| Trading Metrics calculated at close of trading on 16-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2011 |
16-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
5,662.0 |
5,791.5 |
129.5 |
2.3% |
6,014.5 |
| High |
5,807.0 |
5,798.0 |
-9.0 |
-0.2% |
6,014.5 |
| Low |
5,658.0 |
5,659.0 |
1.0 |
0.0% |
5,658.0 |
| Close |
5,735.5 |
5,675.0 |
-60.5 |
-1.1% |
5,675.0 |
| Range |
149.0 |
139.0 |
-10.0 |
-6.7% |
356.5 |
| ATR |
187.0 |
183.6 |
-3.4 |
-1.8% |
0.0 |
| Volume |
117,045 |
155,166 |
38,121 |
32.6% |
478,936 |
|
| Daily Pivots for day following 16-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,127.7 |
6,040.3 |
5,751.5 |
|
| R3 |
5,988.7 |
5,901.3 |
5,713.2 |
|
| R2 |
5,849.7 |
5,849.7 |
5,700.5 |
|
| R1 |
5,762.3 |
5,762.3 |
5,687.7 |
5,736.5 |
| PP |
5,710.7 |
5,710.7 |
5,710.7 |
5,697.8 |
| S1 |
5,623.3 |
5,623.3 |
5,662.3 |
5,597.5 |
| S2 |
5,571.7 |
5,571.7 |
5,649.5 |
|
| S3 |
5,432.7 |
5,484.3 |
5,636.8 |
|
| S4 |
5,293.7 |
5,345.3 |
5,598.6 |
|
|
| Weekly Pivots for week ending 16-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,852.0 |
6,620.0 |
5,871.1 |
|
| R3 |
6,495.5 |
6,263.5 |
5,773.0 |
|
| R2 |
6,139.0 |
6,139.0 |
5,740.4 |
|
| R1 |
5,907.0 |
5,907.0 |
5,707.7 |
5,844.8 |
| PP |
5,782.5 |
5,782.5 |
5,782.5 |
5,751.4 |
| S1 |
5,550.5 |
5,550.5 |
5,642.3 |
5,488.3 |
| S2 |
5,426.0 |
5,426.0 |
5,609.6 |
|
| S3 |
5,069.5 |
5,194.0 |
5,577.0 |
|
| S4 |
4,713.0 |
4,837.5 |
5,478.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,014.5 |
5,658.0 |
356.5 |
6.3% |
158.2 |
2.8% |
5% |
False |
False |
95,787 |
| 10 |
6,180.0 |
5,658.0 |
522.0 |
9.2% |
171.5 |
3.0% |
3% |
False |
False |
49,804 |
| 20 |
6,180.0 |
5,382.0 |
798.0 |
14.1% |
171.2 |
3.0% |
37% |
False |
False |
25,631 |
| 40 |
6,456.0 |
5,382.0 |
1,074.0 |
18.9% |
187.9 |
3.3% |
27% |
False |
False |
13,078 |
| 60 |
6,456.0 |
5,100.0 |
1,356.0 |
23.9% |
189.2 |
3.3% |
42% |
False |
False |
8,912 |
| 80 |
6,456.0 |
4,988.0 |
1,468.0 |
25.9% |
187.5 |
3.3% |
47% |
False |
False |
7,676 |
| 100 |
7,350.0 |
4,988.0 |
2,362.0 |
41.6% |
206.3 |
3.6% |
29% |
False |
False |
6,174 |
| 120 |
7,570.5 |
4,988.0 |
2,582.5 |
45.5% |
183.3 |
3.2% |
27% |
False |
False |
5,156 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,388.8 |
|
2.618 |
6,161.9 |
|
1.618 |
6,022.9 |
|
1.000 |
5,937.0 |
|
0.618 |
5,883.9 |
|
HIGH |
5,798.0 |
|
0.618 |
5,744.9 |
|
0.500 |
5,728.5 |
|
0.382 |
5,712.1 |
|
LOW |
5,659.0 |
|
0.618 |
5,573.1 |
|
1.000 |
5,520.0 |
|
1.618 |
5,434.1 |
|
2.618 |
5,295.1 |
|
4.250 |
5,068.3 |
|
|
| Fisher Pivots for day following 16-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
5,728.5 |
5,732.5 |
| PP |
5,710.7 |
5,713.3 |
| S1 |
5,692.8 |
5,694.2 |
|