| Trading Metrics calculated at close of trading on 22-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2011 |
22-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
5,891.0 |
5,805.5 |
-85.5 |
-1.5% |
6,014.5 |
| High |
5,976.0 |
5,895.0 |
-81.0 |
-1.4% |
6,014.5 |
| Low |
5,773.0 |
5,804.0 |
31.0 |
0.5% |
5,658.0 |
| Close |
5,831.0 |
5,886.5 |
55.5 |
1.0% |
5,675.0 |
| Range |
203.0 |
91.0 |
-112.0 |
-55.2% |
356.5 |
| ATR |
189.3 |
182.3 |
-7.0 |
-3.7% |
0.0 |
| Volume |
151,842 |
94,597 |
-57,245 |
-37.7% |
478,936 |
|
| Daily Pivots for day following 22-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,134.8 |
6,101.7 |
5,936.6 |
|
| R3 |
6,043.8 |
6,010.7 |
5,911.5 |
|
| R2 |
5,952.8 |
5,952.8 |
5,903.2 |
|
| R1 |
5,919.7 |
5,919.7 |
5,894.8 |
5,936.3 |
| PP |
5,861.8 |
5,861.8 |
5,861.8 |
5,870.1 |
| S1 |
5,828.7 |
5,828.7 |
5,878.2 |
5,845.3 |
| S2 |
5,770.8 |
5,770.8 |
5,869.8 |
|
| S3 |
5,679.8 |
5,737.7 |
5,861.5 |
|
| S4 |
5,588.8 |
5,646.7 |
5,836.5 |
|
|
| 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 |
5,976.0 |
5,614.5 |
361.5 |
6.1% |
169.8 |
2.9% |
75% |
False |
False |
131,116 |
| 10 |
6,030.0 |
5,614.5 |
415.5 |
7.1% |
174.8 |
3.0% |
65% |
False |
False |
98,740 |
| 20 |
6,180.0 |
5,382.0 |
798.0 |
13.6% |
176.3 |
3.0% |
63% |
False |
False |
50,467 |
| 40 |
6,453.0 |
5,382.0 |
1,071.0 |
18.2% |
187.3 |
3.2% |
47% |
False |
False |
25,522 |
| 60 |
6,456.0 |
5,147.5 |
1,308.5 |
22.2% |
186.0 |
3.2% |
56% |
False |
False |
17,221 |
| 80 |
6,456.0 |
4,988.0 |
1,468.0 |
24.9% |
190.9 |
3.2% |
61% |
False |
False |
13,921 |
| 100 |
6,487.0 |
4,988.0 |
1,499.0 |
25.5% |
201.6 |
3.4% |
60% |
False |
False |
11,170 |
| 120 |
7,520.0 |
4,988.0 |
2,532.0 |
43.0% |
188.7 |
3.2% |
35% |
False |
False |
9,325 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,281.8 |
|
2.618 |
6,133.2 |
|
1.618 |
6,042.2 |
|
1.000 |
5,986.0 |
|
0.618 |
5,951.2 |
|
HIGH |
5,895.0 |
|
0.618 |
5,860.2 |
|
0.500 |
5,849.5 |
|
0.382 |
5,838.8 |
|
LOW |
5,804.0 |
|
0.618 |
5,747.8 |
|
1.000 |
5,713.0 |
|
1.618 |
5,656.8 |
|
2.618 |
5,565.8 |
|
4.250 |
5,417.3 |
|
|
| Fisher Pivots for day following 22-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
5,874.2 |
5,860.9 |
| PP |
5,861.8 |
5,835.3 |
| S1 |
5,849.5 |
5,809.8 |
|