| Trading Metrics calculated at close of trading on 13-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2011 |
13-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
6,001.5 |
5,819.0 |
-182.5 |
-3.0% |
6,115.5 |
| High |
6,010.0 |
5,854.5 |
-155.5 |
-2.6% |
6,175.0 |
| Low |
5,759.0 |
5,700.0 |
-59.0 |
-1.0% |
5,770.0 |
| Close |
5,798.0 |
5,720.5 |
-77.5 |
-1.3% |
6,029.0 |
| Range |
251.0 |
154.5 |
-96.5 |
-38.4% |
405.0 |
| ATR |
209.9 |
206.0 |
-4.0 |
-1.9% |
0.0 |
| Volume |
210,202 |
229,194 |
18,992 |
9.0% |
847,264 |
|
| Daily Pivots for day following 13-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,221.8 |
6,125.7 |
5,805.5 |
|
| R3 |
6,067.3 |
5,971.2 |
5,763.0 |
|
| R2 |
5,912.8 |
5,912.8 |
5,748.8 |
|
| R1 |
5,816.7 |
5,816.7 |
5,734.7 |
5,787.5 |
| PP |
5,758.3 |
5,758.3 |
5,758.3 |
5,743.8 |
| S1 |
5,662.2 |
5,662.2 |
5,706.3 |
5,633.0 |
| S2 |
5,603.8 |
5,603.8 |
5,692.2 |
|
| S3 |
5,449.3 |
5,507.7 |
5,678.0 |
|
| S4 |
5,294.8 |
5,353.2 |
5,635.5 |
|
|
| 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 |
5,700.0 |
438.5 |
7.7% |
229.7 |
4.0% |
5% |
False |
True |
201,766 |
| 10 |
6,175.0 |
5,700.0 |
475.0 |
8.3% |
202.9 |
3.5% |
4% |
False |
True |
185,939 |
| 20 |
6,175.0 |
5,366.0 |
809.0 |
14.1% |
185.9 |
3.2% |
44% |
False |
False |
182,977 |
| 40 |
6,442.0 |
5,366.0 |
1,076.0 |
18.8% |
204.5 |
3.6% |
33% |
False |
False |
184,076 |
| 60 |
6,442.0 |
4,980.0 |
1,462.0 |
25.6% |
207.0 |
3.6% |
51% |
False |
False |
186,289 |
| 80 |
6,442.0 |
4,971.0 |
1,471.0 |
25.7% |
204.6 |
3.6% |
51% |
False |
False |
151,235 |
| 100 |
7,425.0 |
4,971.0 |
2,454.0 |
42.9% |
221.0 |
3.9% |
31% |
False |
False |
121,180 |
| 120 |
7,575.5 |
4,971.0 |
2,604.5 |
45.5% |
200.4 |
3.5% |
29% |
False |
False |
101,043 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,511.1 |
|
2.618 |
6,259.0 |
|
1.618 |
6,104.5 |
|
1.000 |
6,009.0 |
|
0.618 |
5,950.0 |
|
HIGH |
5,854.5 |
|
0.618 |
5,795.5 |
|
0.500 |
5,777.3 |
|
0.382 |
5,759.0 |
|
LOW |
5,700.0 |
|
0.618 |
5,604.5 |
|
1.000 |
5,545.5 |
|
1.618 |
5,450.0 |
|
2.618 |
5,295.5 |
|
4.250 |
5,043.4 |
|
|
| Fisher Pivots for day following 13-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
5,777.3 |
5,864.5 |
| PP |
5,758.3 |
5,816.5 |
| S1 |
5,739.4 |
5,768.5 |
|