| Trading Metrics calculated at close of trading on 28-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2011 |
28-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
2,280.00 |
2,284.50 |
4.50 |
0.2% |
2,235.00 |
| High |
2,296.50 |
2,292.25 |
-4.25 |
-0.2% |
2,291.25 |
| Low |
2,275.00 |
2,256.25 |
-18.75 |
-0.8% |
2,204.25 |
| Close |
2,284.50 |
2,259.50 |
-25.00 |
-1.1% |
2,278.50 |
| Range |
21.50 |
36.00 |
14.50 |
67.4% |
87.00 |
| ATR |
48.26 |
47.38 |
-0.88 |
-1.8% |
0.00 |
| Volume |
60,724 |
99,127 |
38,403 |
63.2% |
736,889 |
|
| Daily Pivots for day following 28-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,377.25 |
2,354.50 |
2,279.25 |
|
| R3 |
2,341.25 |
2,318.50 |
2,269.50 |
|
| R2 |
2,305.25 |
2,305.25 |
2,266.00 |
|
| R1 |
2,282.50 |
2,282.50 |
2,262.75 |
2,276.00 |
| PP |
2,269.25 |
2,269.25 |
2,269.25 |
2,266.00 |
| S1 |
2,246.50 |
2,246.50 |
2,256.25 |
2,240.00 |
| S2 |
2,233.25 |
2,233.25 |
2,253.00 |
|
| S3 |
2,197.25 |
2,210.50 |
2,249.50 |
|
| S4 |
2,161.25 |
2,174.50 |
2,239.75 |
|
|
| 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 |
2,217.75 |
78.75 |
3.5% |
36.75 |
1.6% |
53% |
False |
False |
106,621 |
| 10 |
2,296.50 |
2,204.25 |
92.25 |
4.1% |
44.25 |
2.0% |
60% |
False |
False |
165,756 |
| 20 |
2,339.50 |
2,190.25 |
149.25 |
6.6% |
47.75 |
2.1% |
46% |
False |
False |
132,801 |
| 40 |
2,394.25 |
2,135.00 |
259.25 |
11.5% |
50.00 |
2.2% |
48% |
False |
False |
66,462 |
| 60 |
2,401.25 |
2,034.50 |
366.75 |
16.2% |
50.50 |
2.2% |
61% |
False |
False |
44,326 |
| 80 |
2,401.25 |
2,034.50 |
366.75 |
16.2% |
52.25 |
2.3% |
61% |
False |
False |
33,264 |
| 100 |
2,401.25 |
2,029.25 |
372.00 |
16.5% |
46.50 |
2.1% |
62% |
False |
False |
26,612 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,445.25 |
|
2.618 |
2,386.50 |
|
1.618 |
2,350.50 |
|
1.000 |
2,328.25 |
|
0.618 |
2,314.50 |
|
HIGH |
2,292.25 |
|
0.618 |
2,278.50 |
|
0.500 |
2,274.25 |
|
0.382 |
2,270.00 |
|
LOW |
2,256.25 |
|
0.618 |
2,234.00 |
|
1.000 |
2,220.25 |
|
1.618 |
2,198.00 |
|
2.618 |
2,162.00 |
|
4.250 |
2,103.25 |
|
|
| Fisher Pivots for day following 28-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,274.25 |
2,276.50 |
| PP |
2,269.25 |
2,270.75 |
| S1 |
2,264.50 |
2,265.00 |
|