| Trading Metrics calculated at close of trading on 23-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2011 |
23-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
5,805.5 |
5,927.5 |
122.0 |
2.1% |
5,632.0 |
| High |
5,895.0 |
5,937.5 |
42.5 |
0.7% |
5,976.0 |
| Low |
5,804.0 |
5,851.5 |
47.5 |
0.8% |
5,614.5 |
| Close |
5,886.5 |
5,907.5 |
21.0 |
0.4% |
5,907.5 |
| Range |
91.0 |
86.0 |
-5.0 |
-5.5% |
361.5 |
| ATR |
182.3 |
175.4 |
-6.9 |
-3.8% |
0.0 |
| Volume |
94,597 |
49,958 |
-44,639 |
-47.2% |
550,374 |
|
| Daily Pivots for day following 23-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,156.8 |
6,118.2 |
5,954.8 |
|
| R3 |
6,070.8 |
6,032.2 |
5,931.2 |
|
| R2 |
5,984.8 |
5,984.8 |
5,923.3 |
|
| R1 |
5,946.2 |
5,946.2 |
5,915.4 |
5,922.5 |
| PP |
5,898.8 |
5,898.8 |
5,898.8 |
5,887.0 |
| S1 |
5,860.2 |
5,860.2 |
5,899.6 |
5,836.5 |
| S2 |
5,812.8 |
5,812.8 |
5,891.7 |
|
| S3 |
5,726.8 |
5,774.2 |
5,883.9 |
|
| S4 |
5,640.8 |
5,688.2 |
5,860.2 |
|
|
| Weekly Pivots for week ending 23-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,917.2 |
6,773.8 |
6,106.3 |
|
| R3 |
6,555.7 |
6,412.3 |
6,006.9 |
|
| R2 |
6,194.2 |
6,194.2 |
5,973.8 |
|
| R1 |
6,050.8 |
6,050.8 |
5,940.6 |
6,122.5 |
| PP |
5,832.7 |
5,832.7 |
5,832.7 |
5,868.5 |
| S1 |
5,689.3 |
5,689.3 |
5,874.4 |
5,761.0 |
| S2 |
5,471.2 |
5,471.2 |
5,841.2 |
|
| S3 |
5,109.7 |
5,327.8 |
5,808.1 |
|
| S4 |
4,748.2 |
4,966.3 |
5,708.7 |
|
|
| 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% |
159.2 |
2.7% |
81% |
False |
False |
110,074 |
| 10 |
6,014.5 |
5,614.5 |
400.0 |
6.8% |
158.7 |
2.7% |
73% |
False |
False |
102,931 |
| 20 |
6,180.0 |
5,585.0 |
595.0 |
10.1% |
172.8 |
2.9% |
54% |
False |
False |
52,860 |
| 40 |
6,329.0 |
5,382.0 |
947.0 |
16.0% |
186.5 |
3.2% |
55% |
False |
False |
26,764 |
| 60 |
6,456.0 |
5,147.5 |
1,308.5 |
22.1% |
184.4 |
3.1% |
58% |
False |
False |
18,041 |
| 80 |
6,456.0 |
4,988.0 |
1,468.0 |
24.8% |
190.4 |
3.2% |
63% |
False |
False |
14,542 |
| 100 |
6,456.0 |
4,988.0 |
1,468.0 |
24.8% |
199.4 |
3.4% |
63% |
False |
False |
11,668 |
| 120 |
7,454.0 |
4,988.0 |
2,466.0 |
41.7% |
189.1 |
3.2% |
37% |
False |
False |
9,741 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,303.0 |
|
2.618 |
6,162.6 |
|
1.618 |
6,076.6 |
|
1.000 |
6,023.5 |
|
0.618 |
5,990.6 |
|
HIGH |
5,937.5 |
|
0.618 |
5,904.6 |
|
0.500 |
5,894.5 |
|
0.382 |
5,884.4 |
|
LOW |
5,851.5 |
|
0.618 |
5,798.4 |
|
1.000 |
5,765.5 |
|
1.618 |
5,712.4 |
|
2.618 |
5,626.4 |
|
4.250 |
5,486.0 |
|
|
| Fisher Pivots for day following 23-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
5,903.2 |
5,896.5 |
| PP |
5,898.8 |
5,885.5 |
| S1 |
5,894.5 |
5,874.5 |
|