| Trading Metrics calculated at close of trading on 06-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2011 |
06-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
12,035 |
12,056 |
21 |
0.2% |
11,356 |
| High |
12,183 |
12,206 |
23 |
0.2% |
12,178 |
| Low |
12,017 |
11,999 |
-18 |
-0.1% |
11,311 |
| Close |
12,066 |
12,112 |
46 |
0.4% |
12,000 |
| Range |
166 |
207 |
41 |
24.7% |
867 |
| ATR |
258 |
254 |
-4 |
-1.4% |
0 |
| Volume |
122,508 |
116,937 |
-5,571 |
-4.5% |
616,323 |
|
| Daily Pivots for day following 06-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,727 |
12,626 |
12,226 |
|
| R3 |
12,520 |
12,419 |
12,169 |
|
| R2 |
12,313 |
12,313 |
12,150 |
|
| R1 |
12,212 |
12,212 |
12,131 |
12,263 |
| PP |
12,106 |
12,106 |
12,106 |
12,131 |
| S1 |
12,005 |
12,005 |
12,093 |
12,056 |
| S2 |
11,899 |
11,899 |
12,074 |
|
| S3 |
11,692 |
11,798 |
12,055 |
|
| S4 |
11,485 |
11,591 |
11,998 |
|
|
| Weekly Pivots for week ending 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,431 |
14,082 |
12,477 |
|
| R3 |
13,564 |
13,215 |
12,239 |
|
| R2 |
12,697 |
12,697 |
12,159 |
|
| R1 |
12,348 |
12,348 |
12,080 |
12,523 |
| PP |
11,830 |
11,830 |
11,830 |
11,917 |
| S1 |
11,481 |
11,481 |
11,921 |
11,656 |
| S2 |
10,963 |
10,963 |
11,841 |
|
| S3 |
10,096 |
10,614 |
11,762 |
|
| S4 |
9,229 |
9,747 |
11,523 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,206 |
11,451 |
755 |
6.2% |
251 |
2.1% |
88% |
True |
False |
120,638 |
| 10 |
12,206 |
11,128 |
1,078 |
8.9% |
230 |
1.9% |
91% |
True |
False |
117,479 |
| 20 |
12,206 |
11,128 |
1,078 |
8.9% |
248 |
2.0% |
91% |
True |
False |
125,420 |
| 40 |
12,228 |
11,128 |
1,100 |
9.1% |
250 |
2.1% |
89% |
False |
False |
125,272 |
| 60 |
12,228 |
10,328 |
1,900 |
15.7% |
273 |
2.3% |
94% |
False |
False |
135,069 |
| 80 |
12,228 |
10,328 |
1,900 |
15.7% |
273 |
2.3% |
94% |
False |
False |
105,064 |
| 100 |
12,675 |
10,328 |
2,347 |
19.4% |
284 |
2.3% |
76% |
False |
False |
84,085 |
| 120 |
12,675 |
10,328 |
2,347 |
19.4% |
261 |
2.2% |
76% |
False |
False |
70,083 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,086 |
|
2.618 |
12,748 |
|
1.618 |
12,541 |
|
1.000 |
12,413 |
|
0.618 |
12,334 |
|
HIGH |
12,206 |
|
0.618 |
12,127 |
|
0.500 |
12,103 |
|
0.382 |
12,078 |
|
LOW |
11,999 |
|
0.618 |
11,871 |
|
1.000 |
11,792 |
|
1.618 |
11,664 |
|
2.618 |
11,457 |
|
4.250 |
11,119 |
|
|
| Fisher Pivots for day following 06-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
12,109 |
12,108 |
| PP |
12,106 |
12,103 |
| S1 |
12,103 |
12,099 |
|