| Trading Metrics calculated at close of trading on 16-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2011 |
16-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
2,229.25 |
2,223.25 |
-6.00 |
-0.3% |
2,316.00 |
| High |
2,252.00 |
2,264.25 |
12.25 |
0.5% |
2,322.00 |
| Low |
2,215.00 |
2,221.75 |
6.75 |
0.3% |
2,215.00 |
| Close |
2,223.25 |
2,232.75 |
9.50 |
0.4% |
2,232.75 |
| Range |
37.00 |
42.50 |
5.50 |
14.9% |
107.00 |
| ATR |
52.31 |
51.61 |
-0.70 |
-1.3% |
0.00 |
| Volume |
204,166 |
214,925 |
10,759 |
5.3% |
1,396,153 |
|
| Daily Pivots for day following 16-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,367.00 |
2,342.50 |
2,256.00 |
|
| R3 |
2,324.50 |
2,300.00 |
2,244.50 |
|
| R2 |
2,282.00 |
2,282.00 |
2,240.50 |
|
| R1 |
2,257.50 |
2,257.50 |
2,236.75 |
2,269.75 |
| PP |
2,239.50 |
2,239.50 |
2,239.50 |
2,245.75 |
| S1 |
2,215.00 |
2,215.00 |
2,228.75 |
2,227.25 |
| S2 |
2,197.00 |
2,197.00 |
2,225.00 |
|
| S3 |
2,154.50 |
2,172.50 |
2,221.00 |
|
| S4 |
2,112.00 |
2,130.00 |
2,209.50 |
|
|
| Weekly Pivots for week ending 16-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,577.50 |
2,512.25 |
2,291.50 |
|
| R3 |
2,470.50 |
2,405.25 |
2,262.25 |
|
| R2 |
2,363.50 |
2,363.50 |
2,252.25 |
|
| R1 |
2,298.25 |
2,298.25 |
2,242.50 |
2,277.50 |
| PP |
2,256.50 |
2,256.50 |
2,256.50 |
2,246.25 |
| S1 |
2,191.25 |
2,191.25 |
2,223.00 |
2,170.50 |
| S2 |
2,149.50 |
2,149.50 |
2,213.25 |
|
| S3 |
2,042.50 |
2,084.25 |
2,203.25 |
|
| S4 |
1,935.50 |
1,977.25 |
2,174.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,322.00 |
2,215.00 |
107.00 |
4.8% |
50.25 |
2.3% |
17% |
False |
False |
279,230 |
| 10 |
2,339.50 |
2,215.00 |
124.50 |
5.6% |
48.00 |
2.2% |
14% |
False |
False |
175,751 |
| 20 |
2,339.50 |
2,135.00 |
204.50 |
9.2% |
48.75 |
2.2% |
48% |
False |
False |
88,024 |
| 40 |
2,401.25 |
2,135.00 |
266.25 |
11.9% |
50.75 |
2.3% |
37% |
False |
False |
44,057 |
| 60 |
2,401.25 |
2,034.50 |
366.75 |
16.4% |
54.25 |
2.4% |
54% |
False |
False |
29,391 |
| 80 |
2,401.25 |
2,034.50 |
366.75 |
16.4% |
51.50 |
2.3% |
54% |
False |
False |
22,056 |
| 100 |
2,401.25 |
2,029.25 |
372.00 |
16.7% |
44.75 |
2.0% |
55% |
False |
False |
17,645 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,445.00 |
|
2.618 |
2,375.50 |
|
1.618 |
2,333.00 |
|
1.000 |
2,306.75 |
|
0.618 |
2,290.50 |
|
HIGH |
2,264.25 |
|
0.618 |
2,248.00 |
|
0.500 |
2,243.00 |
|
0.382 |
2,238.00 |
|
LOW |
2,221.75 |
|
0.618 |
2,195.50 |
|
1.000 |
2,179.25 |
|
1.618 |
2,153.00 |
|
2.618 |
2,110.50 |
|
4.250 |
2,041.00 |
|
|
| Fisher Pivots for day following 16-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,243.00 |
2,245.75 |
| PP |
2,239.50 |
2,241.50 |
| S1 |
2,236.25 |
2,237.00 |
|