| Trading Metrics calculated at close of trading on 08-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2011 |
08-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
2,322.00 |
2,322.75 |
0.75 |
0.0% |
2,183.00 |
| High |
2,343.75 |
2,341.00 |
-2.75 |
-0.1% |
2,344.75 |
| Low |
2,291.50 |
2,277.75 |
-13.75 |
-0.6% |
2,178.25 |
| Close |
2,321.50 |
2,285.25 |
-36.25 |
-1.6% |
2,303.25 |
| Range |
52.25 |
63.25 |
11.00 |
21.1% |
166.50 |
| ATR |
54.10 |
54.75 |
0.65 |
1.2% |
0.00 |
| Volume |
265,639 |
215,994 |
-49,645 |
-18.7% |
1,285,073 |
|
| Daily Pivots for day following 08-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,491.00 |
2,451.50 |
2,320.00 |
|
| R3 |
2,427.75 |
2,388.25 |
2,302.75 |
|
| R2 |
2,364.50 |
2,364.50 |
2,296.75 |
|
| R1 |
2,325.00 |
2,325.00 |
2,291.00 |
2,313.00 |
| PP |
2,301.25 |
2,301.25 |
2,301.25 |
2,295.50 |
| S1 |
2,261.75 |
2,261.75 |
2,279.50 |
2,250.00 |
| S2 |
2,238.00 |
2,238.00 |
2,273.75 |
|
| S3 |
2,174.75 |
2,198.50 |
2,267.75 |
|
| S4 |
2,111.50 |
2,135.25 |
2,250.50 |
|
|
| 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 |
2,277.75 |
67.00 |
2.9% |
44.50 |
2.0% |
11% |
False |
True |
224,790 |
| 10 |
2,344.75 |
2,135.75 |
209.00 |
9.1% |
49.25 |
2.2% |
72% |
False |
False |
236,991 |
| 20 |
2,374.00 |
2,135.75 |
238.25 |
10.4% |
51.75 |
2.3% |
63% |
False |
False |
249,391 |
| 40 |
2,408.75 |
2,135.75 |
273.00 |
11.9% |
55.50 |
2.4% |
55% |
False |
False |
275,313 |
| 60 |
2,408.75 |
2,035.75 |
373.00 |
16.3% |
59.75 |
2.6% |
67% |
False |
False |
307,746 |
| 80 |
2,408.75 |
2,019.25 |
389.50 |
17.0% |
61.00 |
2.7% |
68% |
False |
False |
250,309 |
| 100 |
2,429.50 |
1,964.00 |
465.50 |
20.4% |
63.50 |
2.8% |
69% |
False |
False |
200,377 |
| 120 |
2,429.50 |
1,964.00 |
465.50 |
20.4% |
59.50 |
2.6% |
69% |
False |
False |
166,997 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,609.75 |
|
2.618 |
2,506.50 |
|
1.618 |
2,443.25 |
|
1.000 |
2,404.25 |
|
0.618 |
2,380.00 |
|
HIGH |
2,341.00 |
|
0.618 |
2,316.75 |
|
0.500 |
2,309.50 |
|
0.382 |
2,302.00 |
|
LOW |
2,277.75 |
|
0.618 |
2,238.75 |
|
1.000 |
2,214.50 |
|
1.618 |
2,175.50 |
|
2.618 |
2,112.25 |
|
4.250 |
2,009.00 |
|
|
| Fisher Pivots for day following 08-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,309.50 |
2,310.75 |
| PP |
2,301.25 |
2,302.25 |
| S1 |
2,293.25 |
2,293.75 |
|