| Trading Metrics calculated at close of trading on 30-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2011 |
30-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
2,262.25 |
2,278.25 |
16.00 |
0.7% |
2,280.00 |
| High |
2,281.25 |
2,284.50 |
3.25 |
0.1% |
2,296.50 |
| Low |
2,258.25 |
2,270.25 |
12.00 |
0.5% |
2,256.25 |
| Close |
2,277.25 |
2,274.50 |
-2.75 |
-0.1% |
2,274.50 |
| Range |
23.00 |
14.25 |
-8.75 |
-38.0% |
40.25 |
| ATR |
45.64 |
43.40 |
-2.24 |
-4.9% |
0.00 |
| Volume |
79,524 |
52,226 |
-27,298 |
-34.3% |
291,601 |
|
| Daily Pivots for day following 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,319.25 |
2,311.00 |
2,282.25 |
|
| R3 |
2,305.00 |
2,296.75 |
2,278.50 |
|
| R2 |
2,290.75 |
2,290.75 |
2,277.00 |
|
| R1 |
2,282.50 |
2,282.50 |
2,275.75 |
2,279.50 |
| PP |
2,276.50 |
2,276.50 |
2,276.50 |
2,275.00 |
| S1 |
2,268.25 |
2,268.25 |
2,273.25 |
2,265.25 |
| S2 |
2,262.25 |
2,262.25 |
2,272.00 |
|
| S3 |
2,248.00 |
2,254.00 |
2,270.50 |
|
| S4 |
2,233.75 |
2,239.75 |
2,266.75 |
|
|
| Weekly Pivots for week ending 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,396.50 |
2,375.75 |
2,296.75 |
|
| R3 |
2,356.25 |
2,335.50 |
2,285.50 |
|
| R2 |
2,316.00 |
2,316.00 |
2,282.00 |
|
| R1 |
2,295.25 |
2,295.25 |
2,278.25 |
2,285.50 |
| PP |
2,275.75 |
2,275.75 |
2,275.75 |
2,271.00 |
| S1 |
2,255.00 |
2,255.00 |
2,270.75 |
2,245.25 |
| S2 |
2,235.50 |
2,235.50 |
2,267.00 |
|
| S3 |
2,195.25 |
2,214.75 |
2,263.50 |
|
| S4 |
2,155.00 |
2,174.50 |
2,252.25 |
|
|
| 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 |
2,256.25 |
40.25 |
1.8% |
23.50 |
1.0% |
45% |
False |
False |
69,982 |
| 10 |
2,296.50 |
2,204.25 |
92.25 |
4.1% |
38.00 |
1.7% |
76% |
False |
False |
124,341 |
| 20 |
2,339.50 |
2,204.25 |
135.25 |
5.9% |
43.00 |
1.9% |
52% |
False |
False |
139,348 |
| 40 |
2,394.25 |
2,135.00 |
259.25 |
11.4% |
48.25 |
2.1% |
54% |
False |
False |
69,754 |
| 60 |
2,401.25 |
2,135.00 |
266.25 |
11.7% |
48.50 |
2.1% |
52% |
False |
False |
46,521 |
| 80 |
2,401.25 |
2,034.50 |
366.75 |
16.1% |
51.75 |
2.3% |
65% |
False |
False |
34,911 |
| 100 |
2,401.25 |
2,034.50 |
366.75 |
16.1% |
47.00 |
2.1% |
65% |
False |
False |
27,930 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,345.00 |
|
2.618 |
2,321.75 |
|
1.618 |
2,307.50 |
|
1.000 |
2,298.75 |
|
0.618 |
2,293.25 |
|
HIGH |
2,284.50 |
|
0.618 |
2,279.00 |
|
0.500 |
2,277.50 |
|
0.382 |
2,275.75 |
|
LOW |
2,270.25 |
|
0.618 |
2,261.50 |
|
1.000 |
2,256.00 |
|
1.618 |
2,247.25 |
|
2.618 |
2,233.00 |
|
4.250 |
2,209.75 |
|
|
| Fisher Pivots for day following 30-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,277.50 |
2,274.50 |
| PP |
2,276.50 |
2,274.25 |
| S1 |
2,275.50 |
2,274.25 |
|