| Trading Metrics calculated at close of trading on 16-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2011 |
16-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1,582.8 |
1,576.3 |
-6.5 |
-0.4% |
1,718.8 |
| High |
1,598.0 |
1,604.6 |
6.6 |
0.4% |
1,719.7 |
| Low |
1,564.6 |
1,576.3 |
11.7 |
0.7% |
1,564.6 |
| Close |
1,579.1 |
1,599.9 |
20.8 |
1.3% |
1,599.9 |
| Range |
33.4 |
28.3 |
-5.1 |
-15.3% |
155.1 |
| ATR |
40.0 |
39.2 |
-0.8 |
-2.1% |
0.0 |
| Volume |
11,035 |
4,033 |
-7,002 |
-63.5% |
26,471 |
|
| Daily Pivots for day following 16-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,678.5 |
1,667.5 |
1,615.5 |
|
| R3 |
1,650.2 |
1,639.2 |
1,607.7 |
|
| R2 |
1,621.9 |
1,621.9 |
1,605.1 |
|
| R1 |
1,610.9 |
1,610.9 |
1,602.5 |
1,616.4 |
| PP |
1,593.6 |
1,593.6 |
1,593.6 |
1,596.4 |
| S1 |
1,582.6 |
1,582.6 |
1,597.3 |
1,588.1 |
| S2 |
1,565.3 |
1,565.3 |
1,594.7 |
|
| S3 |
1,537.0 |
1,554.3 |
1,592.1 |
|
| S4 |
1,508.7 |
1,526.0 |
1,584.3 |
|
|
| Weekly Pivots for week ending 16-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,093.4 |
2,001.7 |
1,685.2 |
|
| R3 |
1,938.3 |
1,846.6 |
1,642.6 |
|
| R2 |
1,783.2 |
1,783.2 |
1,628.3 |
|
| R1 |
1,691.5 |
1,691.5 |
1,614.1 |
1,659.8 |
| PP |
1,628.1 |
1,628.1 |
1,628.1 |
1,612.2 |
| S1 |
1,536.4 |
1,536.4 |
1,585.7 |
1,504.7 |
| S2 |
1,473.0 |
1,473.0 |
1,571.5 |
|
| S3 |
1,317.9 |
1,381.3 |
1,557.2 |
|
| S4 |
1,162.8 |
1,226.2 |
1,514.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,719.7 |
1,564.6 |
155.1 |
9.7% |
50.0 |
3.1% |
23% |
False |
False |
5,294 |
| 10 |
1,763.0 |
1,564.6 |
198.4 |
12.4% |
41.4 |
2.6% |
18% |
False |
False |
4,684 |
| 20 |
1,769.7 |
1,564.6 |
205.1 |
12.8% |
36.0 |
2.2% |
17% |
False |
False |
4,712 |
| 40 |
1,808.0 |
1,564.6 |
243.4 |
15.2% |
33.9 |
2.1% |
15% |
False |
False |
3,300 |
| 60 |
1,808.0 |
1,553.4 |
254.6 |
15.9% |
37.4 |
2.3% |
18% |
False |
False |
2,509 |
| 80 |
1,925.0 |
1,553.4 |
371.6 |
23.2% |
40.5 |
2.5% |
13% |
False |
False |
2,019 |
| 100 |
1,925.0 |
1,553.4 |
371.6 |
23.2% |
40.4 |
2.5% |
13% |
False |
False |
1,706 |
| 120 |
1,925.0 |
1,490.0 |
435.0 |
27.2% |
35.5 |
2.2% |
25% |
False |
False |
1,456 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,724.9 |
|
2.618 |
1,678.7 |
|
1.618 |
1,650.4 |
|
1.000 |
1,632.9 |
|
0.618 |
1,622.1 |
|
HIGH |
1,604.6 |
|
0.618 |
1,593.8 |
|
0.500 |
1,590.5 |
|
0.382 |
1,587.1 |
|
LOW |
1,576.3 |
|
0.618 |
1,558.8 |
|
1.000 |
1,548.0 |
|
1.618 |
1,530.5 |
|
2.618 |
1,502.2 |
|
4.250 |
1,456.0 |
|
|
| Fisher Pivots for day following 16-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,596.8 |
1,605.4 |
| PP |
1,593.6 |
1,603.6 |
| S1 |
1,590.5 |
1,601.7 |
|