |
2,199.00 |
2,199.00 |
2,283.25 |
2,234.00 |
| S2 |
2,099.00 |
2,099.00 |
2,267.50 |
|
| S3 |
1,929.00 |
2,029.00 |
2,252.00 |
|
| S4 |
1,759.00 |
1,859.00 |
2,205.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,339.50 |
2,280.50 |
59.00 |
2.5% |
35.75 |
1.5% |
63% |
True |
False |
4,619 |
| 10 |
2,339.50 |
2,135.00 |
204.50 |
8.8% |
47.50 |
2.1% |
89% |
True |
False |
2,419 |
| 20 |
2,392.00 |
2,135.00 |
257.00 |
11.1% |
51.25 |
2.2% |
71% |
False |
False |
1,276 |
| 40 |
2,401.25 |
2,135.00 |
266.25 |
11.5% |
50.75 |
2.2% |
69% |
False |
False |
666 |
| 60 |
2,401.25 |
2,034.50 |
366.75 |
15.8% |
54.75 |
2.4% |
77% |
False |
False |
472 |
| 80 |
2,401.25 |
2,034.50 |
366.75 |
15.8% |
49.00 |
2.1% |
77% |
False |
False |
356 |
| 100 |
2,413.75 |
2,029.25 |
384.50 |
16.6% |
41.50 |
1.8% |
75% |
False |
False |
285 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,558.50 |
|
2.618 |
2,474.25 |
|
1.618 |
2,422.75 |
|
1.000 |
2,391.00 |
|
0.618 |
2,371.25 |
|
HIGH |
2,339.50 |
|
0.618 |
2,319.75 |
|
0.500 |
2,313.75 |
|
0.382 |
2,307.75 |
|
LOW |
2,288.00 |
|
0.618 |
2,256.25 |
|
1.000 |
2,236.50 |
|
1.618 |
2,204.75 |
|
2.618 |
2,153.25 |
|
4.250 |
2,069.00 |
|
|
| Fisher Pivots for day following 07-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,316.50 |
2,316.50 |
| PP |
2,315.00 |
2,315.00 |
| S1 |
2,313.75 |
2,313.75 |
|