| Trading Metrics calculated at close of trading on 14-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2011 |
14-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
2,294.25 |
2,271.00 |
-23.25 |
-1.0% |
2,309.00 |
| High |
2,318.00 |
2,279.75 |
-38.25 |
-1.7% |
2,343.75 |
| Low |
2,258.25 |
2,220.00 |
-38.25 |
-1.7% |
2,269.00 |
| Close |
2,271.00 |
2,232.25 |
-38.75 |
-1.7% |
2,322.00 |
| Range |
59.75 |
59.75 |
0.00 |
0.0% |
74.75 |
| ATR |
55.14 |
55.47 |
0.33 |
0.6% |
0.00 |
| Volume |
101,701 |
79,999 |
-21,702 |
-21.3% |
1,047,164 |
|
| Daily Pivots for day following 14-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,423.25 |
2,387.50 |
2,265.00 |
|
| R3 |
2,363.50 |
2,327.75 |
2,248.75 |
|
| R2 |
2,303.75 |
2,303.75 |
2,243.25 |
|
| R1 |
2,268.00 |
2,268.00 |
2,237.75 |
2,256.00 |
| PP |
2,244.00 |
2,244.00 |
2,244.00 |
2,238.00 |
| S1 |
2,208.25 |
2,208.25 |
2,226.75 |
2,196.25 |
| S2 |
2,184.25 |
2,184.25 |
2,221.25 |
|
| S3 |
2,124.50 |
2,148.50 |
2,215.75 |
|
| S4 |
2,064.75 |
2,088.75 |
2,199.50 |
|
|
| 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 |
2,341.00 |
2,220.00 |
121.00 |
5.4% |
58.50 |
2.6% |
10% |
False |
True |
123,586 |
| 10 |
2,344.75 |
2,220.00 |
124.75 |
5.6% |
48.50 |
2.2% |
10% |
False |
True |
175,204 |
| 20 |
2,371.50 |
2,135.75 |
235.75 |
10.6% |
52.50 |
2.3% |
41% |
False |
False |
222,922 |
| 40 |
2,408.75 |
2,135.75 |
273.00 |
12.2% |
55.50 |
2.5% |
35% |
False |
False |
253,190 |
| 60 |
2,408.75 |
2,035.75 |
373.00 |
16.7% |
60.25 |
2.7% |
53% |
False |
False |
291,846 |
| 80 |
2,408.75 |
2,032.50 |
376.25 |
16.9% |
60.00 |
2.7% |
53% |
False |
False |
255,305 |
| 100 |
2,429.50 |
1,964.00 |
465.50 |
20.9% |
64.25 |
2.9% |
58% |
False |
False |
204,342 |
| 120 |
2,429.50 |
1,964.00 |
465.50 |
20.9% |
60.00 |
2.7% |
58% |
False |
False |
170,344 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,533.75 |
|
2.618 |
2,436.25 |
|
1.618 |
2,376.50 |
|
1.000 |
2,339.50 |
|
0.618 |
2,316.75 |
|
HIGH |
2,279.75 |
|
0.618 |
2,257.00 |
|
0.500 |
2,250.00 |
|
0.382 |
2,242.75 |
|
LOW |
2,220.00 |
|
0.618 |
2,183.00 |
|
1.000 |
2,160.25 |
|
1.618 |
2,123.25 |
|
2.618 |
2,063.50 |
|
4.250 |
1,966.00 |
|
|
| Fisher Pivots for day following 14-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,250.00 |
2,272.75 |
| PP |
2,244.00 |
2,259.25 |
| S1 |
2,238.00 |
2,245.75 |
|