| Trading Metrics calculated at close of trading on 14-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2011 |
14-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
11,941 |
11,889 |
-52 |
-0.4% |
11,980 |
| High |
12,075 |
11,945 |
-130 |
-1.1% |
12,226 |
| Low |
11,829 |
11,716 |
-113 |
-1.0% |
11,890 |
| Close |
11,895 |
11,762 |
-133 |
-1.1% |
12,143 |
| Range |
246 |
229 |
-17 |
-6.9% |
336 |
| ATR |
241 |
240 |
-1 |
-0.4% |
0 |
| Volume |
150,326 |
148,958 |
-1,368 |
-0.9% |
194,799 |
|
| Daily Pivots for day following 14-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,495 |
12,357 |
11,888 |
|
| R3 |
12,266 |
12,128 |
11,825 |
|
| R2 |
12,037 |
12,037 |
11,804 |
|
| R1 |
11,899 |
11,899 |
11,783 |
11,854 |
| PP |
11,808 |
11,808 |
11,808 |
11,785 |
| S1 |
11,670 |
11,670 |
11,741 |
11,625 |
| S2 |
11,579 |
11,579 |
11,720 |
|
| S3 |
11,350 |
11,441 |
11,699 |
|
| S4 |
11,121 |
11,212 |
11,636 |
|
|
| 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 |
11,716 |
510 |
4.3% |
272 |
2.3% |
9% |
False |
True |
123,266 |
| 10 |
12,226 |
11,716 |
510 |
4.3% |
220 |
1.9% |
9% |
False |
True |
62,866 |
| 20 |
12,226 |
11,077 |
1,149 |
9.8% |
226 |
1.9% |
60% |
False |
False |
31,524 |
| 40 |
12,226 |
11,077 |
1,149 |
9.8% |
212 |
1.8% |
60% |
False |
False |
15,774 |
| 60 |
12,226 |
10,288 |
1,938 |
16.5% |
233 |
2.0% |
76% |
False |
False |
10,528 |
| 80 |
12,226 |
10,288 |
1,938 |
16.5% |
199 |
1.7% |
76% |
False |
False |
7,899 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,918 |
|
2.618 |
12,545 |
|
1.618 |
12,316 |
|
1.000 |
12,174 |
|
0.618 |
12,087 |
|
HIGH |
11,945 |
|
0.618 |
11,858 |
|
0.500 |
11,831 |
|
0.382 |
11,804 |
|
LOW |
11,716 |
|
0.618 |
11,575 |
|
1.000 |
11,487 |
|
1.618 |
11,346 |
|
2.618 |
11,117 |
|
4.250 |
10,743 |
|
|
| Fisher Pivots for day following 14-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
11,831 |
11,935 |
| PP |
11,808 |
11,877 |
| S1 |
11,785 |
11,820 |
|