| Trading Metrics calculated at close of trading on 13-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2011 |
13-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
2,316.00 |
2,291.50 |
-24.50 |
-1.1% |
2,308.25 |
| High |
2,322.00 |
2,314.75 |
-7.25 |
-0.3% |
2,339.50 |
| Low |
2,270.25 |
2,255.00 |
-15.25 |
-0.7% |
2,265.00 |
| Close |
2,290.50 |
2,267.50 |
-23.00 |
-1.0% |
2,318.50 |
| Range |
51.75 |
59.75 |
8.00 |
15.5% |
74.50 |
| ATR |
52.43 |
52.95 |
0.52 |
1.0% |
0.00 |
| Volume |
282,062 |
353,267 |
71,205 |
25.2% |
361,362 |
|
| Daily Pivots for day following 13-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,458.25 |
2,422.75 |
2,300.25 |
|
| R3 |
2,398.50 |
2,363.00 |
2,284.00 |
|
| R2 |
2,338.75 |
2,338.75 |
2,278.50 |
|
| R1 |
2,303.25 |
2,303.25 |
2,273.00 |
2,291.00 |
| PP |
2,279.00 |
2,279.00 |
2,279.00 |
2,273.00 |
| S1 |
2,243.50 |
2,243.50 |
2,262.00 |
2,231.50 |
| S2 |
2,219.25 |
2,219.25 |
2,256.50 |
|
| S3 |
2,159.50 |
2,183.75 |
2,251.00 |
|
| S4 |
2,099.75 |
2,124.00 |
2,234.75 |
|
|
| 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 |
2,255.00 |
84.50 |
3.7% |
56.75 |
2.5% |
15% |
False |
True |
198,131 |
| 10 |
2,339.50 |
2,190.25 |
149.25 |
6.6% |
51.25 |
2.3% |
52% |
False |
False |
99,847 |
| 20 |
2,369.00 |
2,135.00 |
234.00 |
10.3% |
51.25 |
2.3% |
57% |
False |
False |
50,019 |
| 40 |
2,401.25 |
2,135.00 |
266.25 |
11.7% |
51.50 |
2.3% |
50% |
False |
False |
25,042 |
| 60 |
2,401.25 |
2,034.50 |
366.75 |
16.2% |
55.50 |
2.4% |
64% |
False |
False |
16,716 |
| 80 |
2,401.25 |
2,034.50 |
366.75 |
16.2% |
50.75 |
2.2% |
64% |
False |
False |
12,546 |
| 100 |
2,413.75 |
2,029.25 |
384.50 |
17.0% |
43.75 |
1.9% |
62% |
False |
False |
10,037 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,568.75 |
|
2.618 |
2,471.25 |
|
1.618 |
2,411.50 |
|
1.000 |
2,374.50 |
|
0.618 |
2,351.75 |
|
HIGH |
2,314.75 |
|
0.618 |
2,292.00 |
|
0.500 |
2,285.00 |
|
0.382 |
2,277.75 |
|
LOW |
2,255.00 |
|
0.618 |
2,218.00 |
|
1.000 |
2,195.25 |
|
1.618 |
2,158.25 |
|
2.618 |
2,098.50 |
|
4.250 |
2,001.00 |
|
|
| Fisher Pivots for day following 13-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,285.00 |
2,289.00 |
| PP |
2,279.00 |
2,281.75 |
| S1 |
2,273.25 |
2,274.75 |
|