| Trading Metrics calculated at close of trading on 07-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2011 |
07-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
4,320.0 |
4,301.0 |
-19.0 |
-0.4% |
4,024.0 |
| High |
4,324.0 |
4,324.0 |
0.0 |
0.0% |
4,303.0 |
| Low |
4,259.0 |
4,290.0 |
31.0 |
0.7% |
4,023.0 |
| Close |
4,268.0 |
4,308.0 |
40.0 |
0.9% |
4,298.0 |
| Range |
65.0 |
34.0 |
-31.0 |
-47.7% |
280.0 |
| ATR |
75.1 |
73.8 |
-1.4 |
-1.8% |
0.0 |
| Volume |
30,615 |
27,478 |
-3,137 |
-10.2% |
183,079 |
|
| Daily Pivots for day following 07-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,409.3 |
4,392.7 |
4,326.7 |
|
| R3 |
4,375.3 |
4,358.7 |
4,317.4 |
|
| R2 |
4,341.3 |
4,341.3 |
4,314.2 |
|
| R1 |
4,324.7 |
4,324.7 |
4,311.1 |
4,333.0 |
| PP |
4,307.3 |
4,307.3 |
4,307.3 |
4,311.5 |
| S1 |
4,290.7 |
4,290.7 |
4,304.9 |
4,299.0 |
| S2 |
4,273.3 |
4,273.3 |
4,301.8 |
|
| S3 |
4,239.3 |
4,256.7 |
4,298.7 |
|
| S4 |
4,205.3 |
4,222.7 |
4,289.3 |
|
|
| Weekly Pivots for week ending 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,048.0 |
4,953.0 |
4,452.0 |
|
| R3 |
4,768.0 |
4,673.0 |
4,375.0 |
|
| R2 |
4,488.0 |
4,488.0 |
4,349.3 |
|
| R1 |
4,393.0 |
4,393.0 |
4,323.7 |
4,440.5 |
| PP |
4,208.0 |
4,208.0 |
4,208.0 |
4,231.8 |
| S1 |
4,113.0 |
4,113.0 |
4,272.3 |
4,160.5 |
| S2 |
3,928.0 |
3,928.0 |
4,246.7 |
|
| S3 |
3,648.0 |
3,833.0 |
4,221.0 |
|
| S4 |
3,368.0 |
3,553.0 |
4,144.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,346.0 |
4,212.0 |
134.0 |
3.1% |
54.4 |
1.3% |
72% |
False |
False |
33,753 |
| 10 |
4,346.0 |
3,981.0 |
365.0 |
8.5% |
58.0 |
1.3% |
90% |
False |
False |
33,757 |
| 20 |
4,385.0 |
3,981.0 |
404.0 |
9.4% |
57.5 |
1.3% |
81% |
False |
False |
31,687 |
| 40 |
4,416.0 |
3,981.0 |
435.0 |
10.1% |
58.7 |
1.4% |
75% |
False |
False |
31,045 |
| 60 |
4,416.0 |
3,843.0 |
573.0 |
13.3% |
60.9 |
1.4% |
81% |
False |
False |
33,711 |
| 80 |
4,416.0 |
3,843.0 |
573.0 |
13.3% |
58.2 |
1.4% |
81% |
False |
False |
28,320 |
| 100 |
4,595.0 |
3,730.0 |
865.0 |
20.1% |
58.7 |
1.4% |
67% |
False |
False |
22,702 |
| 120 |
4,656.0 |
3,730.0 |
926.0 |
21.5% |
51.6 |
1.2% |
62% |
False |
False |
18,936 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,468.5 |
|
2.618 |
4,413.0 |
|
1.618 |
4,379.0 |
|
1.000 |
4,358.0 |
|
0.618 |
4,345.0 |
|
HIGH |
4,324.0 |
|
0.618 |
4,311.0 |
|
0.500 |
4,307.0 |
|
0.382 |
4,303.0 |
|
LOW |
4,290.0 |
|
0.618 |
4,269.0 |
|
1.000 |
4,256.0 |
|
1.618 |
4,235.0 |
|
2.618 |
4,201.0 |
|
4.250 |
4,145.5 |
|
|
| Fisher Pivots for day following 07-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
4,307.7 |
4,306.2 |
| PP |
4,307.3 |
4,304.3 |
| S1 |
4,307.0 |
4,302.5 |
|