| Trading Metrics calculated at close of trading on 06-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2011 |
06-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
2,308.25 |
2,319.00 |
10.75 |
0.5% |
2,169.25 |
| High |
2,338.00 |
2,335.00 |
-3.00 |
-0.1% |
2,339.25 |
| Low |
2,308.25 |
2,308.25 |
0.00 |
0.0% |
2,169.25 |
| Close |
2,320.50 |
2,317.00 |
-3.50 |
-0.2% |
2,298.75 |
| Range |
29.75 |
26.75 |
-3.00 |
-10.1% |
170.00 |
| ATR |
53.10 |
51.22 |
-1.88 |
-3.5% |
0.00 |
| Volume |
1,417 |
4,619 |
3,202 |
226.0% |
2,297 |
|
| Daily Pivots for day following 06-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,400.25 |
2,385.50 |
2,331.75 |
|
| R3 |
2,373.50 |
2,358.75 |
2,324.25 |
|
| R2 |
2,346.75 |
2,346.75 |
2,322.00 |
|
| R1 |
2,332.00 |
2,332.00 |
2,319.50 |
2,326.00 |
| PP |
2,320.00 |
2,320.00 |
2,320.00 |
2,317.00 |
| S1 |
2,305.25 |
2,305.25 |
2,314.50 |
2,299.25 |
| S2 |
2,293.25 |
2,293.25 |
2,312.00 |
|
| S3 |
2,266.50 |
2,278.50 |
2,309.75 |
|
| S4 |
2,239.75 |
2,251.75 |
2,302.25 |
|
|
| Weekly Pivots for week ending 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,779.00 |
2,709.00 |
2,392.25 |
|
| R3 |
2,609.00 |
2,539.00 |
2,345.50 |
|
| R2 |
2,439.00 |
2,439.00 |
2,330.00 |
|
| R1 |
2,369.00 |
2,369.00 |
2,314.25 |
2,404.00 |
| PP |
2,269.00 |
2,269.00 |
2,269.00 |
2,286.50 |
| S1 |
2,199.00 |
2,199.00 |
2,283.25 |
2,234.00 |
| S2 |
2,099.00 |
2,099.00 |
2,267.50 |
|
| S3 |
1,929.00 |
2,029.00 |
2,252.00 |
|
| S4 |
1,759.00 |
1,859.00 |
2,205.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,339.25 |
2,190.25 |
149.00 |
6.4% |
45.50 |
2.0% |
85% |
False |
False |
1,564 |
| 10 |
2,339.25 |
2,135.00 |
204.25 |
8.8% |
46.00 |
2.0% |
89% |
False |
False |
884 |
| 20 |
2,394.25 |
2,135.00 |
259.25 |
11.2% |
50.25 |
2.2% |
70% |
False |
False |
505 |
| 40 |
2,401.25 |
2,135.00 |
266.25 |
11.5% |
50.00 |
2.2% |
68% |
False |
False |
281 |
| 60 |
2,401.25 |
2,034.50 |
366.75 |
15.8% |
54.00 |
2.3% |
77% |
False |
False |
215 |
| 80 |
2,401.25 |
2,034.50 |
366.75 |
15.8% |
48.25 |
2.1% |
77% |
False |
False |
162 |
| 100 |
2,413.75 |
2,029.25 |
384.50 |
16.6% |
40.75 |
1.8% |
75% |
False |
False |
131 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,448.75 |
|
2.618 |
2,405.00 |
|
1.618 |
2,378.25 |
|
1.000 |
2,361.75 |
|
0.618 |
2,351.50 |
|
HIGH |
2,335.00 |
|
0.618 |
2,324.75 |
|
0.500 |
2,321.50 |
|
0.382 |
2,318.50 |
|
LOW |
2,308.25 |
|
0.618 |
2,291.75 |
|
1.000 |
2,281.50 |
|
1.618 |
2,265.00 |
|
2.618 |
2,238.25 |
|
4.250 |
2,194.50 |
|
|
| Fisher Pivots for day following 06-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,321.50 |
2,318.25 |
| PP |
2,320.00 |
2,317.75 |
| S1 |
2,318.50 |
2,317.50 |
|