| Trading Metrics calculated at close of trading on 09-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2011 |
09-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
12,143 |
11,934 |
-209 |
-1.7% |
11,980 |
| High |
12,226 |
12,150 |
-76 |
-0.6% |
12,226 |
| Low |
11,890 |
11,890 |
0 |
0.0% |
11,890 |
| Close |
11,944 |
12,143 |
199 |
1.7% |
12,143 |
| Range |
336 |
260 |
-76 |
-22.6% |
336 |
| ATR |
235 |
237 |
2 |
0.8% |
0 |
| Volume |
51,706 |
131,226 |
79,520 |
153.8% |
194,799 |
|
| Daily Pivots for day following 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,841 |
12,752 |
12,286 |
|
| R3 |
12,581 |
12,492 |
12,215 |
|
| R2 |
12,321 |
12,321 |
12,191 |
|
| R1 |
12,232 |
12,232 |
12,167 |
12,277 |
| PP |
12,061 |
12,061 |
12,061 |
12,083 |
| S1 |
11,972 |
11,972 |
12,119 |
12,017 |
| S2 |
11,801 |
11,801 |
12,095 |
|
| S3 |
11,541 |
11,712 |
12,072 |
|
| S4 |
11,281 |
11,452 |
12,000 |
|
|
| Weekly Pivots for week ending 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,094 |
12,955 |
12,328 |
|
| R3 |
12,758 |
12,619 |
12,236 |
|
| R2 |
12,422 |
12,422 |
12,205 |
|
| R1 |
12,283 |
12,283 |
12,174 |
12,353 |
| PP |
12,086 |
12,086 |
12,086 |
12,121 |
| S1 |
11,947 |
11,947 |
12,112 |
12,017 |
| S2 |
11,750 |
11,750 |
12,082 |
|
| S3 |
11,414 |
11,611 |
12,051 |
|
| S4 |
11,078 |
11,275 |
11,958 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,226 |
11,890 |
336 |
2.8% |
228 |
1.9% |
75% |
False |
True |
38,959 |
| 10 |
12,226 |
11,260 |
966 |
8.0% |
236 |
1.9% |
91% |
False |
False |
19,592 |
| 20 |
12,226 |
11,077 |
1,149 |
9.5% |
221 |
1.8% |
93% |
False |
False |
9,859 |
| 40 |
12,226 |
11,077 |
1,149 |
9.5% |
213 |
1.8% |
93% |
False |
False |
4,940 |
| 60 |
12,226 |
10,288 |
1,938 |
16.0% |
230 |
1.9% |
96% |
False |
False |
3,307 |
| 80 |
12,226 |
10,288 |
1,938 |
16.0% |
189 |
1.6% |
96% |
False |
False |
2,481 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,255 |
|
2.618 |
12,831 |
|
1.618 |
12,571 |
|
1.000 |
12,410 |
|
0.618 |
12,311 |
|
HIGH |
12,150 |
|
0.618 |
12,051 |
|
0.500 |
12,020 |
|
0.382 |
11,989 |
|
LOW |
11,890 |
|
0.618 |
11,729 |
|
1.000 |
11,630 |
|
1.618 |
11,469 |
|
2.618 |
11,209 |
|
4.250 |
10,785 |
|
|
| Fisher Pivots for day following 09-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
12,102 |
12,115 |
| PP |
12,061 |
12,086 |
| S1 |
12,020 |
12,058 |
|