| Trading Metrics calculated at close of trading on 09-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2011 |
09-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1,748.8 |
1,716.9 |
-31.9 |
-1.8% |
1,753.9 |
| High |
1,763.0 |
1,729.9 |
-33.1 |
-1.9% |
1,763.0 |
| Low |
1,711.0 |
1,707.5 |
-3.5 |
-0.2% |
1,707.5 |
| Close |
1,715.9 |
1,719.2 |
3.3 |
0.2% |
1,719.2 |
| Range |
52.0 |
22.4 |
-29.6 |
-56.9% |
55.5 |
| ATR |
34.0 |
33.1 |
-0.8 |
-2.4% |
0.0 |
| Volume |
2,830 |
6,779 |
3,949 |
139.5% |
20,374 |
|
| Daily Pivots for day following 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,786.1 |
1,775.0 |
1,731.5 |
|
| R3 |
1,763.7 |
1,752.6 |
1,725.4 |
|
| R2 |
1,741.3 |
1,741.3 |
1,723.3 |
|
| R1 |
1,730.2 |
1,730.2 |
1,721.3 |
1,735.8 |
| PP |
1,718.9 |
1,718.9 |
1,718.9 |
1,721.6 |
| S1 |
1,707.8 |
1,707.8 |
1,717.1 |
1,713.4 |
| S2 |
1,696.5 |
1,696.5 |
1,715.1 |
|
| S3 |
1,674.1 |
1,685.4 |
1,713.0 |
|
| S4 |
1,651.7 |
1,663.0 |
1,706.9 |
|
|
| Weekly Pivots for week ending 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,896.4 |
1,863.3 |
1,749.7 |
|
| R3 |
1,840.9 |
1,807.8 |
1,734.5 |
|
| R2 |
1,785.4 |
1,785.4 |
1,729.4 |
|
| R1 |
1,752.3 |
1,752.3 |
1,724.3 |
1,741.1 |
| PP |
1,729.9 |
1,729.9 |
1,729.9 |
1,724.3 |
| S1 |
1,696.8 |
1,696.8 |
1,714.1 |
1,685.6 |
| S2 |
1,674.4 |
1,674.4 |
1,709.0 |
|
| S3 |
1,618.9 |
1,641.3 |
1,703.9 |
|
| S4 |
1,563.4 |
1,585.8 |
1,688.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,763.0 |
1,707.5 |
55.5 |
3.2% |
32.8 |
1.9% |
21% |
False |
True |
4,074 |
| 10 |
1,769.7 |
1,693.9 |
75.8 |
4.4% |
30.1 |
1.7% |
33% |
False |
False |
4,606 |
| 20 |
1,799.8 |
1,675.0 |
124.8 |
7.3% |
31.5 |
1.8% |
35% |
False |
False |
3,925 |
| 40 |
1,808.0 |
1,609.0 |
199.0 |
11.6% |
31.0 |
1.8% |
55% |
False |
False |
2,752 |
| 60 |
1,831.7 |
1,553.4 |
278.3 |
16.2% |
36.9 |
2.1% |
60% |
False |
False |
2,111 |
| 80 |
1,925.0 |
1,553.4 |
371.6 |
21.6% |
41.3 |
2.4% |
45% |
False |
False |
1,716 |
| 100 |
1,925.0 |
1,553.4 |
371.6 |
21.6% |
38.5 |
2.2% |
45% |
False |
False |
1,447 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,825.1 |
|
2.618 |
1,788.5 |
|
1.618 |
1,766.1 |
|
1.000 |
1,752.3 |
|
0.618 |
1,743.7 |
|
HIGH |
1,729.9 |
|
0.618 |
1,721.3 |
|
0.500 |
1,718.7 |
|
0.382 |
1,716.1 |
|
LOW |
1,707.5 |
|
0.618 |
1,693.7 |
|
1.000 |
1,685.1 |
|
1.618 |
1,671.3 |
|
2.618 |
1,648.9 |
|
4.250 |
1,612.3 |
|
|
| Fisher Pivots for day following 09-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,719.0 |
1,735.3 |
| PP |
1,718.9 |
1,729.9 |
| S1 |
1,718.7 |
1,724.6 |
|