| Trading Metrics calculated at close of trading on 09-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2011 |
09-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
2,322.75 |
2,284.25 |
-38.50 |
-1.7% |
2,309.00 |
| High |
2,341.00 |
2,327.00 |
-14.00 |
-0.6% |
2,343.75 |
| Low |
2,277.75 |
2,269.00 |
-8.75 |
-0.4% |
2,269.00 |
| Close |
2,285.25 |
2,322.00 |
36.75 |
1.6% |
2,322.00 |
| Range |
63.25 |
58.00 |
-5.25 |
-8.3% |
74.75 |
| ATR |
54.75 |
54.98 |
0.23 |
0.4% |
0.00 |
| Volume |
215,994 |
124,579 |
-91,415 |
-42.3% |
1,047,164 |
|
| Daily Pivots for day following 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,480.00 |
2,459.00 |
2,354.00 |
|
| R3 |
2,422.00 |
2,401.00 |
2,338.00 |
|
| R2 |
2,364.00 |
2,364.00 |
2,332.75 |
|
| R1 |
2,343.00 |
2,343.00 |
2,327.25 |
2,353.50 |
| PP |
2,306.00 |
2,306.00 |
2,306.00 |
2,311.25 |
| S1 |
2,285.00 |
2,285.00 |
2,316.75 |
2,295.50 |
| S2 |
2,248.00 |
2,248.00 |
2,311.25 |
|
| S3 |
2,190.00 |
2,227.00 |
2,306.00 |
|
| S4 |
2,132.00 |
2,169.00 |
2,290.00 |
|
|
| Weekly Pivots for week ending 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,535.75 |
2,503.75 |
2,363.00 |
|
| R3 |
2,461.00 |
2,429.00 |
2,342.50 |
|
| R2 |
2,386.25 |
2,386.25 |
2,335.75 |
|
| R1 |
2,354.25 |
2,354.25 |
2,328.75 |
2,370.25 |
| PP |
2,311.50 |
2,311.50 |
2,311.50 |
2,319.50 |
| S1 |
2,279.50 |
2,279.50 |
2,315.25 |
2,295.50 |
| S2 |
2,236.75 |
2,236.75 |
2,308.25 |
|
| S3 |
2,162.00 |
2,204.75 |
2,301.50 |
|
| S4 |
2,087.25 |
2,130.00 |
2,281.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,343.75 |
2,269.00 |
74.75 |
3.2% |
47.50 |
2.0% |
71% |
False |
True |
209,432 |
| 10 |
2,344.75 |
2,178.25 |
166.50 |
7.2% |
50.25 |
2.2% |
86% |
False |
False |
233,223 |
| 20 |
2,374.00 |
2,135.75 |
238.25 |
10.3% |
51.75 |
2.2% |
78% |
False |
False |
240,548 |
| 40 |
2,408.75 |
2,135.75 |
273.00 |
11.8% |
55.75 |
2.4% |
68% |
False |
False |
270,534 |
| 60 |
2,408.75 |
2,035.75 |
373.00 |
16.1% |
60.00 |
2.6% |
77% |
False |
False |
303,143 |
| 80 |
2,408.75 |
2,019.25 |
389.50 |
16.8% |
61.00 |
2.6% |
78% |
False |
False |
251,863 |
| 100 |
2,429.50 |
1,964.00 |
465.50 |
20.0% |
64.00 |
2.8% |
77% |
False |
False |
201,622 |
| 120 |
2,429.50 |
1,964.00 |
465.50 |
20.0% |
59.75 |
2.6% |
77% |
False |
False |
168,035 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,573.50 |
|
2.618 |
2,478.75 |
|
1.618 |
2,420.75 |
|
1.000 |
2,385.00 |
|
0.618 |
2,362.75 |
|
HIGH |
2,327.00 |
|
0.618 |
2,304.75 |
|
0.500 |
2,298.00 |
|
0.382 |
2,291.25 |
|
LOW |
2,269.00 |
|
0.618 |
2,233.25 |
|
1.000 |
2,211.00 |
|
1.618 |
2,175.25 |
|
2.618 |
2,117.25 |
|
4.250 |
2,022.50 |
|
|
| Fisher Pivots for day following 09-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,314.00 |
2,316.75 |
| PP |
2,306.00 |
2,311.50 |
| S1 |
2,298.00 |
2,306.50 |
|