| Trading Metrics calculated at close of trading on 14-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2011 |
14-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
2,291.50 |
2,266.75 |
-24.75 |
-1.1% |
2,308.25 |
| High |
2,314.75 |
2,276.50 |
-38.25 |
-1.7% |
2,339.50 |
| Low |
2,255.00 |
2,216.00 |
-39.00 |
-1.7% |
2,265.00 |
| Close |
2,267.50 |
2,228.50 |
-39.00 |
-1.7% |
2,318.50 |
| Range |
59.75 |
60.50 |
0.75 |
1.3% |
74.50 |
| ATR |
52.95 |
53.49 |
0.54 |
1.0% |
0.00 |
| Volume |
353,267 |
341,733 |
-11,534 |
-3.3% |
361,362 |
|
| Daily Pivots for day following 14-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,421.75 |
2,385.75 |
2,261.75 |
|
| R3 |
2,361.25 |
2,325.25 |
2,245.25 |
|
| R2 |
2,300.75 |
2,300.75 |
2,239.50 |
|
| R1 |
2,264.75 |
2,264.75 |
2,234.00 |
2,252.50 |
| PP |
2,240.25 |
2,240.25 |
2,240.25 |
2,234.25 |
| S1 |
2,204.25 |
2,204.25 |
2,223.00 |
2,192.00 |
| S2 |
2,179.75 |
2,179.75 |
2,217.50 |
|
| S3 |
2,119.25 |
2,143.75 |
2,211.75 |
|
| S4 |
2,058.75 |
2,083.25 |
2,195.25 |
|
|
| 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 |
2,337.00 |
2,216.00 |
121.00 |
5.4% |
58.50 |
2.6% |
10% |
False |
True |
263,388 |
| 10 |
2,339.50 |
2,216.00 |
123.50 |
5.5% |
47.00 |
2.1% |
10% |
False |
True |
134,004 |
| 20 |
2,360.00 |
2,135.00 |
225.00 |
10.1% |
51.25 |
2.3% |
42% |
False |
False |
67,074 |
| 40 |
2,401.25 |
2,135.00 |
266.25 |
11.9% |
51.50 |
2.3% |
35% |
False |
False |
33,582 |
| 60 |
2,401.25 |
2,034.50 |
366.75 |
16.5% |
55.75 |
2.5% |
53% |
False |
False |
22,409 |
| 80 |
2,401.25 |
2,034.50 |
366.75 |
16.5% |
51.50 |
2.3% |
53% |
False |
False |
16,817 |
| 100 |
2,413.75 |
2,029.25 |
384.50 |
17.3% |
44.00 |
2.0% |
52% |
False |
False |
13,454 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,533.50 |
|
2.618 |
2,435.00 |
|
1.618 |
2,374.50 |
|
1.000 |
2,337.00 |
|
0.618 |
2,314.00 |
|
HIGH |
2,276.50 |
|
0.618 |
2,253.50 |
|
0.500 |
2,246.25 |
|
0.382 |
2,239.00 |
|
LOW |
2,216.00 |
|
0.618 |
2,178.50 |
|
1.000 |
2,155.50 |
|
1.618 |
2,118.00 |
|
2.618 |
2,057.50 |
|
4.250 |
1,959.00 |
|
|
| Fisher Pivots for day following 14-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,246.25 |
2,269.00 |
| PP |
2,240.25 |
2,255.50 |
| S1 |
2,234.50 |
2,242.00 |
|