| Trading Metrics calculated at close of trading on 15-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2011 |
15-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
2,266.75 |
2,229.25 |
-37.50 |
-1.7% |
2,308.25 |
| High |
2,276.50 |
2,252.00 |
-24.50 |
-1.1% |
2,339.50 |
| Low |
2,216.00 |
2,215.00 |
-1.00 |
0.0% |
2,265.00 |
| Close |
2,228.50 |
2,223.25 |
-5.25 |
-0.2% |
2,318.50 |
| Range |
60.50 |
37.00 |
-23.50 |
-38.8% |
74.50 |
| ATR |
53.49 |
52.31 |
-1.18 |
-2.2% |
0.00 |
| Volume |
341,733 |
204,166 |
-137,567 |
-40.3% |
361,362 |
|
| Daily Pivots for day following 15-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,341.00 |
2,319.25 |
2,243.50 |
|
| R3 |
2,304.00 |
2,282.25 |
2,233.50 |
|
| R2 |
2,267.00 |
2,267.00 |
2,230.00 |
|
| R1 |
2,245.25 |
2,245.25 |
2,226.75 |
2,237.50 |
| PP |
2,230.00 |
2,230.00 |
2,230.00 |
2,226.25 |
| S1 |
2,208.25 |
2,208.25 |
2,219.75 |
2,200.50 |
| S2 |
2,193.00 |
2,193.00 |
2,216.50 |
|
| S3 |
2,156.00 |
2,171.25 |
2,213.00 |
|
| S4 |
2,119.00 |
2,134.25 |
2,203.00 |
|
|
| 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 |
2,323.00 |
2,215.00 |
108.00 |
4.9% |
53.50 |
2.4% |
8% |
False |
True |
283,147 |
| 10 |
2,339.50 |
2,215.00 |
124.50 |
5.6% |
48.00 |
2.2% |
7% |
False |
True |
154,356 |
| 20 |
2,339.50 |
2,135.00 |
204.50 |
9.2% |
50.50 |
2.3% |
43% |
False |
False |
77,280 |
| 40 |
2,401.25 |
2,135.00 |
266.25 |
12.0% |
51.00 |
2.3% |
33% |
False |
False |
38,685 |
| 60 |
2,401.25 |
2,034.50 |
366.75 |
16.5% |
55.25 |
2.5% |
51% |
False |
False |
25,810 |
| 80 |
2,401.25 |
2,034.50 |
366.75 |
16.5% |
51.25 |
2.3% |
51% |
False |
False |
19,369 |
| 100 |
2,401.25 |
2,029.25 |
372.00 |
16.7% |
44.25 |
2.0% |
52% |
False |
False |
15,496 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,409.25 |
|
2.618 |
2,348.75 |
|
1.618 |
2,311.75 |
|
1.000 |
2,289.00 |
|
0.618 |
2,274.75 |
|
HIGH |
2,252.00 |
|
0.618 |
2,237.75 |
|
0.500 |
2,233.50 |
|
0.382 |
2,229.25 |
|
LOW |
2,215.00 |
|
0.618 |
2,192.25 |
|
1.000 |
2,178.00 |
|
1.618 |
2,155.25 |
|
2.618 |
2,118.25 |
|
4.250 |
2,057.75 |
|
|
| Fisher Pivots for day following 15-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,233.50 |
2,265.00 |
| PP |
2,230.00 |
2,251.00 |
| S1 |
2,226.75 |
2,237.00 |
|