| Trading Metrics calculated at close of trading on 21-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2011 |
21-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
2,214.00 |
2,269.50 |
55.50 |
2.5% |
2,316.00 |
| High |
2,283.25 |
2,291.25 |
8.00 |
0.4% |
2,322.00 |
| Low |
2,212.25 |
2,217.75 |
5.50 |
0.2% |
2,215.00 |
| Close |
2,266.75 |
2,239.00 |
-27.75 |
-1.2% |
2,232.75 |
| Range |
71.00 |
73.50 |
2.50 |
3.5% |
107.00 |
| ATR |
52.68 |
54.16 |
1.49 |
2.8% |
0.00 |
| Volume |
227,829 |
207,573 |
-20,256 |
-8.9% |
1,396,153 |
|
| Daily Pivots for day following 21-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,469.75 |
2,428.00 |
2,279.50 |
|
| R3 |
2,396.25 |
2,354.50 |
2,259.25 |
|
| R2 |
2,322.75 |
2,322.75 |
2,252.50 |
|
| R1 |
2,281.00 |
2,281.00 |
2,245.75 |
2,265.00 |
| PP |
2,249.25 |
2,249.25 |
2,249.25 |
2,241.50 |
| S1 |
2,207.50 |
2,207.50 |
2,232.25 |
2,191.50 |
| S2 |
2,175.75 |
2,175.75 |
2,225.50 |
|
| S3 |
2,102.25 |
2,134.00 |
2,218.75 |
|
| S4 |
2,028.75 |
2,060.50 |
2,198.50 |
|
|
| 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 |
2,291.25 |
2,204.25 |
87.00 |
3.9% |
54.25 |
2.4% |
40% |
True |
False |
198,059 |
| 10 |
2,337.00 |
2,204.25 |
132.75 |
5.9% |
56.25 |
2.5% |
26% |
False |
False |
230,723 |
| 20 |
2,339.50 |
2,135.00 |
204.50 |
9.1% |
52.00 |
2.3% |
51% |
False |
False |
116,571 |
| 40 |
2,401.25 |
2,135.00 |
266.25 |
11.9% |
51.50 |
2.3% |
39% |
False |
False |
58,334 |
| 60 |
2,401.25 |
2,034.50 |
366.75 |
16.4% |
54.00 |
2.4% |
56% |
False |
False |
38,909 |
| 80 |
2,401.25 |
2,034.50 |
366.75 |
16.4% |
52.00 |
2.3% |
56% |
False |
False |
29,195 |
| 100 |
2,401.25 |
2,029.25 |
372.00 |
16.6% |
45.75 |
2.0% |
56% |
False |
False |
23,357 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,603.50 |
|
2.618 |
2,483.75 |
|
1.618 |
2,410.25 |
|
1.000 |
2,364.75 |
|
0.618 |
2,336.75 |
|
HIGH |
2,291.25 |
|
0.618 |
2,263.25 |
|
0.500 |
2,254.50 |
|
0.382 |
2,245.75 |
|
LOW |
2,217.75 |
|
0.618 |
2,172.25 |
|
1.000 |
2,144.25 |
|
1.618 |
2,098.75 |
|
2.618 |
2,025.25 |
|
4.250 |
1,905.50 |
|
|
| Fisher Pivots for day following 21-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,254.50 |
2,247.75 |
| PP |
2,249.25 |
2,244.75 |
| S1 |
2,244.25 |
2,242.00 |
|