| 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 |
6,090.5 |
6,109.5 |
19.0 |
0.3% |
5,606.5 |
| High |
6,105.0 |
6,145.5 |
40.5 |
0.7% |
6,175.5 |
| Low |
6,020.5 |
5,928.0 |
-92.5 |
-1.5% |
5,585.0 |
| Close |
6,075.5 |
6,070.0 |
-5.5 |
-0.1% |
6,086.0 |
| Range |
84.5 |
217.5 |
133.0 |
157.4% |
590.5 |
| ATR |
184.7 |
187.1 |
2.3 |
1.3% |
0.0 |
| Volume |
1,430 |
2,635 |
1,205 |
84.3% |
8,796 |
|
| Daily Pivots for day following 07-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,700.3 |
6,602.7 |
6,189.6 |
|
| R3 |
6,482.8 |
6,385.2 |
6,129.8 |
|
| R2 |
6,265.3 |
6,265.3 |
6,109.9 |
|
| R1 |
6,167.7 |
6,167.7 |
6,089.9 |
6,107.8 |
| PP |
6,047.8 |
6,047.8 |
6,047.8 |
6,017.9 |
| S1 |
5,950.2 |
5,950.2 |
6,050.1 |
5,890.3 |
| S2 |
5,830.3 |
5,830.3 |
6,030.1 |
|
| S3 |
5,612.8 |
5,732.7 |
6,010.2 |
|
| S4 |
5,395.3 |
5,515.2 |
5,950.4 |
|
|
| Weekly Pivots for week ending 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,720.3 |
7,493.7 |
6,410.8 |
|
| R3 |
7,129.8 |
6,903.2 |
6,248.4 |
|
| R2 |
6,539.3 |
6,539.3 |
6,194.3 |
|
| R1 |
6,312.7 |
6,312.7 |
6,140.1 |
6,426.0 |
| PP |
5,948.8 |
5,948.8 |
5,948.8 |
6,005.5 |
| S1 |
5,722.2 |
5,722.2 |
6,031.9 |
5,835.5 |
| S2 |
5,358.3 |
5,358.3 |
5,977.7 |
|
| S3 |
4,767.8 |
5,131.7 |
5,923.6 |
|
| S4 |
4,177.3 |
4,541.2 |
5,761.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,180.0 |
5,928.0 |
252.0 |
4.2% |
127.4 |
2.1% |
56% |
False |
True |
2,342 |
| 10 |
6,180.0 |
5,382.0 |
798.0 |
13.1% |
167.5 |
2.8% |
86% |
False |
False |
1,801 |
| 20 |
6,180.0 |
5,382.0 |
798.0 |
13.1% |
172.1 |
2.8% |
86% |
False |
False |
1,203 |
| 40 |
6,456.0 |
5,382.0 |
1,074.0 |
17.7% |
187.7 |
3.1% |
64% |
False |
False |
873 |
| 60 |
6,456.0 |
5,001.0 |
1,455.0 |
24.0% |
190.4 |
3.1% |
73% |
False |
False |
1,243 |
| 80 |
6,456.0 |
4,988.0 |
1,468.0 |
24.2% |
190.4 |
3.1% |
74% |
False |
False |
1,536 |
| 100 |
7,454.0 |
4,988.0 |
2,466.0 |
40.6% |
199.3 |
3.3% |
44% |
False |
False |
1,258 |
| 120 |
7,570.5 |
4,988.0 |
2,582.5 |
42.5% |
177.5 |
2.9% |
42% |
False |
False |
1,058 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,069.9 |
|
2.618 |
6,714.9 |
|
1.618 |
6,497.4 |
|
1.000 |
6,363.0 |
|
0.618 |
6,279.9 |
|
HIGH |
6,145.5 |
|
0.618 |
6,062.4 |
|
0.500 |
6,036.8 |
|
0.382 |
6,011.1 |
|
LOW |
5,928.0 |
|
0.618 |
5,793.6 |
|
1.000 |
5,710.5 |
|
1.618 |
5,576.1 |
|
2.618 |
5,358.6 |
|
4.250 |
5,003.6 |
|
|
| Fisher Pivots for day following 07-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
6,058.9 |
6,064.7 |
| PP |
6,047.8 |
6,059.3 |
| S1 |
6,036.8 |
6,054.0 |
|