| Trading Metrics calculated at close of trading on 14-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2011 |
14-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1,670.2 |
1,633.3 |
-36.9 |
-2.2% |
1,753.9 |
| High |
1,683.6 |
1,646.2 |
-37.4 |
-2.2% |
1,763.0 |
| Low |
1,628.2 |
1,568.8 |
-59.4 |
-3.6% |
1,707.5 |
| Close |
1,665.2 |
1,588.8 |
-76.4 |
-4.6% |
1,719.2 |
| Range |
55.4 |
77.4 |
22.0 |
39.7% |
55.5 |
| ATR |
36.2 |
40.5 |
4.3 |
11.9% |
0.0 |
| Volume |
4,029 |
3,877 |
-152 |
-3.8% |
20,374 |
|
| Daily Pivots for day following 14-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,833.5 |
1,788.5 |
1,631.4 |
|
| R3 |
1,756.1 |
1,711.1 |
1,610.1 |
|
| R2 |
1,678.7 |
1,678.7 |
1,603.0 |
|
| R1 |
1,633.7 |
1,633.7 |
1,595.9 |
1,617.5 |
| PP |
1,601.3 |
1,601.3 |
1,601.3 |
1,593.2 |
| S1 |
1,556.3 |
1,556.3 |
1,581.7 |
1,540.1 |
| S2 |
1,523.9 |
1,523.9 |
1,574.6 |
|
| S3 |
1,446.5 |
1,478.9 |
1,567.5 |
|
| S4 |
1,369.1 |
1,401.5 |
1,546.2 |
|
|
| 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 |
1,568.8 |
194.2 |
12.2% |
52.6 |
3.3% |
10% |
False |
True |
4,202 |
| 10 |
1,769.7 |
1,568.8 |
200.9 |
12.6% |
39.3 |
2.5% |
10% |
False |
True |
4,121 |
| 20 |
1,789.2 |
1,568.8 |
220.4 |
13.9% |
36.9 |
2.3% |
9% |
False |
True |
4,144 |
| 40 |
1,808.0 |
1,568.8 |
239.2 |
15.1% |
33.5 |
2.1% |
8% |
False |
True |
2,980 |
| 60 |
1,818.8 |
1,553.4 |
265.4 |
16.7% |
37.8 |
2.4% |
13% |
False |
False |
2,263 |
| 80 |
1,925.0 |
1,553.4 |
371.6 |
23.4% |
42.1 |
2.6% |
10% |
False |
False |
1,846 |
| 100 |
1,925.0 |
1,553.4 |
371.6 |
23.4% |
40.0 |
2.5% |
10% |
False |
False |
1,556 |
| 120 |
1,925.0 |
1,490.0 |
435.0 |
27.4% |
35.0 |
2.2% |
23% |
False |
False |
1,334 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,975.2 |
|
2.618 |
1,848.8 |
|
1.618 |
1,771.4 |
|
1.000 |
1,723.6 |
|
0.618 |
1,694.0 |
|
HIGH |
1,646.2 |
|
0.618 |
1,616.6 |
|
0.500 |
1,607.5 |
|
0.382 |
1,598.4 |
|
LOW |
1,568.8 |
|
0.618 |
1,521.0 |
|
1.000 |
1,491.4 |
|
1.618 |
1,443.6 |
|
2.618 |
1,366.2 |
|
4.250 |
1,239.9 |
|
|
| Fisher Pivots for day following 14-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,607.5 |
1,644.3 |
| PP |
1,601.3 |
1,625.8 |
| S1 |
1,595.0 |
1,607.3 |
|