| Trading Metrics calculated at close of trading on 19-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2011 |
19-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
2,223.25 |
2,235.00 |
11.75 |
0.5% |
2,316.00 |
| High |
2,264.25 |
2,251.00 |
-13.25 |
-0.6% |
2,322.00 |
| Low |
2,221.75 |
2,204.25 |
-17.50 |
-0.8% |
2,215.00 |
| Close |
2,232.75 |
2,212.50 |
-20.25 |
-0.9% |
2,232.75 |
| Range |
42.50 |
46.75 |
4.25 |
10.0% |
107.00 |
| ATR |
51.61 |
51.27 |
-0.35 |
-0.7% |
0.00 |
| Volume |
214,925 |
135,802 |
-79,123 |
-36.8% |
1,396,153 |
|
| Daily Pivots for day following 19-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,362.75 |
2,334.50 |
2,238.25 |
|
| R3 |
2,316.00 |
2,287.75 |
2,225.25 |
|
| R2 |
2,269.25 |
2,269.25 |
2,221.00 |
|
| R1 |
2,241.00 |
2,241.00 |
2,216.75 |
2,231.75 |
| PP |
2,222.50 |
2,222.50 |
2,222.50 |
2,218.00 |
| S1 |
2,194.25 |
2,194.25 |
2,208.25 |
2,185.00 |
| S2 |
2,175.75 |
2,175.75 |
2,204.00 |
|
| S3 |
2,129.00 |
2,147.50 |
2,199.75 |
|
| S4 |
2,082.25 |
2,100.75 |
2,186.75 |
|
|
| 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 |
2,314.75 |
2,204.25 |
110.50 |
5.0% |
49.25 |
2.2% |
7% |
False |
True |
249,978 |
| 10 |
2,339.50 |
2,204.25 |
135.25 |
6.1% |
49.75 |
2.2% |
6% |
False |
True |
189,190 |
| 20 |
2,339.50 |
2,135.00 |
204.50 |
9.2% |
49.50 |
2.2% |
38% |
False |
False |
94,808 |
| 40 |
2,401.25 |
2,135.00 |
266.25 |
12.0% |
50.75 |
2.3% |
29% |
False |
False |
47,452 |
| 60 |
2,401.25 |
2,034.50 |
366.75 |
16.6% |
53.75 |
2.4% |
49% |
False |
False |
31,653 |
| 80 |
2,401.25 |
2,034.50 |
366.75 |
16.6% |
51.50 |
2.3% |
49% |
False |
False |
23,753 |
| 100 |
2,401.25 |
2,029.25 |
372.00 |
16.8% |
45.00 |
2.0% |
49% |
False |
False |
19,003 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,449.75 |
|
2.618 |
2,373.50 |
|
1.618 |
2,326.75 |
|
1.000 |
2,297.75 |
|
0.618 |
2,280.00 |
|
HIGH |
2,251.00 |
|
0.618 |
2,233.25 |
|
0.500 |
2,227.50 |
|
0.382 |
2,222.00 |
|
LOW |
2,204.25 |
|
0.618 |
2,175.25 |
|
1.000 |
2,157.50 |
|
1.618 |
2,128.50 |
|
2.618 |
2,081.75 |
|
4.250 |
2,005.50 |
|
|
| Fisher Pivots for day following 19-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,227.50 |
2,234.25 |
| PP |
2,222.50 |
2,227.00 |
| S1 |
2,217.50 |
2,219.75 |
|