| Trading Metrics calculated at close of trading on 16-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2011 |
16-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
2,128.0 |
2,155.0 |
27.0 |
1.3% |
2,268.0 |
| High |
2,171.0 |
2,168.0 |
-3.0 |
-0.1% |
2,268.0 |
| Low |
2,128.0 |
2,109.0 |
-19.0 |
-0.9% |
2,109.0 |
| Close |
2,156.0 |
2,130.0 |
-26.0 |
-1.2% |
2,130.0 |
| Range |
43.0 |
59.0 |
16.0 |
37.2% |
159.0 |
| ATR |
66.1 |
65.6 |
-0.5 |
-0.8% |
0.0 |
| Volume |
52,698 |
24,115 |
-28,583 |
-54.2% |
143,543 |
|
| Daily Pivots for day following 16-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,312.7 |
2,280.3 |
2,162.5 |
|
| R3 |
2,253.7 |
2,221.3 |
2,146.2 |
|
| R2 |
2,194.7 |
2,194.7 |
2,140.8 |
|
| R1 |
2,162.3 |
2,162.3 |
2,135.4 |
2,149.0 |
| PP |
2,135.7 |
2,135.7 |
2,135.7 |
2,129.0 |
| S1 |
2,103.3 |
2,103.3 |
2,124.6 |
2,090.0 |
| S2 |
2,076.7 |
2,076.7 |
2,119.2 |
|
| S3 |
2,017.7 |
2,044.3 |
2,113.8 |
|
| S4 |
1,958.7 |
1,985.3 |
2,097.6 |
|
|
| Weekly Pivots for week ending 16-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,646.0 |
2,547.0 |
2,217.5 |
|
| R3 |
2,487.0 |
2,388.0 |
2,173.7 |
|
| R2 |
2,328.0 |
2,328.0 |
2,159.2 |
|
| R1 |
2,229.0 |
2,229.0 |
2,144.6 |
2,199.0 |
| PP |
2,169.0 |
2,169.0 |
2,169.0 |
2,154.0 |
| S1 |
2,070.0 |
2,070.0 |
2,115.4 |
2,040.0 |
| S2 |
2,010.0 |
2,010.0 |
2,100.9 |
|
| S3 |
1,851.0 |
1,911.0 |
2,086.3 |
|
| S4 |
1,692.0 |
1,752.0 |
2,042.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,268.0 |
2,109.0 |
159.0 |
7.5% |
60.0 |
2.8% |
13% |
False |
True |
28,708 |
| 10 |
2,326.0 |
2,109.0 |
217.0 |
10.2% |
64.2 |
3.0% |
10% |
False |
True |
20,480 |
| 20 |
2,326.0 |
1,999.0 |
327.0 |
15.4% |
60.6 |
2.8% |
40% |
False |
False |
10,724 |
| 40 |
2,435.0 |
1,999.0 |
436.0 |
20.5% |
57.9 |
2.7% |
30% |
False |
False |
5,516 |
| 60 |
2,435.0 |
1,903.0 |
532.0 |
25.0% |
54.5 |
2.6% |
43% |
False |
False |
3,748 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,418.8 |
|
2.618 |
2,322.5 |
|
1.618 |
2,263.5 |
|
1.000 |
2,227.0 |
|
0.618 |
2,204.5 |
|
HIGH |
2,168.0 |
|
0.618 |
2,145.5 |
|
0.500 |
2,138.5 |
|
0.382 |
2,131.5 |
|
LOW |
2,109.0 |
|
0.618 |
2,072.5 |
|
1.000 |
2,050.0 |
|
1.618 |
2,013.5 |
|
2.618 |
1,954.5 |
|
4.250 |
1,858.3 |
|
|
| Fisher Pivots for day following 16-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,138.5 |
2,148.5 |
| PP |
2,135.7 |
2,142.3 |
| S1 |
2,132.8 |
2,136.2 |
|