| Trading Metrics calculated at close of trading on 22-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2011 |
22-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
2,269.50 |
2,241.00 |
-28.50 |
-1.3% |
2,316.00 |
| High |
2,291.25 |
2,264.25 |
-27.00 |
-1.2% |
2,322.00 |
| Low |
2,217.75 |
2,234.50 |
16.75 |
0.8% |
2,215.00 |
| Close |
2,239.00 |
2,260.75 |
21.75 |
1.0% |
2,232.75 |
| Range |
73.50 |
29.75 |
-43.75 |
-59.5% |
107.00 |
| ATR |
54.16 |
52.42 |
-1.74 |
-3.2% |
0.00 |
| Volume |
207,573 |
107,376 |
-100,197 |
-48.3% |
1,396,153 |
|
| Daily Pivots for day following 22-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,342.50 |
2,331.25 |
2,277.00 |
|
| R3 |
2,312.75 |
2,301.50 |
2,269.00 |
|
| R2 |
2,283.00 |
2,283.00 |
2,266.25 |
|
| R1 |
2,271.75 |
2,271.75 |
2,263.50 |
2,277.50 |
| PP |
2,253.25 |
2,253.25 |
2,253.25 |
2,256.00 |
| S1 |
2,242.00 |
2,242.00 |
2,258.00 |
2,247.50 |
| S2 |
2,223.50 |
2,223.50 |
2,255.25 |
|
| S3 |
2,193.75 |
2,212.25 |
2,252.50 |
|
| S4 |
2,164.00 |
2,182.50 |
2,244.50 |
|
|
| 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 |
3.8% |
52.75 |
2.3% |
65% |
False |
False |
178,701 |
| 10 |
2,323.00 |
2,204.25 |
118.75 |
5.3% |
53.00 |
2.3% |
48% |
False |
False |
230,924 |
| 20 |
2,339.50 |
2,135.00 |
204.50 |
9.0% |
50.50 |
2.2% |
61% |
False |
False |
121,934 |
| 40 |
2,401.25 |
2,135.00 |
266.25 |
11.8% |
50.75 |
2.2% |
47% |
False |
False |
61,018 |
| 60 |
2,401.25 |
2,034.50 |
366.75 |
16.2% |
53.50 |
2.4% |
62% |
False |
False |
40,697 |
| 80 |
2,401.25 |
2,034.50 |
366.75 |
16.2% |
52.00 |
2.3% |
62% |
False |
False |
30,537 |
| 100 |
2,401.25 |
2,029.25 |
372.00 |
16.5% |
46.00 |
2.0% |
62% |
False |
False |
24,431 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,390.75 |
|
2.618 |
2,342.25 |
|
1.618 |
2,312.50 |
|
1.000 |
2,294.00 |
|
0.618 |
2,282.75 |
|
HIGH |
2,264.25 |
|
0.618 |
2,253.00 |
|
0.500 |
2,249.50 |
|
0.382 |
2,245.75 |
|
LOW |
2,234.50 |
|
0.618 |
2,216.00 |
|
1.000 |
2,204.75 |
|
1.618 |
2,186.25 |
|
2.618 |
2,156.50 |
|
4.250 |
2,108.00 |
|
|
| Fisher Pivots for day following 22-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,257.00 |
2,257.75 |
| PP |
2,253.25 |
2,254.75 |
| S1 |
2,249.50 |
2,251.75 |
|