| 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 |
5,676.0 |
5,806.0 |
130.0 |
2.3% |
6,025.5 |
| High |
5,820.5 |
5,811.0 |
-9.5 |
-0.2% |
6,025.5 |
| Low |
5,676.0 |
5,675.0 |
-1.0 |
0.0% |
5,675.0 |
| Close |
5,770.0 |
5,734.5 |
-35.5 |
-0.6% |
5,734.5 |
| Range |
144.5 |
136.0 |
-8.5 |
-5.9% |
350.5 |
| ATR |
171.5 |
169.0 |
-2.5 |
-1.5% |
0.0 |
| Volume |
13,612 |
4,975 |
-8,637 |
-63.5% |
40,449 |
|
| Daily Pivots for day following 16-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,148.2 |
6,077.3 |
5,809.3 |
|
| R3 |
6,012.2 |
5,941.3 |
5,771.9 |
|
| R2 |
5,876.2 |
5,876.2 |
5,759.4 |
|
| R1 |
5,805.3 |
5,805.3 |
5,747.0 |
5,772.8 |
| PP |
5,740.2 |
5,740.2 |
5,740.2 |
5,723.9 |
| S1 |
5,669.3 |
5,669.3 |
5,722.0 |
5,636.8 |
| S2 |
5,604.2 |
5,604.2 |
5,709.6 |
|
| S3 |
5,468.2 |
5,533.3 |
5,697.1 |
|
| S4 |
5,332.2 |
5,397.3 |
5,659.7 |
|
|
| Weekly Pivots for week ending 16-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,863.2 |
6,649.3 |
5,927.3 |
|
| R3 |
6,512.7 |
6,298.8 |
5,830.9 |
|
| R2 |
6,162.2 |
6,162.2 |
5,798.8 |
|
| R1 |
5,948.3 |
5,948.3 |
5,766.6 |
5,880.0 |
| PP |
5,811.7 |
5,811.7 |
5,811.7 |
5,777.5 |
| S1 |
5,597.8 |
5,597.8 |
5,702.4 |
5,529.5 |
| S2 |
5,461.2 |
5,461.2 |
5,670.2 |
|
| S3 |
5,110.7 |
5,247.3 |
5,638.1 |
|
| S4 |
4,760.2 |
4,896.8 |
5,541.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,025.5 |
5,675.0 |
350.5 |
6.1% |
154.2 |
2.7% |
17% |
False |
True |
8,089 |
| 10 |
6,186.0 |
5,675.0 |
511.0 |
8.9% |
163.5 |
2.9% |
12% |
False |
True |
4,372 |
| 20 |
6,186.0 |
5,409.0 |
777.0 |
13.5% |
155.1 |
2.7% |
42% |
False |
False |
2,264 |
| 40 |
6,471.0 |
5,409.0 |
1,062.0 |
18.5% |
163.6 |
2.9% |
31% |
False |
False |
1,204 |
| 60 |
6,471.0 |
5,187.5 |
1,283.5 |
22.4% |
155.7 |
2.7% |
43% |
False |
False |
828 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,389.0 |
|
2.618 |
6,167.0 |
|
1.618 |
6,031.0 |
|
1.000 |
5,947.0 |
|
0.618 |
5,895.0 |
|
HIGH |
5,811.0 |
|
0.618 |
5,759.0 |
|
0.500 |
5,743.0 |
|
0.382 |
5,727.0 |
|
LOW |
5,675.0 |
|
0.618 |
5,591.0 |
|
1.000 |
5,539.0 |
|
1.618 |
5,455.0 |
|
2.618 |
5,319.0 |
|
4.250 |
5,097.0 |
|
|
| Fisher Pivots for day following 16-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
5,743.0 |
5,747.8 |
| PP |
5,740.2 |
5,743.3 |
| S1 |
5,737.3 |
5,738.9 |
|