| 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 |
2,206.0 |
2,168.0 |
-38.0 |
-1.7% |
2,289.0 |
| High |
2,214.0 |
2,188.0 |
-26.0 |
-1.2% |
2,326.0 |
| Low |
2,155.0 |
2,131.0 |
-24.0 |
-1.1% |
2,182.0 |
| Close |
2,185.0 |
2,137.0 |
-48.0 |
-2.2% |
2,270.0 |
| Range |
59.0 |
57.0 |
-2.0 |
-3.4% |
144.0 |
| ATR |
68.7 |
67.9 |
-0.8 |
-1.2% |
0.0 |
| Volume |
13,126 |
33,384 |
20,258 |
154.3% |
61,261 |
|
| Daily Pivots for day following 14-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,323.0 |
2,287.0 |
2,168.4 |
|
| R3 |
2,266.0 |
2,230.0 |
2,152.7 |
|
| R2 |
2,209.0 |
2,209.0 |
2,147.5 |
|
| R1 |
2,173.0 |
2,173.0 |
2,142.2 |
2,162.5 |
| PP |
2,152.0 |
2,152.0 |
2,152.0 |
2,146.8 |
| S1 |
2,116.0 |
2,116.0 |
2,131.8 |
2,105.5 |
| S2 |
2,095.0 |
2,095.0 |
2,126.6 |
|
| S3 |
2,038.0 |
2,059.0 |
2,121.3 |
|
| S4 |
1,981.0 |
2,002.0 |
2,105.7 |
|
|
| 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 |
2,296.0 |
2,131.0 |
165.0 |
7.7% |
78.6 |
3.7% |
4% |
False |
True |
19,899 |
| 10 |
2,326.0 |
2,131.0 |
195.0 |
9.1% |
60.6 |
2.8% |
3% |
False |
True |
13,054 |
| 20 |
2,326.0 |
1,999.0 |
327.0 |
15.3% |
60.0 |
2.8% |
42% |
False |
False |
6,885 |
| 40 |
2,435.0 |
1,999.0 |
436.0 |
20.4% |
57.8 |
2.7% |
32% |
False |
False |
3,602 |
| 60 |
2,435.0 |
1,903.0 |
532.0 |
24.9% |
53.1 |
2.5% |
44% |
False |
False |
2,468 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,430.3 |
|
2.618 |
2,337.2 |
|
1.618 |
2,280.2 |
|
1.000 |
2,245.0 |
|
0.618 |
2,223.2 |
|
HIGH |
2,188.0 |
|
0.618 |
2,166.2 |
|
0.500 |
2,159.5 |
|
0.382 |
2,152.8 |
|
LOW |
2,131.0 |
|
0.618 |
2,095.8 |
|
1.000 |
2,074.0 |
|
1.618 |
2,038.8 |
|
2.618 |
1,981.8 |
|
4.250 |
1,888.8 |
|
|
| Fisher Pivots for day following 14-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,159.5 |
2,199.5 |
| PP |
2,152.0 |
2,178.7 |
| S1 |
2,144.5 |
2,157.8 |
|