| Trading Metrics calculated at close of trading on 06-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2011 |
06-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
2,309.00 |
2,320.00 |
11.00 |
0.5% |
2,183.00 |
| High |
2,343.75 |
2,341.50 |
-2.25 |
-0.1% |
2,344.75 |
| Low |
2,309.00 |
2,312.75 |
3.75 |
0.2% |
2,178.25 |
| Close |
2,325.00 |
2,321.50 |
-3.50 |
-0.2% |
2,303.25 |
| Range |
34.75 |
28.75 |
-6.00 |
-17.3% |
166.50 |
| ATR |
56.20 |
54.24 |
-1.96 |
-3.5% |
0.00 |
| Volume |
228,283 |
212,669 |
-15,614 |
-6.8% |
1,285,073 |
|
| Daily Pivots for day following 06-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,411.50 |
2,395.25 |
2,337.25 |
|
| R3 |
2,382.75 |
2,366.50 |
2,329.50 |
|
| R2 |
2,354.00 |
2,354.00 |
2,326.75 |
|
| R1 |
2,337.75 |
2,337.75 |
2,324.25 |
2,346.00 |
| PP |
2,325.25 |
2,325.25 |
2,325.25 |
2,329.25 |
| S1 |
2,309.00 |
2,309.00 |
2,318.75 |
2,317.00 |
| S2 |
2,296.50 |
2,296.50 |
2,316.25 |
|
| S3 |
2,267.75 |
2,280.25 |
2,313.50 |
|
| S4 |
2,239.00 |
2,251.50 |
2,305.75 |
|
|
| Weekly Pivots for week ending 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,775.00 |
2,705.50 |
2,394.75 |
|
| R3 |
2,608.50 |
2,539.00 |
2,349.00 |
|
| R2 |
2,442.00 |
2,442.00 |
2,333.75 |
|
| R1 |
2,372.50 |
2,372.50 |
2,318.50 |
2,407.25 |
| PP |
2,275.50 |
2,275.50 |
2,275.50 |
2,292.75 |
| S1 |
2,206.00 |
2,206.00 |
2,288.00 |
2,240.75 |
| S2 |
2,109.00 |
2,109.00 |
2,272.75 |
|
| S3 |
1,942.50 |
2,039.50 |
2,257.50 |
|
| S4 |
1,776.00 |
1,873.00 |
2,211.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,344.75 |
2,196.25 |
148.50 |
6.4% |
47.75 |
2.1% |
84% |
False |
False |
233,034 |
| 10 |
2,344.75 |
2,135.75 |
209.00 |
9.0% |
47.00 |
2.0% |
89% |
False |
False |
240,450 |
| 20 |
2,399.50 |
2,135.75 |
263.75 |
11.4% |
53.00 |
2.3% |
70% |
False |
False |
254,732 |
| 40 |
2,408.75 |
2,135.75 |
273.00 |
11.8% |
54.75 |
2.4% |
68% |
False |
False |
276,930 |
| 60 |
2,408.75 |
2,035.75 |
373.00 |
16.1% |
60.25 |
2.6% |
77% |
False |
False |
312,652 |
| 80 |
2,408.75 |
2,019.25 |
389.50 |
16.8% |
60.50 |
2.6% |
78% |
False |
False |
244,292 |
| 100 |
2,429.50 |
1,964.00 |
465.50 |
20.1% |
63.25 |
2.7% |
77% |
False |
False |
195,565 |
| 120 |
2,429.50 |
1,964.00 |
465.50 |
20.1% |
59.25 |
2.5% |
77% |
False |
False |
162,984 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,463.75 |
|
2.618 |
2,416.75 |
|
1.618 |
2,388.00 |
|
1.000 |
2,370.25 |
|
0.618 |
2,359.25 |
|
HIGH |
2,341.50 |
|
0.618 |
2,330.50 |
|
0.500 |
2,327.00 |
|
0.382 |
2,323.75 |
|
LOW |
2,312.75 |
|
0.618 |
2,295.00 |
|
1.000 |
2,284.00 |
|
1.618 |
2,266.25 |
|
2.618 |
2,237.50 |
|
4.250 |
2,190.50 |
|
|
| Fisher Pivots for day following 06-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,327.00 |
2,322.75 |
| PP |
2,325.25 |
2,322.25 |
| S1 |
2,323.50 |
2,322.00 |
|