| Trading Metrics calculated at close of trading on 08-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2011 |
08-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
2,319.75 |
2,318.50 |
-1.25 |
-0.1% |
2,169.25 |
| High |
2,339.50 |
2,337.00 |
-2.50 |
-0.1% |
2,339.25 |
| Low |
2,288.00 |
2,274.25 |
-13.75 |
-0.6% |
2,169.25 |
| Close |
2,317.75 |
2,281.50 |
-36.25 |
-1.6% |
2,298.75 |
| Range |
51.50 |
62.75 |
11.25 |
21.8% |
170.00 |
| ATR |
51.24 |
52.06 |
0.82 |
1.6% |
0.00 |
| Volume |
15,446 |
105,370 |
89,924 |
582.2% |
2,297 |
|
| Daily Pivots for day following 08-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,485.75 |
2,446.50 |
2,316.00 |
|
| R3 |
2,423.00 |
2,383.75 |
2,298.75 |
|
| R2 |
2,360.25 |
2,360.25 |
2,293.00 |
|
| R1 |
2,321.00 |
2,321.00 |
2,287.25 |
2,309.25 |
| PP |
2,297.50 |
2,297.50 |
2,297.50 |
2,291.75 |
| S1 |
2,258.25 |
2,258.25 |
2,275.75 |
2,246.50 |
| S2 |
2,234.75 |
2,234.75 |
2,270.00 |
|
| S3 |
2,172.00 |
2,195.50 |
2,264.25 |
|
| S4 |
2,109.25 |
2,132.75 |
2,247.00 |
|
|
| 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 |
2,274.25 |
65.25 |
2.9% |
42.50 |
1.9% |
11% |
False |
True |
25,565 |
| 10 |
2,339.50 |
2,135.00 |
204.50 |
9.0% |
48.00 |
2.1% |
72% |
False |
False |
12,945 |
| 20 |
2,369.00 |
2,135.00 |
234.00 |
10.3% |
50.00 |
2.2% |
63% |
False |
False |
6,531 |
| 40 |
2,401.25 |
2,135.00 |
266.25 |
11.7% |
51.25 |
2.2% |
55% |
False |
False |
3,300 |
| 60 |
2,401.25 |
2,034.50 |
366.75 |
16.1% |
54.75 |
2.4% |
67% |
False |
False |
2,228 |
| 80 |
2,401.25 |
2,034.50 |
366.75 |
16.1% |
49.75 |
2.2% |
67% |
False |
False |
1,673 |
| 100 |
2,413.75 |
2,029.25 |
384.50 |
16.9% |
42.00 |
1.8% |
66% |
False |
False |
1,339 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,603.75 |
|
2.618 |
2,501.25 |
|
1.618 |
2,438.50 |
|
1.000 |
2,399.75 |
|
0.618 |
2,375.75 |
|
HIGH |
2,337.00 |
|
0.618 |
2,313.00 |
|
0.500 |
2,305.50 |
|
0.382 |
2,298.25 |
|
LOW |
2,274.25 |
|
0.618 |
2,235.50 |
|
1.000 |
2,211.50 |
|
1.618 |
2,172.75 |
|
2.618 |
2,110.00 |
|
4.250 |
2,007.50 |
|
|
| Fisher Pivots for day following 08-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,305.50 |
2,307.00 |
| PP |
2,297.50 |
2,298.50 |
| S1 |
2,289.50 |
2,290.00 |
|