| Trading Metrics calculated at close of trading on 20-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2011 |
20-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1,212.00 |
1,199.00 |
-13.00 |
-1.1% |
1,250.25 |
| High |
1,219.75 |
1,237.25 |
17.50 |
1.4% |
1,254.50 |
| Low |
1,195.50 |
1,198.75 |
3.25 |
0.3% |
1,198.00 |
| Close |
1,199.00 |
1,236.00 |
37.00 |
3.1% |
1,211.00 |
| Range |
24.25 |
38.50 |
14.25 |
58.8% |
56.50 |
| ATR |
27.99 |
28.75 |
0.75 |
2.7% |
0.00 |
| Volume |
1,294,215 |
1,825,749 |
531,534 |
41.1% |
12,619,979 |
|
| Daily Pivots for day following 20-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,339.50 |
1,326.25 |
1,257.25 |
|
| R3 |
1,301.00 |
1,287.75 |
1,246.50 |
|
| R2 |
1,262.50 |
1,262.50 |
1,243.00 |
|
| R1 |
1,249.25 |
1,249.25 |
1,239.50 |
1,256.00 |
| PP |
1,224.00 |
1,224.00 |
1,224.00 |
1,227.25 |
| S1 |
1,210.75 |
1,210.75 |
1,232.50 |
1,217.50 |
| S2 |
1,185.50 |
1,185.50 |
1,229.00 |
|
| S3 |
1,147.00 |
1,172.25 |
1,225.50 |
|
| S4 |
1,108.50 |
1,133.75 |
1,214.75 |
|
|
| Weekly Pivots for week ending 16-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,390.75 |
1,357.25 |
1,242.00 |
|
| R3 |
1,334.25 |
1,300.75 |
1,226.50 |
|
| R2 |
1,277.75 |
1,277.75 |
1,221.25 |
|
| R1 |
1,244.25 |
1,244.25 |
1,216.25 |
1,232.75 |
| PP |
1,221.25 |
1,221.25 |
1,221.25 |
1,215.50 |
| S1 |
1,187.75 |
1,187.75 |
1,205.75 |
1,176.25 |
| S2 |
1,164.75 |
1,164.75 |
1,200.75 |
|
| S3 |
1,108.25 |
1,131.25 |
1,195.50 |
|
| S4 |
1,051.75 |
1,074.75 |
1,180.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,237.25 |
1,195.50 |
41.75 |
3.4% |
25.25 |
2.0% |
97% |
True |
False |
2,012,029 |
| 10 |
1,266.00 |
1,195.50 |
70.50 |
5.7% |
29.00 |
2.3% |
57% |
False |
False |
1,970,831 |
| 20 |
1,266.00 |
1,141.75 |
124.25 |
10.1% |
27.25 |
2.2% |
76% |
False |
False |
997,126 |
| 40 |
1,283.00 |
1,141.75 |
141.25 |
11.4% |
28.75 |
2.3% |
67% |
False |
False |
500,722 |
| 60 |
1,283.00 |
1,062.00 |
221.00 |
17.9% |
30.00 |
2.4% |
79% |
False |
False |
334,476 |
| 80 |
1,283.00 |
1,062.00 |
221.00 |
17.9% |
30.75 |
2.5% |
79% |
False |
False |
250,962 |
| 100 |
1,297.75 |
1,062.00 |
235.75 |
19.1% |
33.25 |
2.7% |
74% |
False |
False |
200,795 |
| 120 |
1,342.75 |
1,062.00 |
280.75 |
22.7% |
30.75 |
2.5% |
62% |
False |
False |
167,333 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,401.00 |
|
2.618 |
1,338.00 |
|
1.618 |
1,299.50 |
|
1.000 |
1,275.75 |
|
0.618 |
1,261.00 |
|
HIGH |
1,237.25 |
|
0.618 |
1,222.50 |
|
0.500 |
1,218.00 |
|
0.382 |
1,213.50 |
|
LOW |
1,198.75 |
|
0.618 |
1,175.00 |
|
1.000 |
1,160.25 |
|
1.618 |
1,136.50 |
|
2.618 |
1,098.00 |
|
4.250 |
1,035.00 |
|
|
| Fisher Pivots for day following 20-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,230.00 |
1,229.50 |
| PP |
1,224.00 |
1,223.00 |
| S1 |
1,218.00 |
1,216.50 |
|