| Trading Metrics calculated at close of trading on 12-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2011 |
12-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1,716.9 |
1,718.8 |
1.9 |
0.1% |
1,753.9 |
| High |
1,729.9 |
1,719.7 |
-10.2 |
-0.6% |
1,763.0 |
| Low |
1,707.5 |
1,664.0 |
-43.5 |
-2.5% |
1,707.5 |
| Close |
1,719.2 |
1,670.4 |
-48.8 |
-2.8% |
1,719.2 |
| Range |
22.4 |
55.7 |
33.3 |
148.7% |
55.5 |
| ATR |
33.1 |
34.7 |
1.6 |
4.9% |
0.0 |
| Volume |
6,779 |
3,497 |
-3,282 |
-48.4% |
20,374 |
|
| Daily Pivots for day following 12-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,851.8 |
1,816.8 |
1,701.0 |
|
| R3 |
1,796.1 |
1,761.1 |
1,685.7 |
|
| R2 |
1,740.4 |
1,740.4 |
1,680.6 |
|
| R1 |
1,705.4 |
1,705.4 |
1,675.5 |
1,695.1 |
| PP |
1,684.7 |
1,684.7 |
1,684.7 |
1,679.5 |
| S1 |
1,649.7 |
1,649.7 |
1,665.3 |
1,639.4 |
| S2 |
1,629.0 |
1,629.0 |
1,660.2 |
|
| S3 |
1,573.3 |
1,594.0 |
1,655.1 |
|
| S4 |
1,517.6 |
1,538.3 |
1,639.8 |
|
|
| 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 |
1,664.0 |
99.0 |
5.9% |
36.7 |
2.2% |
6% |
False |
True |
4,336 |
| 10 |
1,769.7 |
1,664.0 |
105.7 |
6.3% |
32.5 |
1.9% |
6% |
False |
True |
4,504 |
| 20 |
1,799.8 |
1,664.0 |
135.8 |
8.1% |
32.4 |
1.9% |
5% |
False |
True |
3,894 |
| 40 |
1,808.0 |
1,609.0 |
199.0 |
11.9% |
32.0 |
1.9% |
31% |
False |
False |
2,807 |
| 60 |
1,831.7 |
1,553.4 |
278.3 |
16.7% |
37.0 |
2.2% |
42% |
False |
False |
2,154 |
| 80 |
1,925.0 |
1,553.4 |
371.6 |
22.2% |
41.6 |
2.5% |
31% |
False |
False |
1,757 |
| 100 |
1,925.0 |
1,553.4 |
371.6 |
22.2% |
38.9 |
2.3% |
31% |
False |
False |
1,481 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,956.4 |
|
2.618 |
1,865.5 |
|
1.618 |
1,809.8 |
|
1.000 |
1,775.4 |
|
0.618 |
1,754.1 |
|
HIGH |
1,719.7 |
|
0.618 |
1,698.4 |
|
0.500 |
1,691.9 |
|
0.382 |
1,685.3 |
|
LOW |
1,664.0 |
|
0.618 |
1,629.6 |
|
1.000 |
1,608.3 |
|
1.618 |
1,573.9 |
|
2.618 |
1,518.2 |
|
4.250 |
1,427.3 |
|
|
| Fisher Pivots for day following 12-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,691.9 |
1,713.5 |
| PP |
1,684.7 |
1,699.1 |
| S1 |
1,677.6 |
1,684.8 |
|