| Trading Metrics calculated at close of trading on 13-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2011 |
13-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
2,268.0 |
2,206.0 |
-62.0 |
-2.7% |
2,289.0 |
| High |
2,268.0 |
2,214.0 |
-54.0 |
-2.4% |
2,326.0 |
| Low |
2,186.0 |
2,155.0 |
-31.0 |
-1.4% |
2,182.0 |
| Close |
2,201.0 |
2,185.0 |
-16.0 |
-0.7% |
2,270.0 |
| Range |
82.0 |
59.0 |
-23.0 |
-28.0% |
144.0 |
| ATR |
69.5 |
68.7 |
-0.7 |
-1.1% |
0.0 |
| Volume |
20,220 |
13,126 |
-7,094 |
-35.1% |
61,261 |
|
| Daily Pivots for day following 13-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,361.7 |
2,332.3 |
2,217.5 |
|
| R3 |
2,302.7 |
2,273.3 |
2,201.2 |
|
| R2 |
2,243.7 |
2,243.7 |
2,195.8 |
|
| R1 |
2,214.3 |
2,214.3 |
2,190.4 |
2,199.5 |
| PP |
2,184.7 |
2,184.7 |
2,184.7 |
2,177.3 |
| S1 |
2,155.3 |
2,155.3 |
2,179.6 |
2,140.5 |
| S2 |
2,125.7 |
2,125.7 |
2,174.2 |
|
| S3 |
2,066.7 |
2,096.3 |
2,168.8 |
|
| S4 |
2,007.7 |
2,037.3 |
2,152.6 |
|
|
| 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 |
2,155.0 |
171.0 |
7.8% |
85.2 |
3.9% |
18% |
False |
True |
14,355 |
| 10 |
2,326.0 |
2,132.0 |
194.0 |
8.9% |
68.8 |
3.1% |
27% |
False |
False |
9,849 |
| 20 |
2,326.0 |
1,999.0 |
327.0 |
15.0% |
60.1 |
2.8% |
57% |
False |
False |
5,219 |
| 40 |
2,435.0 |
1,999.0 |
436.0 |
20.0% |
56.9 |
2.6% |
43% |
False |
False |
2,781 |
| 60 |
2,435.0 |
1,903.0 |
532.0 |
24.3% |
52.6 |
2.4% |
53% |
False |
False |
1,913 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,464.8 |
|
2.618 |
2,368.5 |
|
1.618 |
2,309.5 |
|
1.000 |
2,273.0 |
|
0.618 |
2,250.5 |
|
HIGH |
2,214.0 |
|
0.618 |
2,191.5 |
|
0.500 |
2,184.5 |
|
0.382 |
2,177.5 |
|
LOW |
2,155.0 |
|
0.618 |
2,118.5 |
|
1.000 |
2,096.0 |
|
1.618 |
2,059.5 |
|
2.618 |
2,000.5 |
|
4.250 |
1,904.3 |
|
|
| Fisher Pivots for day following 13-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,184.8 |
2,215.5 |
| PP |
2,184.7 |
2,205.3 |
| S1 |
2,184.5 |
2,195.2 |
|