| Trading Metrics calculated at close of trading on 27-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2011 |
27-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
12,110 |
12,235 |
125 |
1.0% |
11,793 |
| High |
12,230 |
12,260 |
30 |
0.2% |
12,230 |
| Low |
12,101 |
12,187 |
86 |
0.7% |
11,661 |
| Close |
12,217 |
12,219 |
2 |
0.0% |
12,217 |
| Range |
129 |
73 |
-56 |
-43.4% |
569 |
| ATR |
223 |
212 |
-11 |
-4.8% |
0 |
| Volume |
38,138 |
30,099 |
-8,039 |
-21.1% |
382,302 |
|
| Daily Pivots for day following 27-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,441 |
12,403 |
12,259 |
|
| R3 |
12,368 |
12,330 |
12,239 |
|
| R2 |
12,295 |
12,295 |
12,233 |
|
| R1 |
12,257 |
12,257 |
12,226 |
12,240 |
| PP |
12,222 |
12,222 |
12,222 |
12,213 |
| S1 |
12,184 |
12,184 |
12,212 |
12,167 |
| S2 |
12,149 |
12,149 |
12,206 |
|
| S3 |
12,076 |
12,111 |
12,199 |
|
| S4 |
12,003 |
12,038 |
12,179 |
|
|
| Weekly Pivots for week ending 23-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,743 |
13,549 |
12,530 |
|
| R3 |
13,174 |
12,980 |
12,374 |
|
| R2 |
12,605 |
12,605 |
12,321 |
|
| R1 |
12,411 |
12,411 |
12,269 |
12,508 |
| PP |
12,036 |
12,036 |
12,036 |
12,085 |
| S1 |
11,842 |
11,842 |
12,165 |
11,939 |
| S2 |
11,467 |
11,467 |
12,113 |
|
| S3 |
10,898 |
11,273 |
12,061 |
|
| S4 |
10,329 |
10,704 |
11,904 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,260 |
11,693 |
567 |
4.6% |
182 |
1.5% |
93% |
True |
False |
67,628 |
| 10 |
12,260 |
11,661 |
599 |
4.9% |
195 |
1.6% |
93% |
True |
False |
90,793 |
| 20 |
12,260 |
11,387 |
873 |
7.1% |
220 |
1.8% |
95% |
True |
False |
61,895 |
| 40 |
12,260 |
11,077 |
1,183 |
9.7% |
215 |
1.8% |
97% |
True |
False |
30,986 |
| 60 |
12,260 |
10,288 |
1,972 |
16.1% |
212 |
1.7% |
98% |
True |
False |
20,665 |
| 80 |
12,260 |
10,288 |
1,972 |
16.1% |
217 |
1.8% |
98% |
True |
False |
15,507 |
| 100 |
12,260 |
10,288 |
1,972 |
16.1% |
174 |
1.4% |
98% |
True |
False |
12,406 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,570 |
|
2.618 |
12,451 |
|
1.618 |
12,378 |
|
1.000 |
12,333 |
|
0.618 |
12,305 |
|
HIGH |
12,260 |
|
0.618 |
12,232 |
|
0.500 |
12,224 |
|
0.382 |
12,215 |
|
LOW |
12,187 |
|
0.618 |
12,142 |
|
1.000 |
12,114 |
|
1.618 |
12,069 |
|
2.618 |
11,996 |
|
4.250 |
11,877 |
|
|
| Fisher Pivots for day following 27-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
12,224 |
12,188 |
| PP |
12,222 |
12,158 |
| S1 |
12,221 |
12,127 |
|