| 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 |
1,571.4 |
1,587.4 |
16.0 |
1.0% |
1,707.5 |
| High |
1,592.8 |
1,595.9 |
3.1 |
0.2% |
1,708.2 |
| Low |
1,565.6 |
1,586.0 |
20.4 |
1.3% |
1,565.6 |
| Close |
1,574.6 |
1,595.6 |
21.0 |
1.3% |
1,595.6 |
| Range |
27.2 |
9.9 |
-17.3 |
-63.6% |
142.6 |
| ATR |
39.3 |
38.0 |
-1.3 |
-3.3% |
0.0 |
| Volume |
589 |
57 |
-532 |
-90.3% |
2,697 |
|
| Daily Pivots for day following 16-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,622.2 |
1,618.8 |
1,601.0 |
|
| R3 |
1,612.3 |
1,608.9 |
1,598.3 |
|
| R2 |
1,602.4 |
1,602.4 |
1,597.4 |
|
| R1 |
1,599.0 |
1,599.0 |
1,596.5 |
1,600.7 |
| PP |
1,592.5 |
1,592.5 |
1,592.5 |
1,593.4 |
| S1 |
1,589.1 |
1,589.1 |
1,594.7 |
1,590.8 |
| S2 |
1,582.6 |
1,582.6 |
1,593.8 |
|
| S3 |
1,572.7 |
1,579.2 |
1,592.9 |
|
| S4 |
1,562.8 |
1,569.3 |
1,590.2 |
|
|
| Weekly Pivots for week ending 16-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,050.9 |
1,965.9 |
1,674.0 |
|
| R3 |
1,908.3 |
1,823.3 |
1,634.8 |
|
| R2 |
1,765.7 |
1,765.7 |
1,621.7 |
|
| R1 |
1,680.7 |
1,680.7 |
1,608.7 |
1,651.9 |
| PP |
1,623.1 |
1,623.1 |
1,623.1 |
1,608.8 |
| S1 |
1,538.1 |
1,538.1 |
1,582.5 |
1,509.3 |
| S2 |
1,480.5 |
1,480.5 |
1,569.5 |
|
| S3 |
1,337.9 |
1,395.5 |
1,556.4 |
|
| S4 |
1,195.3 |
1,252.9 |
1,517.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,708.2 |
1,565.6 |
142.6 |
8.9% |
40.7 |
2.5% |
21% |
False |
False |
539 |
| 10 |
1,752.6 |
1,565.6 |
187.0 |
11.7% |
35.0 |
2.2% |
16% |
False |
False |
591 |
| 20 |
1,762.9 |
1,565.6 |
197.3 |
12.4% |
34.1 |
2.1% |
15% |
False |
False |
51,260 |
| 40 |
1,804.4 |
1,565.6 |
238.8 |
15.0% |
35.5 |
2.2% |
13% |
False |
False |
92,028 |
| 60 |
1,804.4 |
1,535.0 |
269.4 |
16.9% |
40.9 |
2.6% |
22% |
False |
False |
114,686 |
| 80 |
1,923.7 |
1,535.0 |
388.7 |
24.4% |
44.6 |
2.8% |
16% |
False |
False |
139,666 |
| 100 |
1,923.7 |
1,535.0 |
388.7 |
24.4% |
44.9 |
2.8% |
16% |
False |
False |
156,974 |
| 120 |
1,923.7 |
1,481.0 |
442.7 |
27.7% |
40.8 |
2.6% |
26% |
False |
False |
135,368 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,638.0 |
|
2.618 |
1,621.8 |
|
1.618 |
1,611.9 |
|
1.000 |
1,605.8 |
|
0.618 |
1,602.0 |
|
HIGH |
1,595.9 |
|
0.618 |
1,592.1 |
|
0.500 |
1,591.0 |
|
0.382 |
1,589.8 |
|
LOW |
1,586.0 |
|
0.618 |
1,579.9 |
|
1.000 |
1,576.1 |
|
1.618 |
1,570.0 |
|
2.618 |
1,560.1 |
|
4.250 |
1,543.9 |
|
|
| Fisher Pivots for day following 16-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,594.1 |
1,602.6 |
| PP |
1,592.5 |
1,600.2 |
| S1 |
1,591.0 |
1,597.9 |
|