| Trading Metrics calculated at close of trading on 27-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2011 |
27-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
2,262.00 |
2,280.00 |
18.00 |
0.8% |
2,235.00 |
| High |
2,283.25 |
2,296.50 |
13.25 |
0.6% |
2,291.25 |
| Low |
2,260.25 |
2,275.00 |
14.75 |
0.7% |
2,204.25 |
| Close |
2,278.50 |
2,284.50 |
6.00 |
0.3% |
2,278.50 |
| Range |
23.00 |
21.50 |
-1.50 |
-6.5% |
87.00 |
| ATR |
50.32 |
48.26 |
-2.06 |
-4.1% |
0.00 |
| Volume |
58,309 |
60,724 |
2,415 |
4.1% |
736,889 |
|
| Daily Pivots for day following 27-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,349.75 |
2,338.75 |
2,296.25 |
|
| R3 |
2,328.25 |
2,317.25 |
2,290.50 |
|
| R2 |
2,306.75 |
2,306.75 |
2,288.50 |
|
| R1 |
2,295.75 |
2,295.75 |
2,286.50 |
2,301.25 |
| PP |
2,285.25 |
2,285.25 |
2,285.25 |
2,288.00 |
| S1 |
2,274.25 |
2,274.25 |
2,282.50 |
2,279.75 |
| S2 |
2,263.75 |
2,263.75 |
2,280.50 |
|
| S3 |
2,242.25 |
2,252.75 |
2,278.50 |
|
| S4 |
2,220.75 |
2,231.25 |
2,272.75 |
|
|
| 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 |
2,296.50 |
2,212.25 |
84.25 |
3.7% |
43.75 |
1.9% |
86% |
True |
False |
132,362 |
| 10 |
2,314.75 |
2,204.25 |
110.50 |
4.8% |
46.50 |
2.0% |
73% |
False |
False |
191,170 |
| 20 |
2,339.50 |
2,190.25 |
149.25 |
6.5% |
47.75 |
2.1% |
63% |
False |
False |
127,863 |
| 40 |
2,395.25 |
2,135.00 |
260.25 |
11.4% |
50.25 |
2.2% |
57% |
False |
False |
63,984 |
| 60 |
2,401.25 |
2,034.50 |
366.75 |
16.1% |
51.50 |
2.2% |
68% |
False |
False |
42,674 |
| 80 |
2,401.25 |
2,034.50 |
366.75 |
16.1% |
52.25 |
2.3% |
68% |
False |
False |
32,025 |
| 100 |
2,401.25 |
2,029.25 |
372.00 |
16.3% |
46.25 |
2.0% |
69% |
False |
False |
25,621 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,388.00 |
|
2.618 |
2,352.75 |
|
1.618 |
2,331.25 |
|
1.000 |
2,318.00 |
|
0.618 |
2,309.75 |
|
HIGH |
2,296.50 |
|
0.618 |
2,288.25 |
|
0.500 |
2,285.75 |
|
0.382 |
2,283.25 |
|
LOW |
2,275.00 |
|
0.618 |
2,261.75 |
|
1.000 |
2,253.50 |
|
1.618 |
2,240.25 |
|
2.618 |
2,218.75 |
|
4.250 |
2,183.50 |
|
|
| Fisher Pivots for day following 27-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,285.75 |
2,278.25 |
| PP |
2,285.25 |
2,271.75 |
| S1 |
2,285.00 |
2,265.50 |
|