| Trading Metrics calculated at close of trading on 15-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2011 |
15-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
2,168.0 |
2,128.0 |
-40.0 |
-1.8% |
2,289.0 |
| High |
2,188.0 |
2,171.0 |
-17.0 |
-0.8% |
2,326.0 |
| Low |
2,131.0 |
2,128.0 |
-3.0 |
-0.1% |
2,182.0 |
| Close |
2,137.0 |
2,156.0 |
19.0 |
0.9% |
2,270.0 |
| Range |
57.0 |
43.0 |
-14.0 |
-24.6% |
144.0 |
| ATR |
67.9 |
66.1 |
-1.8 |
-2.6% |
0.0 |
| Volume |
33,384 |
52,698 |
19,314 |
57.9% |
61,261 |
|
| Daily Pivots for day following 15-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,280.7 |
2,261.3 |
2,179.7 |
|
| R3 |
2,237.7 |
2,218.3 |
2,167.8 |
|
| R2 |
2,194.7 |
2,194.7 |
2,163.9 |
|
| R1 |
2,175.3 |
2,175.3 |
2,159.9 |
2,185.0 |
| PP |
2,151.7 |
2,151.7 |
2,151.7 |
2,156.5 |
| S1 |
2,132.3 |
2,132.3 |
2,152.1 |
2,142.0 |
| S2 |
2,108.7 |
2,108.7 |
2,148.1 |
|
| S3 |
2,065.7 |
2,089.3 |
2,144.2 |
|
| S4 |
2,022.7 |
2,046.3 |
2,132.4 |
|
|
| 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 |
2,276.0 |
2,128.0 |
148.0 |
6.9% |
67.0 |
3.1% |
19% |
False |
True |
26,925 |
| 10 |
2,326.0 |
2,128.0 |
198.0 |
9.2% |
62.2 |
2.9% |
14% |
False |
True |
18,168 |
| 20 |
2,326.0 |
1,999.0 |
327.0 |
15.2% |
59.5 |
2.8% |
48% |
False |
False |
9,519 |
| 40 |
2,435.0 |
1,999.0 |
436.0 |
20.2% |
57.9 |
2.7% |
36% |
False |
False |
4,914 |
| 60 |
2,435.0 |
1,903.0 |
532.0 |
24.7% |
53.6 |
2.5% |
48% |
False |
False |
3,346 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,353.8 |
|
2.618 |
2,283.6 |
|
1.618 |
2,240.6 |
|
1.000 |
2,214.0 |
|
0.618 |
2,197.6 |
|
HIGH |
2,171.0 |
|
0.618 |
2,154.6 |
|
0.500 |
2,149.5 |
|
0.382 |
2,144.4 |
|
LOW |
2,128.0 |
|
0.618 |
2,101.4 |
|
1.000 |
2,085.0 |
|
1.618 |
2,058.4 |
|
2.618 |
2,015.4 |
|
4.250 |
1,945.3 |
|
|
| Fisher Pivots for day following 15-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,153.8 |
2,171.0 |
| PP |
2,151.7 |
2,166.0 |
| S1 |
2,149.5 |
2,161.0 |
|