| Trading Metrics calculated at close of trading on 23-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2011 |
23-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
2,241.00 |
2,262.00 |
21.00 |
0.9% |
2,235.00 |
| High |
2,264.25 |
2,283.25 |
19.00 |
0.8% |
2,291.25 |
| Low |
2,234.50 |
2,260.25 |
25.75 |
1.2% |
2,204.25 |
| Close |
2,260.75 |
2,278.50 |
17.75 |
0.8% |
2,278.50 |
| Range |
29.75 |
23.00 |
-6.75 |
-22.7% |
87.00 |
| ATR |
52.42 |
50.32 |
-2.10 |
-4.0% |
0.00 |
| Volume |
107,376 |
58,309 |
-49,067 |
-45.7% |
736,889 |
|
| Daily Pivots for day following 23-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,343.00 |
2,333.75 |
2,291.25 |
|
| R3 |
2,320.00 |
2,310.75 |
2,284.75 |
|
| R2 |
2,297.00 |
2,297.00 |
2,282.75 |
|
| R1 |
2,287.75 |
2,287.75 |
2,280.50 |
2,292.50 |
| PP |
2,274.00 |
2,274.00 |
2,274.00 |
2,276.25 |
| S1 |
2,264.75 |
2,264.75 |
2,276.50 |
2,269.50 |
| S2 |
2,251.00 |
2,251.00 |
2,274.25 |
|
| S3 |
2,228.00 |
2,241.75 |
2,272.25 |
|
| S4 |
2,205.00 |
2,218.75 |
2,265.75 |
|
|
| Weekly Pivots for week ending 23-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,519.00 |
2,485.75 |
2,326.25 |
|
| R3 |
2,432.00 |
2,398.75 |
2,302.50 |
|
| R2 |
2,345.00 |
2,345.00 |
2,294.50 |
|
| R1 |
2,311.75 |
2,311.75 |
2,286.50 |
2,328.50 |
| PP |
2,258.00 |
2,258.00 |
2,258.00 |
2,266.25 |
| S1 |
2,224.75 |
2,224.75 |
2,270.50 |
2,241.50 |
| S2 |
2,171.00 |
2,171.00 |
2,262.50 |
|
| S3 |
2,084.00 |
2,137.75 |
2,254.50 |
|
| S4 |
1,997.00 |
2,050.75 |
2,230.75 |
|
|
| 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% |
48.75 |
2.1% |
85% |
False |
False |
147,377 |
| 10 |
2,322.00 |
2,204.25 |
117.75 |
5.2% |
49.50 |
2.2% |
63% |
False |
False |
213,304 |
| 20 |
2,339.50 |
2,169.25 |
170.25 |
7.5% |
49.25 |
2.2% |
64% |
False |
False |
124,835 |
| 40 |
2,396.50 |
2,135.00 |
261.50 |
11.5% |
50.25 |
2.2% |
55% |
False |
False |
62,474 |
| 60 |
2,401.25 |
2,034.50 |
366.75 |
16.1% |
52.25 |
2.3% |
67% |
False |
False |
41,666 |
| 80 |
2,401.25 |
2,034.50 |
366.75 |
16.1% |
52.00 |
2.3% |
67% |
False |
False |
31,266 |
| 100 |
2,401.25 |
2,029.25 |
372.00 |
16.3% |
46.00 |
2.0% |
67% |
False |
False |
25,014 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,381.00 |
|
2.618 |
2,343.50 |
|
1.618 |
2,320.50 |
|
1.000 |
2,306.25 |
|
0.618 |
2,297.50 |
|
HIGH |
2,283.25 |
|
0.618 |
2,274.50 |
|
0.500 |
2,271.75 |
|
0.382 |
2,269.00 |
|
LOW |
2,260.25 |
|
0.618 |
2,246.00 |
|
1.000 |
2,237.25 |
|
1.618 |
2,223.00 |
|
2.618 |
2,200.00 |
|
4.250 |
2,162.50 |
|
|
| Fisher Pivots for day following 23-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,276.25 |
2,270.50 |
| PP |
2,274.00 |
2,262.50 |
| S1 |
2,271.75 |
2,254.50 |
|