| Trading Metrics calculated at close of trading on 19-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2011 |
19-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
5,791.5 |
5,632.0 |
-159.5 |
-2.8% |
6,014.5 |
| High |
5,798.0 |
5,786.0 |
-12.0 |
-0.2% |
6,014.5 |
| Low |
5,659.0 |
5,614.5 |
-44.5 |
-0.8% |
5,658.0 |
| Close |
5,675.0 |
5,628.0 |
-47.0 |
-0.8% |
5,675.0 |
| Range |
139.0 |
171.5 |
32.5 |
23.4% |
356.5 |
| ATR |
183.6 |
182.7 |
-0.9 |
-0.5% |
0.0 |
| Volume |
155,166 |
125,056 |
-30,110 |
-19.4% |
478,936 |
|
| Daily Pivots for day following 19-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,190.7 |
6,080.8 |
5,722.3 |
|
| R3 |
6,019.2 |
5,909.3 |
5,675.2 |
|
| R2 |
5,847.7 |
5,847.7 |
5,659.4 |
|
| R1 |
5,737.8 |
5,737.8 |
5,643.7 |
5,707.0 |
| PP |
5,676.2 |
5,676.2 |
5,676.2 |
5,660.8 |
| S1 |
5,566.3 |
5,566.3 |
5,612.3 |
5,535.5 |
| S2 |
5,504.7 |
5,504.7 |
5,596.6 |
|
| S3 |
5,333.2 |
5,394.8 |
5,580.8 |
|
| S4 |
5,161.7 |
5,223.3 |
5,533.7 |
|
|
| 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 |
5,862.0 |
5,614.5 |
247.5 |
4.4% |
143.0 |
2.5% |
5% |
False |
True |
111,307 |
| 10 |
6,145.5 |
5,614.5 |
531.0 |
9.4% |
177.1 |
3.1% |
3% |
False |
True |
62,121 |
| 20 |
6,180.0 |
5,382.0 |
798.0 |
14.2% |
170.9 |
3.0% |
31% |
False |
False |
31,859 |
| 40 |
6,456.0 |
5,382.0 |
1,074.0 |
19.1% |
189.0 |
3.4% |
23% |
False |
False |
16,181 |
| 60 |
6,456.0 |
5,147.5 |
1,308.5 |
23.2% |
186.4 |
3.3% |
37% |
False |
False |
10,991 |
| 80 |
6,456.0 |
4,988.0 |
1,468.0 |
26.1% |
188.7 |
3.4% |
44% |
False |
False |
9,239 |
| 100 |
7,025.0 |
4,988.0 |
2,037.0 |
36.2% |
204.6 |
3.6% |
31% |
False |
False |
7,424 |
| 120 |
7,570.5 |
4,988.0 |
2,582.5 |
45.9% |
184.6 |
3.3% |
25% |
False |
False |
6,197 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,514.9 |
|
2.618 |
6,235.0 |
|
1.618 |
6,063.5 |
|
1.000 |
5,957.5 |
|
0.618 |
5,892.0 |
|
HIGH |
5,786.0 |
|
0.618 |
5,720.5 |
|
0.500 |
5,700.3 |
|
0.382 |
5,680.0 |
|
LOW |
5,614.5 |
|
0.618 |
5,508.5 |
|
1.000 |
5,443.0 |
|
1.618 |
5,337.0 |
|
2.618 |
5,165.5 |
|
4.250 |
4,885.6 |
|
|
| Fisher Pivots for day following 19-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
5,700.3 |
5,710.8 |
| PP |
5,676.2 |
5,683.2 |
| S1 |
5,652.1 |
5,655.6 |
|