| Trading Metrics calculated at close of trading on 13-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2011 |
13-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
6,014.5 |
5,816.5 |
-198.0 |
-3.3% |
6,130.0 |
| High |
6,014.5 |
5,862.0 |
-152.5 |
-2.5% |
6,180.0 |
| Low |
5,767.0 |
5,708.0 |
-59.0 |
-1.0% |
5,783.0 |
| Close |
5,809.0 |
5,723.0 |
-86.0 |
-1.5% |
6,017.5 |
| Range |
247.5 |
154.0 |
-93.5 |
-37.8% |
397.0 |
| ATR |
200.0 |
196.7 |
-3.3 |
-1.6% |
0.0 |
| Volume |
47,456 |
77,316 |
29,860 |
62.9% |
19,111 |
|
| Daily Pivots for day following 13-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,226.3 |
6,128.7 |
5,807.7 |
|
| R3 |
6,072.3 |
5,974.7 |
5,765.4 |
|
| R2 |
5,918.3 |
5,918.3 |
5,751.2 |
|
| R1 |
5,820.7 |
5,820.7 |
5,737.1 |
5,792.5 |
| PP |
5,764.3 |
5,764.3 |
5,764.3 |
5,750.3 |
| S1 |
5,666.7 |
5,666.7 |
5,708.9 |
5,638.5 |
| S2 |
5,610.3 |
5,610.3 |
5,694.8 |
|
| S3 |
5,456.3 |
5,512.7 |
5,680.7 |
|
| S4 |
5,302.3 |
5,358.7 |
5,638.3 |
|
|
| Weekly Pivots for week ending 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,184.5 |
6,998.0 |
6,235.9 |
|
| R3 |
6,787.5 |
6,601.0 |
6,126.7 |
|
| R2 |
6,390.5 |
6,390.5 |
6,090.3 |
|
| R1 |
6,204.0 |
6,204.0 |
6,053.9 |
6,098.8 |
| PP |
5,993.5 |
5,993.5 |
5,993.5 |
5,940.9 |
| S1 |
5,807.0 |
5,807.0 |
5,981.1 |
5,701.8 |
| S2 |
5,596.5 |
5,596.5 |
5,944.7 |
|
| S3 |
5,199.5 |
5,410.0 |
5,908.3 |
|
| S4 |
4,802.5 |
5,013.0 |
5,799.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,145.5 |
5,708.0 |
437.5 |
7.6% |
225.1 |
3.9% |
3% |
False |
True |
28,113 |
| 10 |
6,180.0 |
5,708.0 |
472.0 |
8.2% |
196.2 |
3.4% |
3% |
False |
True |
15,072 |
| 20 |
6,180.0 |
5,382.0 |
798.0 |
13.9% |
175.3 |
3.1% |
43% |
False |
False |
7,977 |
| 40 |
6,456.0 |
5,382.0 |
1,074.0 |
18.8% |
190.7 |
3.3% |
32% |
False |
False |
4,266 |
| 60 |
6,456.0 |
5,001.0 |
1,455.0 |
25.4% |
193.6 |
3.4% |
50% |
False |
False |
3,022 |
| 80 |
6,456.0 |
4,988.0 |
1,468.0 |
25.7% |
191.2 |
3.3% |
50% |
False |
False |
3,251 |
| 100 |
7,414.5 |
4,988.0 |
2,426.5 |
42.4% |
205.3 |
3.6% |
30% |
False |
False |
2,634 |
| 120 |
7,570.5 |
4,988.0 |
2,582.5 |
45.1% |
181.8 |
3.2% |
28% |
False |
False |
2,206 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,516.5 |
|
2.618 |
6,265.2 |
|
1.618 |
6,111.2 |
|
1.000 |
6,016.0 |
|
0.618 |
5,957.2 |
|
HIGH |
5,862.0 |
|
0.618 |
5,803.2 |
|
0.500 |
5,785.0 |
|
0.382 |
5,766.8 |
|
LOW |
5,708.0 |
|
0.618 |
5,612.8 |
|
1.000 |
5,554.0 |
|
1.618 |
5,458.8 |
|
2.618 |
5,304.8 |
|
4.250 |
5,053.5 |
|
|
| Fisher Pivots for day following 13-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
5,785.0 |
5,869.0 |
| PP |
5,764.3 |
5,820.3 |
| S1 |
5,743.7 |
5,771.7 |
|