| Trading Metrics calculated at close of trading on 12-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2011 |
12-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
2,284.25 |
2,321.50 |
37.25 |
1.6% |
2,309.00 |
| High |
2,327.00 |
2,325.50 |
-1.50 |
-0.1% |
2,343.75 |
| Low |
2,269.00 |
2,273.25 |
4.25 |
0.2% |
2,269.00 |
| Close |
2,322.00 |
2,294.00 |
-28.00 |
-1.2% |
2,322.00 |
| Range |
58.00 |
52.25 |
-5.75 |
-9.9% |
74.75 |
| ATR |
54.98 |
54.79 |
-0.20 |
-0.4% |
0.00 |
| Volume |
124,579 |
95,657 |
-28,922 |
-23.2% |
1,047,164 |
|
| Daily Pivots for day following 12-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,454.25 |
2,426.50 |
2,322.75 |
|
| R3 |
2,402.00 |
2,374.25 |
2,308.25 |
|
| R2 |
2,349.75 |
2,349.75 |
2,303.50 |
|
| R1 |
2,322.00 |
2,322.00 |
2,298.75 |
2,309.75 |
| PP |
2,297.50 |
2,297.50 |
2,297.50 |
2,291.50 |
| S1 |
2,269.75 |
2,269.75 |
2,289.25 |
2,257.50 |
| S2 |
2,245.25 |
2,245.25 |
2,284.50 |
|
| S3 |
2,193.00 |
2,217.50 |
2,279.75 |
|
| S4 |
2,140.75 |
2,165.25 |
2,265.25 |
|
|
| 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 |
3.3% |
51.00 |
2.2% |
33% |
False |
False |
182,907 |
| 10 |
2,344.75 |
2,196.25 |
148.50 |
6.5% |
50.50 |
2.2% |
66% |
False |
False |
213,964 |
| 20 |
2,374.00 |
2,135.75 |
238.25 |
10.4% |
51.50 |
2.2% |
66% |
False |
False |
235,942 |
| 40 |
2,408.75 |
2,135.75 |
273.00 |
11.9% |
56.00 |
2.4% |
58% |
False |
False |
266,064 |
| 60 |
2,408.75 |
2,035.75 |
373.00 |
16.3% |
60.00 |
2.6% |
69% |
False |
False |
299,543 |
| 80 |
2,408.75 |
2,019.25 |
389.50 |
17.0% |
60.25 |
2.6% |
71% |
False |
False |
253,056 |
| 100 |
2,429.50 |
1,964.00 |
465.50 |
20.3% |
64.00 |
2.8% |
71% |
False |
False |
202,577 |
| 120 |
2,429.50 |
1,964.00 |
465.50 |
20.3% |
60.00 |
2.6% |
71% |
False |
False |
168,831 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,547.50 |
|
2.618 |
2,462.25 |
|
1.618 |
2,410.00 |
|
1.000 |
2,377.75 |
|
0.618 |
2,357.75 |
|
HIGH |
2,325.50 |
|
0.618 |
2,305.50 |
|
0.500 |
2,299.50 |
|
0.382 |
2,293.25 |
|
LOW |
2,273.25 |
|
0.618 |
2,241.00 |
|
1.000 |
2,221.00 |
|
1.618 |
2,188.75 |
|
2.618 |
2,136.50 |
|
4.250 |
2,051.25 |
|
|
| Fisher Pivots for day following 12-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,299.50 |
2,305.00 |
| PP |
2,297.50 |
2,301.25 |
| S1 |
2,295.75 |
2,297.75 |
|