| 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 |
1,654.7 |
1,636.5 |
-18.2 |
-1.1% |
1,748.9 |
| High |
1,671.8 |
1,639.5 |
-32.3 |
-1.9% |
1,752.6 |
| Low |
1,628.0 |
1,565.8 |
-62.2 |
-3.8% |
1,703.0 |
| Close |
1,659.9 |
1,584.3 |
-75.6 |
-4.6% |
1,712.8 |
| Range |
43.8 |
73.7 |
29.9 |
68.3% |
49.6 |
| ATR |
36.1 |
40.2 |
4.1 |
11.5% |
0.0 |
| Volume |
274 |
890 |
616 |
224.8% |
3,214 |
|
| Daily Pivots for day following 14-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,817.6 |
1,774.7 |
1,624.8 |
|
| R3 |
1,743.9 |
1,701.0 |
1,604.6 |
|
| R2 |
1,670.2 |
1,670.2 |
1,597.8 |
|
| R1 |
1,627.3 |
1,627.3 |
1,591.1 |
1,611.9 |
| PP |
1,596.5 |
1,596.5 |
1,596.5 |
1,588.9 |
| S1 |
1,553.6 |
1,553.6 |
1,577.5 |
1,538.2 |
| S2 |
1,522.8 |
1,522.8 |
1,570.8 |
|
| S3 |
1,449.1 |
1,479.9 |
1,564.0 |
|
| S4 |
1,375.4 |
1,406.2 |
1,543.8 |
|
|
| Weekly Pivots for week ending 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,871.6 |
1,841.8 |
1,740.1 |
|
| R3 |
1,822.0 |
1,792.2 |
1,726.4 |
|
| R2 |
1,772.4 |
1,772.4 |
1,721.9 |
|
| R1 |
1,742.6 |
1,742.6 |
1,717.3 |
1,732.7 |
| PP |
1,722.8 |
1,722.8 |
1,722.8 |
1,717.9 |
| S1 |
1,693.0 |
1,693.0 |
1,708.3 |
1,683.1 |
| S2 |
1,673.2 |
1,673.2 |
1,703.7 |
|
| S3 |
1,623.6 |
1,643.4 |
1,699.2 |
|
| S4 |
1,574.0 |
1,593.8 |
1,685.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,752.3 |
1,565.8 |
186.5 |
11.8% |
45.6 |
2.9% |
10% |
False |
True |
712 |
| 10 |
1,762.9 |
1,565.8 |
197.1 |
12.4% |
35.3 |
2.2% |
9% |
False |
True |
768 |
| 20 |
1,784.8 |
1,565.8 |
219.0 |
13.8% |
36.6 |
2.3% |
8% |
False |
True |
69,125 |
| 40 |
1,804.4 |
1,565.8 |
238.6 |
15.1% |
36.2 |
2.3% |
8% |
False |
True |
99,152 |
| 60 |
1,819.4 |
1,535.0 |
284.4 |
18.0% |
42.0 |
2.6% |
17% |
False |
False |
121,945 |
| 80 |
1,923.7 |
1,535.0 |
388.7 |
24.5% |
46.6 |
2.9% |
13% |
False |
False |
149,055 |
| 100 |
1,923.7 |
1,535.0 |
388.7 |
24.5% |
44.9 |
2.8% |
13% |
False |
False |
158,668 |
| 120 |
1,923.7 |
1,481.0 |
442.7 |
27.9% |
40.7 |
2.6% |
23% |
False |
False |
135,477 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,952.7 |
|
2.618 |
1,832.4 |
|
1.618 |
1,758.7 |
|
1.000 |
1,713.2 |
|
0.618 |
1,685.0 |
|
HIGH |
1,639.5 |
|
0.618 |
1,611.3 |
|
0.500 |
1,602.7 |
|
0.382 |
1,594.0 |
|
LOW |
1,565.8 |
|
0.618 |
1,520.3 |
|
1.000 |
1,492.1 |
|
1.618 |
1,446.6 |
|
2.618 |
1,372.9 |
|
4.250 |
1,252.6 |
|
|
| Fisher Pivots for day following 14-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,602.7 |
1,637.0 |
| PP |
1,596.5 |
1,619.4 |
| S1 |
1,590.4 |
1,601.9 |
|