| Trading Metrics calculated at close of trading on 29-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2011 |
29-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
2,284.50 |
2,262.25 |
-22.25 |
-1.0% |
2,235.00 |
| High |
2,292.25 |
2,281.25 |
-11.00 |
-0.5% |
2,291.25 |
| Low |
2,256.25 |
2,258.25 |
2.00 |
0.1% |
2,204.25 |
| Close |
2,259.50 |
2,277.25 |
17.75 |
0.8% |
2,278.50 |
| Range |
36.00 |
23.00 |
-13.00 |
-36.1% |
87.00 |
| ATR |
47.38 |
45.64 |
-1.74 |
-3.7% |
0.00 |
| Volume |
99,127 |
79,524 |
-19,603 |
-19.8% |
736,889 |
|
| Daily Pivots for day following 29-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,341.25 |
2,332.25 |
2,290.00 |
|
| R3 |
2,318.25 |
2,309.25 |
2,283.50 |
|
| R2 |
2,295.25 |
2,295.25 |
2,281.50 |
|
| R1 |
2,286.25 |
2,286.25 |
2,279.25 |
2,290.75 |
| PP |
2,272.25 |
2,272.25 |
2,272.25 |
2,274.50 |
| S1 |
2,263.25 |
2,263.25 |
2,275.25 |
2,267.75 |
| S2 |
2,249.25 |
2,249.25 |
2,273.00 |
|
| S3 |
2,226.25 |
2,240.25 |
2,271.00 |
|
| S4 |
2,203.25 |
2,217.25 |
2,264.50 |
|
|
| 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 |
2,234.50 |
62.00 |
2.7% |
26.75 |
1.2% |
69% |
False |
False |
81,012 |
| 10 |
2,296.50 |
2,204.25 |
92.25 |
4.1% |
40.50 |
1.8% |
79% |
False |
False |
139,535 |
| 20 |
2,339.50 |
2,204.25 |
135.25 |
5.9% |
43.75 |
1.9% |
54% |
False |
False |
136,769 |
| 40 |
2,394.25 |
2,135.00 |
259.25 |
11.4% |
48.75 |
2.1% |
55% |
False |
False |
68,449 |
| 60 |
2,401.25 |
2,099.00 |
302.25 |
13.3% |
49.50 |
2.2% |
59% |
False |
False |
45,651 |
| 80 |
2,401.25 |
2,034.50 |
366.75 |
16.1% |
52.00 |
2.3% |
66% |
False |
False |
34,258 |
| 100 |
2,401.25 |
2,034.50 |
366.75 |
16.1% |
46.75 |
2.1% |
66% |
False |
False |
27,407 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,379.00 |
|
2.618 |
2,341.50 |
|
1.618 |
2,318.50 |
|
1.000 |
2,304.25 |
|
0.618 |
2,295.50 |
|
HIGH |
2,281.25 |
|
0.618 |
2,272.50 |
|
0.500 |
2,269.75 |
|
0.382 |
2,267.00 |
|
LOW |
2,258.25 |
|
0.618 |
2,244.00 |
|
1.000 |
2,235.25 |
|
1.618 |
2,221.00 |
|
2.618 |
2,198.00 |
|
4.250 |
2,160.50 |
|
|
| Fisher Pivots for day following 29-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,274.75 |
2,277.00 |
| PP |
2,272.25 |
2,276.75 |
| S1 |
2,269.75 |
2,276.50 |
|