| Trading Metrics calculated at close of trading on 12-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2011 |
12-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
2,280.75 |
2,316.00 |
35.25 |
1.5% |
2,308.25 |
| High |
2,323.00 |
2,322.00 |
-1.00 |
0.0% |
2,339.50 |
| Low |
2,265.00 |
2,270.25 |
5.25 |
0.2% |
2,265.00 |
| Close |
2,318.50 |
2,290.50 |
-28.00 |
-1.2% |
2,318.50 |
| Range |
58.00 |
51.75 |
-6.25 |
-10.8% |
74.50 |
| ATR |
52.48 |
52.43 |
-0.05 |
-0.1% |
0.00 |
| Volume |
234,510 |
282,062 |
47,552 |
20.3% |
361,362 |
|
| Daily Pivots for day following 12-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,449.50 |
2,421.75 |
2,319.00 |
|
| R3 |
2,397.75 |
2,370.00 |
2,304.75 |
|
| R2 |
2,346.00 |
2,346.00 |
2,300.00 |
|
| R1 |
2,318.25 |
2,318.25 |
2,295.25 |
2,306.25 |
| PP |
2,294.25 |
2,294.25 |
2,294.25 |
2,288.25 |
| S1 |
2,266.50 |
2,266.50 |
2,285.75 |
2,254.50 |
| S2 |
2,242.50 |
2,242.50 |
2,281.00 |
|
| S3 |
2,190.75 |
2,214.75 |
2,276.25 |
|
| S4 |
2,139.00 |
2,163.00 |
2,262.00 |
|
|
| Weekly Pivots for week ending 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,531.25 |
2,499.25 |
2,359.50 |
|
| R3 |
2,456.75 |
2,424.75 |
2,339.00 |
|
| R2 |
2,382.25 |
2,382.25 |
2,332.25 |
|
| R1 |
2,350.25 |
2,350.25 |
2,325.25 |
2,366.25 |
| PP |
2,307.75 |
2,307.75 |
2,307.75 |
2,315.50 |
| S1 |
2,275.75 |
2,275.75 |
2,311.75 |
2,291.75 |
| S2 |
2,233.25 |
2,233.25 |
2,304.75 |
|
| S3 |
2,158.75 |
2,201.25 |
2,298.00 |
|
| S4 |
2,084.25 |
2,126.75 |
2,277.50 |
|
|
| 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 |
2,265.00 |
74.50 |
3.3% |
50.25 |
2.2% |
34% |
False |
False |
128,401 |
| 10 |
2,339.50 |
2,190.25 |
149.25 |
6.5% |
49.00 |
2.1% |
67% |
False |
False |
64,557 |
| 20 |
2,369.00 |
2,135.00 |
234.00 |
10.2% |
50.00 |
2.2% |
66% |
False |
False |
32,356 |
| 40 |
2,401.25 |
2,135.00 |
266.25 |
11.6% |
51.75 |
2.3% |
58% |
False |
False |
16,210 |
| 60 |
2,401.25 |
2,034.50 |
366.75 |
16.0% |
55.50 |
2.4% |
70% |
False |
False |
10,829 |
| 80 |
2,401.25 |
2,034.50 |
366.75 |
16.0% |
50.50 |
2.2% |
70% |
False |
False |
8,130 |
| 100 |
2,413.75 |
2,029.25 |
384.50 |
16.8% |
43.00 |
1.9% |
68% |
False |
False |
6,504 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,542.00 |
|
2.618 |
2,457.50 |
|
1.618 |
2,405.75 |
|
1.000 |
2,373.75 |
|
0.618 |
2,354.00 |
|
HIGH |
2,322.00 |
|
0.618 |
2,302.25 |
|
0.500 |
2,296.00 |
|
0.382 |
2,290.00 |
|
LOW |
2,270.25 |
|
0.618 |
2,238.25 |
|
1.000 |
2,218.50 |
|
1.618 |
2,186.50 |
|
2.618 |
2,134.75 |
|
4.250 |
2,050.25 |
|
|
| Fisher Pivots for day following 12-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,296.00 |
2,301.00 |
| PP |
2,294.25 |
2,297.50 |
| S1 |
2,292.50 |
2,294.00 |
|