| Trading Metrics calculated at close of trading on 06-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2011 |
06-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
12,021.54 |
12,097.75 |
76.21 |
0.6% |
11,232.47 |
| High |
12,186.53 |
12,215.71 |
29.18 |
0.2% |
12,146.68 |
| Low |
12,021.46 |
12,076.71 |
55.25 |
0.5% |
11,232.16 |
| Close |
12,097.83 |
12,150.13 |
52.30 |
0.4% |
12,019.42 |
| Range |
165.07 |
139.00 |
-26.07 |
-15.8% |
914.52 |
| ATR |
217.86 |
212.23 |
-5.63 |
-2.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 06-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,564.52 |
12,496.32 |
12,226.58 |
|
| R3 |
12,425.52 |
12,357.32 |
12,188.36 |
|
| R2 |
12,286.52 |
12,286.52 |
12,175.61 |
|
| R1 |
12,218.32 |
12,218.32 |
12,162.87 |
12,252.42 |
| PP |
12,147.52 |
12,147.52 |
12,147.52 |
12,164.57 |
| S1 |
12,079.32 |
12,079.32 |
12,137.39 |
12,113.42 |
| S2 |
12,008.52 |
12,008.52 |
12,124.65 |
|
| S3 |
11,869.52 |
11,940.32 |
12,111.91 |
|
| S4 |
11,730.52 |
11,801.32 |
12,073.68 |
|
|
| Weekly Pivots for week ending 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,542.98 |
14,195.72 |
12,522.41 |
|
| R3 |
13,628.46 |
13,281.20 |
12,270.91 |
|
| R2 |
12,713.94 |
12,713.94 |
12,187.08 |
|
| R1 |
12,366.68 |
12,366.68 |
12,103.25 |
12,540.31 |
| PP |
11,799.42 |
11,799.42 |
11,799.42 |
11,886.24 |
| S1 |
11,452.16 |
11,452.16 |
11,935.59 |
11,625.79 |
| S2 |
10,884.90 |
10,884.90 |
11,851.76 |
|
| S3 |
9,970.38 |
10,537.64 |
11,767.93 |
|
| S4 |
9,055.86 |
9,623.12 |
11,516.43 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,215.71 |
11,559.27 |
656.44 |
5.4% |
203.61 |
1.7% |
90% |
True |
False |
|
| 10 |
12,215.71 |
11,231.56 |
984.15 |
8.1% |
195.79 |
1.6% |
93% |
True |
False |
|
| 20 |
12,215.71 |
11,231.56 |
984.15 |
8.1% |
213.80 |
1.8% |
93% |
True |
False |
|
| 40 |
12,284.31 |
11,231.56 |
1,052.75 |
8.7% |
215.37 |
1.8% |
87% |
False |
False |
|
| 60 |
12,284.31 |
10,404.49 |
1,879.82 |
15.5% |
235.79 |
1.9% |
93% |
False |
False |
|
| 80 |
12,284.31 |
10,404.49 |
1,879.82 |
15.5% |
244.18 |
2.0% |
93% |
False |
False |
|
| 100 |
12,751.43 |
10,404.49 |
2,346.94 |
19.3% |
252.99 |
2.1% |
74% |
False |
False |
|
| 120 |
12,753.89 |
10,404.49 |
2,349.40 |
19.3% |
234.19 |
1.9% |
74% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,806.46 |
|
2.618 |
12,579.61 |
|
1.618 |
12,440.61 |
|
1.000 |
12,354.71 |
|
0.618 |
12,301.61 |
|
HIGH |
12,215.71 |
|
0.618 |
12,162.61 |
|
0.500 |
12,146.21 |
|
0.382 |
12,129.81 |
|
LOW |
12,076.71 |
|
0.618 |
11,990.81 |
|
1.000 |
11,937.71 |
|
1.618 |
11,851.81 |
|
2.618 |
11,712.81 |
|
4.250 |
11,485.96 |
|
|
| Fisher Pivots for day following 06-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
12,148.82 |
12,137.23 |
| PP |
12,147.52 |
12,124.32 |
| S1 |
12,146.21 |
12,111.42 |
|