| Trading Metrics calculated at close of trading on 30-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2011 |
30-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1,244.00 |
1,256.75 |
12.75 |
1.0% |
1,260.50 |
| High |
1,258.50 |
1,260.50 |
2.00 |
0.2% |
1,264.50 |
| Low |
1,243.75 |
1,250.75 |
7.00 |
0.6% |
1,243.00 |
| Close |
1,257.50 |
1,252.50 |
-5.00 |
-0.4% |
1,252.50 |
| Range |
14.75 |
9.75 |
-5.00 |
-33.9% |
21.50 |
| ATR |
24.36 |
23.32 |
-1.04 |
-4.3% |
0.00 |
| Volume |
677,675 |
452,715 |
-224,960 |
-33.2% |
2,349,782 |
|
| Daily Pivots for day following 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,283.75 |
1,278.00 |
1,257.75 |
|
| R3 |
1,274.00 |
1,268.25 |
1,255.25 |
|
| R2 |
1,264.25 |
1,264.25 |
1,254.25 |
|
| R1 |
1,258.50 |
1,258.50 |
1,253.50 |
1,256.50 |
| PP |
1,254.50 |
1,254.50 |
1,254.50 |
1,253.50 |
| S1 |
1,248.75 |
1,248.75 |
1,251.50 |
1,246.75 |
| S2 |
1,244.75 |
1,244.75 |
1,250.75 |
|
| S3 |
1,235.00 |
1,239.00 |
1,249.75 |
|
| S4 |
1,225.25 |
1,229.25 |
1,247.25 |
|
|
| Weekly Pivots for week ending 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,317.75 |
1,306.75 |
1,264.25 |
|
| R3 |
1,296.25 |
1,285.25 |
1,258.50 |
|
| R2 |
1,274.75 |
1,274.75 |
1,256.50 |
|
| R1 |
1,263.75 |
1,263.75 |
1,254.50 |
1,258.50 |
| PP |
1,253.25 |
1,253.25 |
1,253.25 |
1,250.75 |
| S1 |
1,242.25 |
1,242.25 |
1,250.50 |
1,237.00 |
| S2 |
1,231.75 |
1,231.75 |
1,248.50 |
|
| S3 |
1,210.25 |
1,220.75 |
1,246.50 |
|
| S4 |
1,188.75 |
1,199.25 |
1,240.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,264.50 |
1,243.00 |
21.50 |
1.7% |
13.25 |
1.1% |
44% |
False |
False |
577,296 |
| 10 |
1,264.50 |
1,195.50 |
69.00 |
5.5% |
19.00 |
1.5% |
83% |
False |
False |
1,091,003 |
| 20 |
1,266.00 |
1,195.50 |
70.50 |
5.6% |
23.00 |
1.8% |
81% |
False |
False |
1,272,325 |
| 40 |
1,269.00 |
1,141.75 |
127.25 |
10.2% |
26.25 |
2.1% |
87% |
False |
False |
640,487 |
| 60 |
1,283.00 |
1,123.00 |
160.00 |
12.8% |
27.25 |
2.2% |
81% |
False |
False |
427,709 |
| 80 |
1,283.00 |
1,062.00 |
221.00 |
17.6% |
29.50 |
2.4% |
86% |
False |
False |
321,046 |
| 100 |
1,283.00 |
1,062.00 |
221.00 |
17.6% |
30.50 |
2.4% |
86% |
False |
False |
256,862 |
| 120 |
1,335.75 |
1,062.00 |
273.75 |
21.9% |
30.50 |
2.4% |
70% |
False |
False |
214,057 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,302.00 |
|
2.618 |
1,286.00 |
|
1.618 |
1,276.25 |
|
1.000 |
1,270.25 |
|
0.618 |
1,266.50 |
|
HIGH |
1,260.50 |
|
0.618 |
1,256.75 |
|
0.500 |
1,255.50 |
|
0.382 |
1,254.50 |
|
LOW |
1,250.75 |
|
0.618 |
1,244.75 |
|
1.000 |
1,241.00 |
|
1.618 |
1,235.00 |
|
2.618 |
1,225.25 |
|
4.250 |
1,209.25 |
|
|
| Fisher Pivots for day following 30-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,255.50 |
1,253.75 |
| PP |
1,254.50 |
1,253.25 |
| S1 |
1,253.50 |
1,253.00 |
|