| Trading Metrics calculated at close of trading on 08-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2011 |
08-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1,736.2 |
1,748.8 |
12.6 |
0.7% |
1,693.9 |
| High |
1,749.3 |
1,763.0 |
13.7 |
0.8% |
1,769.7 |
| Low |
1,727.2 |
1,711.0 |
-16.2 |
-0.9% |
1,693.9 |
| Close |
1,747.5 |
1,715.9 |
-31.6 |
-1.8% |
1,754.2 |
| Range |
22.1 |
52.0 |
29.9 |
135.3% |
75.8 |
| ATR |
32.6 |
34.0 |
1.4 |
4.3% |
0.0 |
| Volume |
4,632 |
2,830 |
-1,802 |
-38.9% |
25,689 |
|
| Daily Pivots for day following 08-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,886.0 |
1,852.9 |
1,744.5 |
|
| R3 |
1,834.0 |
1,800.9 |
1,730.2 |
|
| R2 |
1,782.0 |
1,782.0 |
1,725.4 |
|
| R1 |
1,748.9 |
1,748.9 |
1,720.7 |
1,739.5 |
| PP |
1,730.0 |
1,730.0 |
1,730.0 |
1,725.2 |
| S1 |
1,696.9 |
1,696.9 |
1,711.1 |
1,687.5 |
| S2 |
1,678.0 |
1,678.0 |
1,706.4 |
|
| S3 |
1,626.0 |
1,644.9 |
1,701.6 |
|
| S4 |
1,574.0 |
1,592.9 |
1,687.3 |
|
|
| Weekly Pivots for week ending 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,966.7 |
1,936.2 |
1,795.9 |
|
| R3 |
1,890.9 |
1,860.4 |
1,775.0 |
|
| R2 |
1,815.1 |
1,815.1 |
1,768.1 |
|
| R1 |
1,784.6 |
1,784.6 |
1,761.1 |
1,799.9 |
| PP |
1,739.3 |
1,739.3 |
1,739.3 |
1,746.9 |
| S1 |
1,708.8 |
1,708.8 |
1,747.3 |
1,724.1 |
| S2 |
1,663.5 |
1,663.5 |
1,740.3 |
|
| S3 |
1,587.7 |
1,633.0 |
1,733.4 |
|
| S4 |
1,511.9 |
1,557.2 |
1,712.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,769.7 |
1,708.5 |
61.2 |
3.6% |
32.7 |
1.9% |
12% |
False |
False |
3,444 |
| 10 |
1,769.7 |
1,679.3 |
90.4 |
5.3% |
30.5 |
1.8% |
40% |
False |
False |
4,627 |
| 20 |
1,799.8 |
1,675.0 |
124.8 |
7.3% |
32.2 |
1.9% |
33% |
False |
False |
3,727 |
| 40 |
1,808.0 |
1,609.0 |
199.0 |
11.6% |
31.1 |
1.8% |
54% |
False |
False |
2,620 |
| 60 |
1,831.7 |
1,553.4 |
278.3 |
16.2% |
37.4 |
2.2% |
58% |
False |
False |
2,006 |
| 80 |
1,925.0 |
1,553.4 |
371.6 |
21.7% |
41.1 |
2.4% |
44% |
False |
False |
1,634 |
| 100 |
1,925.0 |
1,553.4 |
371.6 |
21.7% |
38.5 |
2.2% |
44% |
False |
False |
1,381 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,984.0 |
|
2.618 |
1,899.1 |
|
1.618 |
1,847.1 |
|
1.000 |
1,815.0 |
|
0.618 |
1,795.1 |
|
HIGH |
1,763.0 |
|
0.618 |
1,743.1 |
|
0.500 |
1,737.0 |
|
0.382 |
1,730.9 |
|
LOW |
1,711.0 |
|
0.618 |
1,678.9 |
|
1.000 |
1,659.0 |
|
1.618 |
1,626.9 |
|
2.618 |
1,574.9 |
|
4.250 |
1,490.0 |
|
|
| Fisher Pivots for day following 08-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,737.0 |
1,735.8 |
| PP |
1,730.0 |
1,729.1 |
| S1 |
1,722.9 |
1,722.5 |
|