| Trading Metrics calculated at close of trading on 07-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2011 |
07-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
12,097.75 |
12,144.41 |
46.66 |
0.4% |
11,232.47 |
| High |
12,215.71 |
12,257.67 |
41.96 |
0.3% |
12,146.68 |
| Low |
12,076.71 |
12,060.37 |
-16.34 |
-0.1% |
11,232.16 |
| Close |
12,150.13 |
12,196.37 |
46.24 |
0.4% |
12,019.42 |
| Range |
139.00 |
197.30 |
58.30 |
41.9% |
914.52 |
| ATR |
212.23 |
211.16 |
-1.07 |
-0.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 07-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,763.37 |
12,677.17 |
12,304.89 |
|
| R3 |
12,566.07 |
12,479.87 |
12,250.63 |
|
| R2 |
12,368.77 |
12,368.77 |
12,232.54 |
|
| R1 |
12,282.57 |
12,282.57 |
12,214.46 |
12,325.67 |
| PP |
12,171.47 |
12,171.47 |
12,171.47 |
12,193.02 |
| S1 |
12,085.27 |
12,085.27 |
12,178.28 |
12,128.37 |
| S2 |
11,974.17 |
11,974.17 |
12,160.20 |
|
| S3 |
11,776.87 |
11,887.97 |
12,142.11 |
|
| S4 |
11,579.57 |
11,690.67 |
12,087.86 |
|
|
| 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 |
12,257.67 |
11,974.62 |
283.05 |
2.3% |
145.79 |
1.2% |
78% |
True |
False |
|
| 10 |
12,257.67 |
11,231.56 |
1,026.11 |
8.4% |
201.75 |
1.7% |
94% |
True |
False |
|
| 20 |
12,257.67 |
11,231.56 |
1,026.11 |
8.4% |
214.40 |
1.8% |
94% |
True |
False |
|
| 40 |
12,284.31 |
11,231.56 |
1,052.75 |
8.6% |
218.25 |
1.8% |
92% |
False |
False |
|
| 60 |
12,284.31 |
10,404.49 |
1,879.82 |
15.4% |
236.52 |
1.9% |
95% |
False |
False |
|
| 80 |
12,284.31 |
10,404.49 |
1,879.82 |
15.4% |
243.96 |
2.0% |
95% |
False |
False |
|
| 100 |
12,751.43 |
10,404.49 |
2,346.94 |
19.2% |
253.18 |
2.1% |
76% |
False |
False |
|
| 120 |
12,753.89 |
10,404.49 |
2,349.40 |
19.3% |
234.91 |
1.9% |
76% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,096.20 |
|
2.618 |
12,774.20 |
|
1.618 |
12,576.90 |
|
1.000 |
12,454.97 |
|
0.618 |
12,379.60 |
|
HIGH |
12,257.67 |
|
0.618 |
12,182.30 |
|
0.500 |
12,159.02 |
|
0.382 |
12,135.74 |
|
LOW |
12,060.37 |
|
0.618 |
11,938.44 |
|
1.000 |
11,863.07 |
|
1.618 |
11,741.14 |
|
2.618 |
11,543.84 |
|
4.250 |
11,221.85 |
|
|
| Fisher Pivots for day following 07-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
12,183.92 |
12,177.44 |
| PP |
12,171.47 |
12,158.50 |
| S1 |
12,159.02 |
12,139.57 |
|