| Trading Metrics calculated at close of trading on 12-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2011 |
12-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
5,798.0 |
6,001.5 |
203.5 |
3.5% |
6,115.5 |
| High |
6,029.0 |
6,010.0 |
-19.0 |
-0.3% |
6,175.0 |
| Low |
5,770.0 |
5,759.0 |
-11.0 |
-0.2% |
5,770.0 |
| Close |
6,029.0 |
5,798.0 |
-231.0 |
-3.8% |
6,029.0 |
| Range |
259.0 |
251.0 |
-8.0 |
-3.1% |
405.0 |
| ATR |
205.3 |
209.9 |
4.6 |
2.3% |
0.0 |
| Volume |
190,448 |
210,202 |
19,754 |
10.4% |
847,264 |
|
| Daily Pivots for day following 12-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,608.7 |
6,454.3 |
5,936.1 |
|
| R3 |
6,357.7 |
6,203.3 |
5,867.0 |
|
| R2 |
6,106.7 |
6,106.7 |
5,844.0 |
|
| R1 |
5,952.3 |
5,952.3 |
5,821.0 |
5,904.0 |
| PP |
5,855.7 |
5,855.7 |
5,855.7 |
5,831.5 |
| S1 |
5,701.3 |
5,701.3 |
5,775.0 |
5,653.0 |
| S2 |
5,604.7 |
5,604.7 |
5,752.0 |
|
| S3 |
5,353.7 |
5,450.3 |
5,729.0 |
|
| S4 |
5,102.7 |
5,199.3 |
5,660.0 |
|
|
| Weekly Pivots for week ending 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,206.3 |
7,022.7 |
6,251.8 |
|
| R3 |
6,801.3 |
6,617.7 |
6,140.4 |
|
| R2 |
6,396.3 |
6,396.3 |
6,103.3 |
|
| R1 |
6,212.7 |
6,212.7 |
6,066.1 |
6,102.0 |
| PP |
5,991.3 |
5,991.3 |
5,991.3 |
5,936.0 |
| S1 |
5,807.7 |
5,807.7 |
5,991.9 |
5,697.0 |
| S2 |
5,586.3 |
5,586.3 |
5,954.8 |
|
| S3 |
5,181.3 |
5,402.7 |
5,917.6 |
|
| S4 |
4,776.3 |
4,997.7 |
5,806.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,138.5 |
5,759.0 |
379.5 |
6.5% |
217.0 |
3.7% |
10% |
False |
True |
183,540 |
| 10 |
6,175.0 |
5,692.0 |
483.0 |
8.3% |
201.1 |
3.5% |
22% |
False |
False |
180,894 |
| 20 |
6,175.0 |
5,366.0 |
809.0 |
14.0% |
188.7 |
3.3% |
53% |
False |
False |
179,763 |
| 40 |
6,442.0 |
5,366.0 |
1,076.0 |
18.6% |
207.4 |
3.6% |
40% |
False |
False |
182,947 |
| 60 |
6,442.0 |
4,980.0 |
1,462.0 |
25.2% |
206.7 |
3.6% |
56% |
False |
False |
185,148 |
| 80 |
6,442.0 |
4,971.0 |
1,471.0 |
25.4% |
205.7 |
3.5% |
56% |
False |
False |
148,384 |
| 100 |
7,425.0 |
4,971.0 |
2,454.0 |
42.3% |
220.2 |
3.8% |
34% |
False |
False |
118,891 |
| 120 |
7,575.5 |
4,971.0 |
2,604.5 |
44.9% |
200.6 |
3.5% |
32% |
False |
False |
99,135 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,076.8 |
|
2.618 |
6,667.1 |
|
1.618 |
6,416.1 |
|
1.000 |
6,261.0 |
|
0.618 |
6,165.1 |
|
HIGH |
6,010.0 |
|
0.618 |
5,914.1 |
|
0.500 |
5,884.5 |
|
0.382 |
5,854.9 |
|
LOW |
5,759.0 |
|
0.618 |
5,603.9 |
|
1.000 |
5,508.0 |
|
1.618 |
5,352.9 |
|
2.618 |
5,101.9 |
|
4.250 |
4,692.3 |
|
|
| Fisher Pivots for day following 12-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
5,884.5 |
5,919.8 |
| PP |
5,855.7 |
5,879.2 |
| S1 |
5,826.8 |
5,838.6 |
|