| Trading Metrics calculated at close of trading on 27-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2011 |
27-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
12,169.80 |
12,293.47 |
123.67 |
1.0% |
11,866.54 |
| High |
12,297.44 |
12,328.47 |
31.03 |
0.3% |
12,297.44 |
| Low |
12,169.80 |
12,269.97 |
100.17 |
0.8% |
11,735.19 |
| Close |
12,294.00 |
12,291.35 |
-2.65 |
0.0% |
12,294.00 |
| Range |
127.64 |
58.50 |
-69.14 |
-54.2% |
562.25 |
| ATR |
192.82 |
183.22 |
-9.59 |
-5.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 27-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,472.10 |
12,440.22 |
12,323.53 |
|
| R3 |
12,413.60 |
12,381.72 |
12,307.44 |
|
| R2 |
12,355.10 |
12,355.10 |
12,302.08 |
|
| R1 |
12,323.22 |
12,323.22 |
12,296.71 |
12,309.91 |
| PP |
12,296.60 |
12,296.60 |
12,296.60 |
12,289.94 |
| S1 |
12,264.72 |
12,264.72 |
12,285.99 |
12,251.41 |
| S2 |
12,238.10 |
12,238.10 |
12,280.63 |
|
| S3 |
12,179.60 |
12,206.22 |
12,275.26 |
|
| S4 |
12,121.10 |
12,147.72 |
12,259.18 |
|
|
| Weekly Pivots for week ending 23-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,795.63 |
13,607.06 |
12,603.24 |
|
| R3 |
13,233.38 |
13,044.81 |
12,448.62 |
|
| R2 |
12,671.13 |
12,671.13 |
12,397.08 |
|
| R1 |
12,482.56 |
12,482.56 |
12,345.54 |
12,576.85 |
| PP |
12,108.88 |
12,108.88 |
12,108.88 |
12,156.02 |
| S1 |
11,920.31 |
11,920.31 |
12,242.46 |
12,014.60 |
| S2 |
11,546.63 |
11,546.63 |
12,190.92 |
|
| S3 |
10,984.38 |
11,358.06 |
12,139.38 |
|
| S4 |
10,422.13 |
10,795.81 |
11,984.76 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,328.47 |
11,768.83 |
559.64 |
4.6% |
146.01 |
1.2% |
93% |
True |
False |
|
| 10 |
12,328.47 |
11,735.19 |
593.28 |
4.8% |
161.91 |
1.3% |
94% |
True |
False |
|
| 20 |
12,328.47 |
11,517.04 |
811.43 |
6.6% |
181.45 |
1.5% |
95% |
True |
False |
|
| 40 |
12,328.47 |
11,231.56 |
1,096.91 |
8.9% |
205.31 |
1.7% |
97% |
True |
False |
|
| 60 |
12,328.47 |
10,404.49 |
1,923.98 |
15.7% |
214.37 |
1.7% |
98% |
True |
False |
|
| 80 |
12,328.47 |
10,404.49 |
1,923.98 |
15.7% |
228.80 |
1.9% |
98% |
True |
False |
|
| 100 |
12,328.47 |
10,404.49 |
1,923.98 |
15.7% |
250.14 |
2.0% |
98% |
True |
False |
|
| 120 |
12,751.43 |
10,404.49 |
2,346.94 |
19.1% |
239.11 |
1.9% |
80% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,577.10 |
|
2.618 |
12,481.62 |
|
1.618 |
12,423.12 |
|
1.000 |
12,386.97 |
|
0.618 |
12,364.62 |
|
HIGH |
12,328.47 |
|
0.618 |
12,306.12 |
|
0.500 |
12,299.22 |
|
0.382 |
12,292.32 |
|
LOW |
12,269.97 |
|
0.618 |
12,233.82 |
|
1.000 |
12,211.47 |
|
1.618 |
12,175.32 |
|
2.618 |
12,116.82 |
|
4.250 |
12,021.35 |
|
|
| Fisher Pivots for day following 27-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
12,299.22 |
12,266.87 |
| PP |
12,296.60 |
12,242.40 |
| S1 |
12,293.97 |
12,217.92 |
|