| Trading Metrics calculated at close of trading on 13-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2011 |
13-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
2,321.50 |
2,294.25 |
-27.25 |
-1.2% |
2,309.00 |
| High |
2,325.50 |
2,318.00 |
-7.50 |
-0.3% |
2,343.75 |
| Low |
2,273.25 |
2,258.25 |
-15.00 |
-0.7% |
2,269.00 |
| Close |
2,294.00 |
2,271.00 |
-23.00 |
-1.0% |
2,322.00 |
| Range |
52.25 |
59.75 |
7.50 |
14.4% |
74.75 |
| ATR |
54.79 |
55.14 |
0.35 |
0.6% |
0.00 |
| Volume |
95,657 |
101,701 |
6,044 |
6.3% |
1,047,164 |
|
| Daily Pivots for day following 13-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,461.75 |
2,426.00 |
2,303.75 |
|
| R3 |
2,402.00 |
2,366.25 |
2,287.50 |
|
| R2 |
2,342.25 |
2,342.25 |
2,282.00 |
|
| R1 |
2,306.50 |
2,306.50 |
2,276.50 |
2,294.50 |
| PP |
2,282.50 |
2,282.50 |
2,282.50 |
2,276.50 |
| S1 |
2,246.75 |
2,246.75 |
2,265.50 |
2,234.75 |
| S2 |
2,222.75 |
2,222.75 |
2,260.00 |
|
| S3 |
2,163.00 |
2,187.00 |
2,254.50 |
|
| S4 |
2,103.25 |
2,127.25 |
2,238.25 |
|
|
| 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 |
2,258.25 |
85.50 |
3.8% |
57.00 |
2.5% |
15% |
False |
True |
160,714 |
| 10 |
2,344.75 |
2,196.25 |
148.50 |
6.5% |
52.50 |
2.3% |
50% |
False |
False |
196,874 |
| 20 |
2,374.00 |
2,135.75 |
238.25 |
10.5% |
52.75 |
2.3% |
57% |
False |
False |
231,786 |
| 40 |
2,408.75 |
2,135.75 |
273.00 |
12.0% |
55.50 |
2.4% |
50% |
False |
False |
260,738 |
| 60 |
2,408.75 |
2,035.75 |
373.00 |
16.4% |
60.00 |
2.6% |
63% |
False |
False |
295,942 |
| 80 |
2,408.75 |
2,019.25 |
389.50 |
17.2% |
60.00 |
2.6% |
65% |
False |
False |
254,323 |
| 100 |
2,429.50 |
1,964.00 |
465.50 |
20.5% |
64.25 |
2.8% |
66% |
False |
False |
203,568 |
| 120 |
2,429.50 |
1,964.00 |
465.50 |
20.5% |
60.00 |
2.6% |
66% |
False |
False |
169,679 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,572.00 |
|
2.618 |
2,474.50 |
|
1.618 |
2,414.75 |
|
1.000 |
2,377.75 |
|
0.618 |
2,355.00 |
|
HIGH |
2,318.00 |
|
0.618 |
2,295.25 |
|
0.500 |
2,288.00 |
|
0.382 |
2,281.00 |
|
LOW |
2,258.25 |
|
0.618 |
2,221.25 |
|
1.000 |
2,198.50 |
|
1.618 |
2,161.50 |
|
2.618 |
2,101.75 |
|
4.250 |
2,004.25 |
|
|
| Fisher Pivots for day following 13-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,288.00 |
2,292.50 |
| PP |
2,282.50 |
2,285.50 |
| S1 |
2,276.75 |
2,278.25 |
|