| Trading Metrics calculated at close of trading on 21-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2011 |
21-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1,597.3 |
1,621.5 |
24.2 |
1.5% |
1,718.8 |
| High |
1,622.1 |
1,645.9 |
23.8 |
1.5% |
1,719.7 |
| Low |
1,597.3 |
1,610.0 |
12.7 |
0.8% |
1,564.6 |
| Close |
1,619.8 |
1,615.9 |
-3.9 |
-0.2% |
1,599.9 |
| Range |
24.8 |
35.9 |
11.1 |
44.8% |
155.1 |
| ATR |
37.1 |
37.0 |
-0.1 |
-0.2% |
0.0 |
| Volume |
1,439 |
3,096 |
1,657 |
115.1% |
26,471 |
|
| Daily Pivots for day following 21-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,731.6 |
1,709.7 |
1,635.6 |
|
| R3 |
1,695.7 |
1,673.8 |
1,625.8 |
|
| R2 |
1,659.8 |
1,659.8 |
1,622.5 |
|
| R1 |
1,637.9 |
1,637.9 |
1,619.2 |
1,630.9 |
| PP |
1,623.9 |
1,623.9 |
1,623.9 |
1,620.5 |
| S1 |
1,602.0 |
1,602.0 |
1,612.6 |
1,595.0 |
| S2 |
1,588.0 |
1,588.0 |
1,609.3 |
|
| S3 |
1,552.1 |
1,566.1 |
1,606.0 |
|
| S4 |
1,516.2 |
1,530.2 |
1,596.2 |
|
|
| 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 |
1,645.9 |
1,564.6 |
81.3 |
5.0% |
29.2 |
1.8% |
63% |
True |
False |
4,713 |
| 10 |
1,763.0 |
1,564.6 |
198.4 |
12.3% |
40.9 |
2.5% |
26% |
False |
False |
4,458 |
| 20 |
1,769.7 |
1,564.6 |
205.1 |
12.7% |
34.7 |
2.1% |
25% |
False |
False |
4,617 |
| 40 |
1,808.0 |
1,564.6 |
243.4 |
15.1% |
33.4 |
2.1% |
21% |
False |
False |
3,442 |
| 60 |
1,808.0 |
1,564.6 |
243.4 |
15.1% |
34.0 |
2.1% |
21% |
False |
False |
2,611 |
| 80 |
1,925.0 |
1,553.4 |
371.6 |
23.0% |
39.1 |
2.4% |
17% |
False |
False |
2,113 |
| 100 |
1,925.0 |
1,553.4 |
371.6 |
23.0% |
40.7 |
2.5% |
17% |
False |
False |
1,778 |
| 120 |
1,925.0 |
1,516.4 |
408.6 |
25.3% |
36.2 |
2.2% |
24% |
False |
False |
1,524 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,798.5 |
|
2.618 |
1,739.9 |
|
1.618 |
1,704.0 |
|
1.000 |
1,681.8 |
|
0.618 |
1,668.1 |
|
HIGH |
1,645.9 |
|
0.618 |
1,632.2 |
|
0.500 |
1,628.0 |
|
0.382 |
1,623.7 |
|
LOW |
1,610.0 |
|
0.618 |
1,587.8 |
|
1.000 |
1,574.1 |
|
1.618 |
1,551.9 |
|
2.618 |
1,516.0 |
|
4.250 |
1,457.4 |
|
|
| Fisher Pivots for day following 21-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,628.0 |
1,616.8 |
| PP |
1,623.9 |
1,616.5 |
| S1 |
1,619.9 |
1,616.2 |
|