| Trading Metrics calculated at close of trading on 16-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2011 |
16-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
2,231.00 |
2,223.25 |
-7.75 |
-0.3% |
2,321.50 |
| High |
2,255.75 |
2,249.00 |
-6.75 |
-0.3% |
2,325.50 |
| Low |
2,219.50 |
2,223.25 |
3.75 |
0.2% |
2,219.50 |
| Close |
2,227.00 |
2,242.25 |
15.25 |
0.7% |
2,242.25 |
| Range |
36.25 |
25.75 |
-10.50 |
-29.0% |
106.00 |
| ATR |
54.10 |
52.07 |
-2.02 |
-3.7% |
0.00 |
| Volume |
34,705 |
1,252 |
-33,453 |
-96.4% |
313,314 |
|
| Daily Pivots for day following 16-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,315.50 |
2,304.50 |
2,256.50 |
|
| R3 |
2,289.75 |
2,278.75 |
2,249.25 |
|
| R2 |
2,264.00 |
2,264.00 |
2,247.00 |
|
| R1 |
2,253.00 |
2,253.00 |
2,244.50 |
2,258.50 |
| PP |
2,238.25 |
2,238.25 |
2,238.25 |
2,241.00 |
| S1 |
2,227.25 |
2,227.25 |
2,240.00 |
2,232.75 |
| S2 |
2,212.50 |
2,212.50 |
2,237.50 |
|
| S3 |
2,186.75 |
2,201.50 |
2,235.25 |
|
| S4 |
2,161.00 |
2,175.75 |
2,228.00 |
|
|
| Weekly Pivots for week ending 16-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,580.50 |
2,517.25 |
2,300.50 |
|
| R3 |
2,474.50 |
2,411.25 |
2,271.50 |
|
| R2 |
2,368.50 |
2,368.50 |
2,261.75 |
|
| R1 |
2,305.25 |
2,305.25 |
2,252.00 |
2,284.00 |
| PP |
2,262.50 |
2,262.50 |
2,262.50 |
2,251.75 |
| S1 |
2,199.25 |
2,199.25 |
2,232.50 |
2,178.00 |
| S2 |
2,156.50 |
2,156.50 |
2,222.75 |
|
| S3 |
2,050.50 |
2,093.25 |
2,213.00 |
|
| S4 |
1,944.50 |
1,987.25 |
2,184.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,325.50 |
2,219.50 |
106.00 |
4.7% |
46.75 |
2.1% |
21% |
False |
False |
62,662 |
| 10 |
2,343.75 |
2,219.50 |
124.25 |
5.5% |
47.00 |
2.1% |
18% |
False |
False |
136,047 |
| 20 |
2,344.75 |
2,135.75 |
209.00 |
9.3% |
48.75 |
2.2% |
51% |
False |
False |
191,994 |
| 40 |
2,408.75 |
2,135.75 |
273.00 |
12.2% |
53.75 |
2.4% |
39% |
False |
False |
237,073 |
| 60 |
2,408.75 |
2,035.75 |
373.00 |
16.6% |
58.25 |
2.6% |
55% |
False |
False |
276,867 |
| 80 |
2,408.75 |
2,035.75 |
373.00 |
16.6% |
59.00 |
2.6% |
55% |
False |
False |
255,734 |
| 100 |
2,408.75 |
1,964.00 |
444.75 |
19.8% |
64.00 |
2.9% |
63% |
False |
False |
204,697 |
| 120 |
2,429.50 |
1,964.00 |
465.50 |
20.8% |
59.75 |
2.7% |
60% |
False |
False |
170,643 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,358.50 |
|
2.618 |
2,316.50 |
|
1.618 |
2,290.75 |
|
1.000 |
2,274.75 |
|
0.618 |
2,265.00 |
|
HIGH |
2,249.00 |
|
0.618 |
2,239.25 |
|
0.500 |
2,236.00 |
|
0.382 |
2,233.00 |
|
LOW |
2,223.25 |
|
0.618 |
2,207.25 |
|
1.000 |
2,197.50 |
|
1.618 |
2,181.50 |
|
2.618 |
2,155.75 |
|
4.250 |
2,113.75 |
|
|
| Fisher Pivots for day following 16-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,240.25 |
2,249.50 |
| PP |
2,238.25 |
2,247.25 |
| S1 |
2,236.00 |
2,244.75 |
|