| 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 |
1,716.8 |
1,668.0 |
-48.8 |
-2.8% |
1,751.0 |
| High |
1,718.6 |
1,681.7 |
-36.9 |
-2.1% |
1,760.5 |
| Low |
1,660.3 |
1,625.5 |
-34.8 |
-2.1% |
1,704.9 |
| Close |
1,668.2 |
1,663.1 |
-5.1 |
-0.3% |
1,716.8 |
| Range |
58.3 |
56.2 |
-2.1 |
-3.6% |
55.6 |
| ATR |
36.9 |
38.3 |
1.4 |
3.7% |
0.0 |
| Volume |
153,250 |
171,752 |
18,502 |
12.1% |
596,454 |
|
| Daily Pivots for day following 13-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,825.4 |
1,800.4 |
1,694.0 |
|
| R3 |
1,769.2 |
1,744.2 |
1,678.6 |
|
| R2 |
1,713.0 |
1,713.0 |
1,673.4 |
|
| R1 |
1,688.0 |
1,688.0 |
1,668.3 |
1,672.4 |
| PP |
1,656.8 |
1,656.8 |
1,656.8 |
1,649.0 |
| S1 |
1,631.8 |
1,631.8 |
1,657.9 |
1,616.2 |
| S2 |
1,600.6 |
1,600.6 |
1,652.8 |
|
| S3 |
1,544.4 |
1,575.6 |
1,647.6 |
|
| S4 |
1,488.2 |
1,519.4 |
1,632.2 |
|
|
| Weekly Pivots for week ending 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,894.2 |
1,861.1 |
1,747.4 |
|
| R3 |
1,838.6 |
1,805.5 |
1,732.1 |
|
| R2 |
1,783.0 |
1,783.0 |
1,727.0 |
|
| R1 |
1,749.9 |
1,749.9 |
1,721.9 |
1,738.7 |
| PP |
1,727.4 |
1,727.4 |
1,727.4 |
1,721.8 |
| S1 |
1,694.3 |
1,694.3 |
1,711.7 |
1,683.1 |
| S2 |
1,671.8 |
1,671.8 |
1,706.6 |
|
| S3 |
1,616.2 |
1,638.7 |
1,701.5 |
|
| S4 |
1,560.6 |
1,583.1 |
1,686.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,760.5 |
1,625.5 |
135.0 |
8.1% |
42.7 |
2.6% |
28% |
False |
True |
137,370 |
| 10 |
1,767.1 |
1,625.5 |
141.6 |
8.5% |
37.9 |
2.3% |
27% |
False |
True |
130,461 |
| 20 |
1,790.0 |
1,625.5 |
164.5 |
9.9% |
36.7 |
2.2% |
23% |
False |
True |
86,348 |
| 40 |
1,806.6 |
1,607.3 |
199.3 |
12.0% |
36.2 |
2.2% |
28% |
False |
False |
47,609 |
| 60 |
1,820.8 |
1,543.3 |
277.5 |
16.7% |
40.9 |
2.5% |
43% |
False |
False |
33,035 |
| 80 |
1,925.1 |
1,543.3 |
381.8 |
23.0% |
45.2 |
2.7% |
31% |
False |
False |
25,539 |
| 100 |
1,925.1 |
1,543.3 |
381.8 |
23.0% |
42.9 |
2.6% |
31% |
False |
False |
21,134 |
| 120 |
1,925.1 |
1,482.6 |
442.5 |
26.6% |
38.6 |
2.3% |
41% |
False |
False |
17,703 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,920.6 |
|
2.618 |
1,828.8 |
|
1.618 |
1,772.6 |
|
1.000 |
1,737.9 |
|
0.618 |
1,716.4 |
|
HIGH |
1,681.7 |
|
0.618 |
1,660.2 |
|
0.500 |
1,653.6 |
|
0.382 |
1,647.0 |
|
LOW |
1,625.5 |
|
0.618 |
1,590.8 |
|
1.000 |
1,569.3 |
|
1.618 |
1,534.6 |
|
2.618 |
1,478.4 |
|
4.250 |
1,386.7 |
|
|
| Fisher Pivots for day following 13-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,659.9 |
1,676.7 |
| PP |
1,656.8 |
1,672.2 |
| S1 |
1,653.6 |
1,667.6 |
|