| Trading Metrics calculated at close of trading on 08-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2011 |
08-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
6,060.0 |
6,070.0 |
10.0 |
0.2% |
5,595.5 |
| High |
6,138.5 |
6,080.5 |
-58.0 |
-0.9% |
6,175.0 |
| Low |
5,919.5 |
5,815.5 |
-104.0 |
-1.8% |
5,567.0 |
| Close |
6,063.5 |
5,829.5 |
-234.0 |
-3.9% |
6,052.5 |
| Range |
219.0 |
265.0 |
46.0 |
21.0% |
608.0 |
| ATR |
196.2 |
201.2 |
4.9 |
2.5% |
0.0 |
| Volume |
171,579 |
207,407 |
35,828 |
20.9% |
918,712 |
|
| Daily Pivots for day following 08-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,703.5 |
6,531.5 |
5,975.3 |
|
| R3 |
6,438.5 |
6,266.5 |
5,902.4 |
|
| R2 |
6,173.5 |
6,173.5 |
5,878.1 |
|
| R1 |
6,001.5 |
6,001.5 |
5,853.8 |
5,955.0 |
| PP |
5,908.5 |
5,908.5 |
5,908.5 |
5,885.3 |
| S1 |
5,736.5 |
5,736.5 |
5,805.2 |
5,690.0 |
| S2 |
5,643.5 |
5,643.5 |
5,780.9 |
|
| S3 |
5,378.5 |
5,471.5 |
5,756.6 |
|
| S4 |
5,113.5 |
5,206.5 |
5,683.8 |
|
|
| Weekly Pivots for week ending 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,755.5 |
7,512.0 |
6,386.9 |
|
| R3 |
7,147.5 |
6,904.0 |
6,219.7 |
|
| R2 |
6,539.5 |
6,539.5 |
6,164.0 |
|
| R1 |
6,296.0 |
6,296.0 |
6,108.2 |
6,417.8 |
| PP |
5,931.5 |
5,931.5 |
5,931.5 |
5,992.4 |
| S1 |
5,688.0 |
5,688.0 |
5,996.8 |
5,809.8 |
| S2 |
5,323.5 |
5,323.5 |
5,941.0 |
|
| S3 |
4,715.5 |
5,080.0 |
5,885.3 |
|
| S4 |
4,107.5 |
4,472.0 |
5,718.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,175.0 |
5,815.5 |
359.5 |
6.2% |
165.0 |
2.8% |
4% |
False |
True |
160,871 |
| 10 |
6,175.0 |
5,366.0 |
809.0 |
13.9% |
185.8 |
3.2% |
57% |
False |
False |
171,551 |
| 20 |
6,175.0 |
5,366.0 |
809.0 |
13.9% |
187.5 |
3.2% |
57% |
False |
False |
177,904 |
| 40 |
6,442.0 |
5,366.0 |
1,076.0 |
18.5% |
202.5 |
3.5% |
43% |
False |
False |
181,381 |
| 60 |
6,442.0 |
4,980.0 |
1,462.0 |
25.1% |
204.1 |
3.5% |
58% |
False |
False |
184,588 |
| 80 |
6,442.0 |
4,971.0 |
1,471.0 |
25.2% |
205.1 |
3.5% |
58% |
False |
False |
143,400 |
| 100 |
7,425.0 |
4,971.0 |
2,454.0 |
42.1% |
217.4 |
3.7% |
35% |
False |
False |
114,892 |
| 120 |
7,575.5 |
4,971.0 |
2,604.5 |
44.7% |
197.7 |
3.4% |
33% |
False |
False |
95,801 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,206.8 |
|
2.618 |
6,774.3 |
|
1.618 |
6,509.3 |
|
1.000 |
6,345.5 |
|
0.618 |
6,244.3 |
|
HIGH |
6,080.5 |
|
0.618 |
5,979.3 |
|
0.500 |
5,948.0 |
|
0.382 |
5,916.7 |
|
LOW |
5,815.5 |
|
0.618 |
5,651.7 |
|
1.000 |
5,550.5 |
|
1.618 |
5,386.7 |
|
2.618 |
5,121.7 |
|
4.250 |
4,689.3 |
|
|
| Fisher Pivots for day following 08-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
5,948.0 |
5,977.0 |
| PP |
5,908.5 |
5,927.8 |
| S1 |
5,869.0 |
5,878.7 |
|