| 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 |
2,185.0 |
2,268.0 |
83.0 |
3.8% |
2,289.0 |
| High |
2,276.0 |
2,268.0 |
-8.0 |
-0.4% |
2,326.0 |
| Low |
2,182.0 |
2,186.0 |
4.0 |
0.2% |
2,182.0 |
| Close |
2,270.0 |
2,201.0 |
-69.0 |
-3.0% |
2,270.0 |
| Range |
94.0 |
82.0 |
-12.0 |
-12.8% |
144.0 |
| ATR |
68.3 |
69.5 |
1.1 |
1.6% |
0.0 |
| Volume |
15,199 |
20,220 |
5,021 |
33.0% |
61,261 |
|
| Daily Pivots for day following 12-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,464.3 |
2,414.7 |
2,246.1 |
|
| R3 |
2,382.3 |
2,332.7 |
2,223.6 |
|
| R2 |
2,300.3 |
2,300.3 |
2,216.0 |
|
| R1 |
2,250.7 |
2,250.7 |
2,208.5 |
2,234.5 |
| PP |
2,218.3 |
2,218.3 |
2,218.3 |
2,210.3 |
| S1 |
2,168.7 |
2,168.7 |
2,193.5 |
2,152.5 |
| S2 |
2,136.3 |
2,136.3 |
2,186.0 |
|
| S3 |
2,054.3 |
2,086.7 |
2,178.5 |
|
| S4 |
1,972.3 |
2,004.7 |
2,155.9 |
|
|
| Weekly Pivots for week ending 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,691.3 |
2,624.7 |
2,349.2 |
|
| R3 |
2,547.3 |
2,480.7 |
2,309.6 |
|
| R2 |
2,403.3 |
2,403.3 |
2,296.4 |
|
| R1 |
2,336.7 |
2,336.7 |
2,283.2 |
2,298.0 |
| PP |
2,259.3 |
2,259.3 |
2,259.3 |
2,240.0 |
| S1 |
2,192.7 |
2,192.7 |
2,256.8 |
2,154.0 |
| S2 |
2,115.3 |
2,115.3 |
2,243.6 |
|
| S3 |
1,971.3 |
2,048.7 |
2,230.4 |
|
| S4 |
1,827.3 |
1,904.7 |
2,190.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,326.0 |
2,182.0 |
144.0 |
6.5% |
79.2 |
3.6% |
13% |
False |
False |
12,481 |
| 10 |
2,326.0 |
2,122.0 |
204.0 |
9.3% |
68.4 |
3.1% |
39% |
False |
False |
8,681 |
| 20 |
2,326.0 |
1,999.0 |
327.0 |
14.9% |
59.9 |
2.7% |
62% |
False |
False |
4,575 |
| 40 |
2,435.0 |
1,999.0 |
436.0 |
19.8% |
56.2 |
2.6% |
46% |
False |
False |
2,453 |
| 60 |
2,435.0 |
1,903.0 |
532.0 |
24.2% |
52.2 |
2.4% |
56% |
False |
False |
1,694 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,616.5 |
|
2.618 |
2,482.7 |
|
1.618 |
2,400.7 |
|
1.000 |
2,350.0 |
|
0.618 |
2,318.7 |
|
HIGH |
2,268.0 |
|
0.618 |
2,236.7 |
|
0.500 |
2,227.0 |
|
0.382 |
2,217.3 |
|
LOW |
2,186.0 |
|
0.618 |
2,135.3 |
|
1.000 |
2,104.0 |
|
1.618 |
2,053.3 |
|
2.618 |
1,971.3 |
|
4.250 |
1,837.5 |
|
|
| Fisher Pivots for day following 12-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,227.0 |
2,239.0 |
| PP |
2,218.3 |
2,226.3 |
| S1 |
2,209.7 |
2,213.7 |
|