| 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 |
2,320.00 |
2,322.00 |
2.00 |
0.1% |
2,183.00 |
| High |
2,341.50 |
2,343.75 |
2.25 |
0.1% |
2,344.75 |
| Low |
2,312.75 |
2,291.50 |
-21.25 |
-0.9% |
2,178.25 |
| Close |
2,321.50 |
2,321.50 |
0.00 |
0.0% |
2,303.25 |
| Range |
28.75 |
52.25 |
23.50 |
81.7% |
166.50 |
| ATR |
54.24 |
54.10 |
-0.14 |
-0.3% |
0.00 |
| Volume |
212,669 |
265,639 |
52,970 |
24.9% |
1,285,073 |
|
| Daily Pivots for day following 07-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,475.75 |
2,450.75 |
2,350.25 |
|
| R3 |
2,423.50 |
2,398.50 |
2,335.75 |
|
| R2 |
2,371.25 |
2,371.25 |
2,331.00 |
|
| R1 |
2,346.25 |
2,346.25 |
2,326.25 |
2,332.50 |
| PP |
2,319.00 |
2,319.00 |
2,319.00 |
2,312.00 |
| S1 |
2,294.00 |
2,294.00 |
2,316.75 |
2,280.50 |
| S2 |
2,266.75 |
2,266.75 |
2,312.00 |
|
| S3 |
2,214.50 |
2,241.75 |
2,307.25 |
|
| S4 |
2,162.25 |
2,189.50 |
2,292.75 |
|
|
| 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 |
2,284.00 |
60.75 |
2.6% |
38.25 |
1.6% |
62% |
False |
False |
226,822 |
| 10 |
2,344.75 |
2,135.75 |
209.00 |
9.0% |
48.50 |
2.1% |
89% |
False |
False |
240,624 |
| 20 |
2,397.50 |
2,135.75 |
261.75 |
11.3% |
53.50 |
2.3% |
71% |
False |
False |
255,448 |
| 40 |
2,408.75 |
2,135.75 |
273.00 |
11.8% |
55.25 |
2.4% |
68% |
False |
False |
277,534 |
| 60 |
2,408.75 |
2,035.75 |
373.00 |
16.1% |
60.00 |
2.6% |
77% |
False |
False |
310,844 |
| 80 |
2,408.75 |
2,019.25 |
389.50 |
16.8% |
60.75 |
2.6% |
78% |
False |
False |
247,611 |
| 100 |
2,429.50 |
1,964.00 |
465.50 |
20.1% |
63.50 |
2.7% |
77% |
False |
False |
198,221 |
| 120 |
2,429.50 |
1,964.00 |
465.50 |
20.1% |
59.25 |
2.6% |
77% |
False |
False |
165,197 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,565.75 |
|
2.618 |
2,480.50 |
|
1.618 |
2,428.25 |
|
1.000 |
2,396.00 |
|
0.618 |
2,376.00 |
|
HIGH |
2,343.75 |
|
0.618 |
2,323.75 |
|
0.500 |
2,317.50 |
|
0.382 |
2,311.50 |
|
LOW |
2,291.50 |
|
0.618 |
2,259.25 |
|
1.000 |
2,239.25 |
|
1.618 |
2,207.00 |
|
2.618 |
2,154.75 |
|
4.250 |
2,069.50 |
|
|
| Fisher Pivots for day following 07-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,320.25 |
2,320.25 |
| PP |
2,319.00 |
2,319.00 |
| S1 |
2,317.50 |
2,317.50 |
|