| 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 |
8,620 |
8,605 |
-15 |
-0.2% |
8,205 |
| High |
8,670 |
8,725 |
55 |
0.6% |
8,750 |
| Low |
8,550 |
8,595 |
45 |
0.5% |
8,200 |
| Close |
8,595 |
8,710 |
115 |
1.3% |
8,655 |
| Range |
120 |
130 |
10 |
8.3% |
550 |
| ATR |
157 |
155 |
-2 |
-1.2% |
0 |
| Volume |
12,944 |
10,298 |
-2,646 |
-20.4% |
35,511 |
|
| Daily Pivots for day following 07-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,067 |
9,018 |
8,782 |
|
| R3 |
8,937 |
8,888 |
8,746 |
|
| R2 |
8,807 |
8,807 |
8,734 |
|
| R1 |
8,758 |
8,758 |
8,722 |
8,783 |
| PP |
8,677 |
8,677 |
8,677 |
8,689 |
| S1 |
8,628 |
8,628 |
8,698 |
8,653 |
| S2 |
8,547 |
8,547 |
8,686 |
|
| S3 |
8,417 |
8,498 |
8,674 |
|
| S4 |
8,287 |
8,368 |
8,639 |
|
|
| Weekly Pivots for week ending 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,185 |
9,970 |
8,958 |
|
| R3 |
9,635 |
9,420 |
8,806 |
|
| R2 |
9,085 |
9,085 |
8,756 |
|
| R1 |
8,870 |
8,870 |
8,706 |
8,978 |
| PP |
8,535 |
8,535 |
8,535 |
8,589 |
| S1 |
8,320 |
8,320 |
8,605 |
8,428 |
| S2 |
7,985 |
7,985 |
8,554 |
|
| S3 |
7,435 |
7,770 |
8,504 |
|
| S4 |
6,885 |
7,220 |
8,353 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,750 |
8,550 |
200 |
2.3% |
119 |
1.4% |
80% |
False |
False |
9,199 |
| 10 |
8,750 |
8,105 |
645 |
7.4% |
152 |
1.7% |
94% |
False |
False |
8,210 |
| 20 |
8,770 |
8,105 |
665 |
7.6% |
146 |
1.7% |
91% |
False |
False |
7,156 |
| 40 |
9,170 |
8,105 |
1,065 |
12.2% |
161 |
1.8% |
57% |
False |
False |
6,986 |
| 60 |
9,170 |
8,105 |
1,065 |
12.2% |
170 |
2.0% |
57% |
False |
False |
7,332 |
| 80 |
9,170 |
8,105 |
1,065 |
12.2% |
164 |
1.9% |
57% |
False |
False |
6,567 |
| 100 |
10,120 |
8,105 |
2,015 |
23.1% |
154 |
1.8% |
30% |
False |
False |
5,265 |
| 120 |
10,120 |
8,105 |
2,015 |
23.1% |
129 |
1.5% |
30% |
False |
False |
4,388 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,278 |
|
2.618 |
9,065 |
|
1.618 |
8,935 |
|
1.000 |
8,855 |
|
0.618 |
8,805 |
|
HIGH |
8,725 |
|
0.618 |
8,675 |
|
0.500 |
8,660 |
|
0.382 |
8,645 |
|
LOW |
8,595 |
|
0.618 |
8,515 |
|
1.000 |
8,465 |
|
1.618 |
8,385 |
|
2.618 |
8,255 |
|
4.250 |
8,043 |
|
|
| Fisher Pivots for day following 07-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
8,693 |
8,687 |
| PP |
8,677 |
8,663 |
| S1 |
8,660 |
8,640 |
|