| Trading Metrics calculated at close of trading on 20-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2011 |
20-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
2,235.00 |
2,214.00 |
-21.00 |
-0.9% |
2,316.00 |
| High |
2,251.00 |
2,283.25 |
32.25 |
1.4% |
2,322.00 |
| Low |
2,204.25 |
2,212.25 |
8.00 |
0.4% |
2,215.00 |
| Close |
2,212.50 |
2,266.75 |
54.25 |
2.5% |
2,232.75 |
| Range |
46.75 |
71.00 |
24.25 |
51.9% |
107.00 |
| ATR |
51.27 |
52.68 |
1.41 |
2.7% |
0.00 |
| Volume |
135,802 |
227,829 |
92,027 |
67.8% |
1,396,153 |
|
| Daily Pivots for day following 20-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,467.00 |
2,438.00 |
2,305.75 |
|
| R3 |
2,396.00 |
2,367.00 |
2,286.25 |
|
| R2 |
2,325.00 |
2,325.00 |
2,279.75 |
|
| R1 |
2,296.00 |
2,296.00 |
2,273.25 |
2,310.50 |
| PP |
2,254.00 |
2,254.00 |
2,254.00 |
2,261.50 |
| S1 |
2,225.00 |
2,225.00 |
2,260.25 |
2,239.50 |
| S2 |
2,183.00 |
2,183.00 |
2,253.75 |
|
| S3 |
2,112.00 |
2,154.00 |
2,247.25 |
|
| S4 |
2,041.00 |
2,083.00 |
2,227.75 |
|
|
| 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 |
2,283.25 |
2,204.25 |
79.00 |
3.5% |
51.50 |
2.3% |
79% |
True |
False |
224,891 |
| 10 |
2,339.50 |
2,204.25 |
135.25 |
6.0% |
54.25 |
2.4% |
46% |
False |
False |
211,511 |
| 20 |
2,339.50 |
2,135.00 |
204.50 |
9.0% |
50.00 |
2.2% |
64% |
False |
False |
106,197 |
| 40 |
2,401.25 |
2,135.00 |
266.25 |
11.7% |
51.00 |
2.2% |
49% |
False |
False |
53,146 |
| 60 |
2,401.25 |
2,034.50 |
366.75 |
16.2% |
53.75 |
2.4% |
63% |
False |
False |
35,450 |
| 80 |
2,401.25 |
2,034.50 |
366.75 |
16.2% |
51.50 |
2.3% |
63% |
False |
False |
26,601 |
| 100 |
2,401.25 |
2,029.25 |
372.00 |
16.4% |
45.50 |
2.0% |
64% |
False |
False |
21,281 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,585.00 |
|
2.618 |
2,469.25 |
|
1.618 |
2,398.25 |
|
1.000 |
2,354.25 |
|
0.618 |
2,327.25 |
|
HIGH |
2,283.25 |
|
0.618 |
2,256.25 |
|
0.500 |
2,247.75 |
|
0.382 |
2,239.25 |
|
LOW |
2,212.25 |
|
0.618 |
2,168.25 |
|
1.000 |
2,141.25 |
|
1.618 |
2,097.25 |
|
2.618 |
2,026.25 |
|
4.250 |
1,910.50 |
|
|
| Fisher Pivots for day following 20-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,260.50 |
2,259.00 |
| PP |
2,254.00 |
2,251.50 |
| S1 |
2,247.75 |
2,243.75 |
|