| Trading Metrics calculated at close of trading on 14-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2011 |
14-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
5,816.5 |
5,723.5 |
-93.0 |
-1.6% |
6,130.0 |
| High |
5,862.0 |
5,779.5 |
-82.5 |
-1.4% |
6,180.0 |
| Low |
5,708.0 |
5,678.0 |
-30.0 |
-0.5% |
5,783.0 |
| Close |
5,723.0 |
5,703.0 |
-20.0 |
-0.3% |
6,017.5 |
| Range |
154.0 |
101.5 |
-52.5 |
-34.1% |
397.0 |
| ATR |
196.7 |
189.9 |
-6.8 |
-3.5% |
0.0 |
| Volume |
77,316 |
81,953 |
4,637 |
6.0% |
19,111 |
|
| Daily Pivots for day following 14-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,024.7 |
5,965.3 |
5,758.8 |
|
| R3 |
5,923.2 |
5,863.8 |
5,730.9 |
|
| R2 |
5,821.7 |
5,821.7 |
5,721.6 |
|
| R1 |
5,762.3 |
5,762.3 |
5,712.3 |
5,741.3 |
| PP |
5,720.2 |
5,720.2 |
5,720.2 |
5,709.6 |
| S1 |
5,660.8 |
5,660.8 |
5,693.7 |
5,639.8 |
| S2 |
5,618.7 |
5,618.7 |
5,684.4 |
|
| S3 |
5,517.2 |
5,559.3 |
5,675.1 |
|
| S4 |
5,415.7 |
5,457.8 |
5,647.2 |
|
|
| 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 |
6,086.5 |
5,678.0 |
408.5 |
7.2% |
201.9 |
3.5% |
6% |
False |
True |
43,976 |
| 10 |
6,180.0 |
5,678.0 |
502.0 |
8.8% |
164.7 |
2.9% |
5% |
False |
True |
23,159 |
| 20 |
6,180.0 |
5,382.0 |
798.0 |
14.0% |
171.3 |
3.0% |
40% |
False |
False |
12,060 |
| 40 |
6,456.0 |
5,382.0 |
1,074.0 |
18.8% |
190.0 |
3.3% |
30% |
False |
False |
6,310 |
| 60 |
6,456.0 |
5,001.0 |
1,455.0 |
25.5% |
191.5 |
3.4% |
48% |
False |
False |
4,384 |
| 80 |
6,456.0 |
4,988.0 |
1,468.0 |
25.7% |
189.9 |
3.3% |
49% |
False |
False |
4,274 |
| 100 |
7,350.0 |
4,988.0 |
2,362.0 |
41.4% |
205.2 |
3.6% |
30% |
False |
False |
3,453 |
| 120 |
7,570.5 |
4,988.0 |
2,582.5 |
45.3% |
182.0 |
3.2% |
28% |
False |
False |
2,888 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,210.9 |
|
2.618 |
6,045.2 |
|
1.618 |
5,943.7 |
|
1.000 |
5,881.0 |
|
0.618 |
5,842.2 |
|
HIGH |
5,779.5 |
|
0.618 |
5,740.7 |
|
0.500 |
5,728.8 |
|
0.382 |
5,716.8 |
|
LOW |
5,678.0 |
|
0.618 |
5,615.3 |
|
1.000 |
5,576.5 |
|
1.618 |
5,513.8 |
|
2.618 |
5,412.3 |
|
4.250 |
5,246.6 |
|
|
| Fisher Pivots for day following 14-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
5,728.8 |
5,846.3 |
| PP |
5,720.2 |
5,798.5 |
| S1 |
5,711.6 |
5,750.8 |
|