| 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 |
2,318.50 |
2,280.75 |
-37.75 |
-1.6% |
2,308.25 |
| High |
2,337.00 |
2,323.00 |
-14.00 |
-0.6% |
2,339.50 |
| Low |
2,274.25 |
2,265.00 |
-9.25 |
-0.4% |
2,265.00 |
| Close |
2,281.50 |
2,318.50 |
37.00 |
1.6% |
2,318.50 |
| Range |
62.75 |
58.00 |
-4.75 |
-7.6% |
74.50 |
| ATR |
52.06 |
52.48 |
0.42 |
0.8% |
0.00 |
| Volume |
105,370 |
234,510 |
129,140 |
122.6% |
361,362 |
|
| Daily Pivots for day following 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,476.25 |
2,455.25 |
2,350.50 |
|
| R3 |
2,418.25 |
2,397.25 |
2,334.50 |
|
| R2 |
2,360.25 |
2,360.25 |
2,329.25 |
|
| R1 |
2,339.25 |
2,339.25 |
2,323.75 |
2,349.75 |
| PP |
2,302.25 |
2,302.25 |
2,302.25 |
2,307.50 |
| S1 |
2,281.25 |
2,281.25 |
2,313.25 |
2,291.75 |
| S2 |
2,244.25 |
2,244.25 |
2,307.75 |
|
| S3 |
2,186.25 |
2,223.25 |
2,302.50 |
|
| S4 |
2,128.25 |
2,165.25 |
2,286.50 |
|
|
| Weekly Pivots for week ending 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,531.25 |
2,499.25 |
2,359.50 |
|
| R3 |
2,456.75 |
2,424.75 |
2,339.00 |
|
| R2 |
2,382.25 |
2,382.25 |
2,332.25 |
|
| R1 |
2,350.25 |
2,350.25 |
2,325.25 |
2,366.25 |
| PP |
2,307.75 |
2,307.75 |
2,307.75 |
2,315.50 |
| S1 |
2,275.75 |
2,275.75 |
2,311.75 |
2,291.75 |
| S2 |
2,233.25 |
2,233.25 |
2,304.75 |
|
| S3 |
2,158.75 |
2,201.25 |
2,298.00 |
|
| S4 |
2,084.25 |
2,126.75 |
2,277.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,339.50 |
2,265.00 |
74.50 |
3.2% |
45.75 |
2.0% |
72% |
False |
True |
72,272 |
| 10 |
2,339.50 |
2,169.25 |
170.25 |
7.3% |
49.00 |
2.1% |
88% |
False |
False |
36,365 |
| 20 |
2,369.00 |
2,135.00 |
234.00 |
10.1% |
50.25 |
2.2% |
78% |
False |
False |
18,254 |
| 40 |
2,401.25 |
2,135.00 |
266.25 |
11.5% |
51.50 |
2.2% |
69% |
False |
False |
9,162 |
| 60 |
2,401.25 |
2,034.50 |
366.75 |
15.8% |
55.25 |
2.4% |
77% |
False |
False |
6,134 |
| 80 |
2,401.25 |
2,034.50 |
366.75 |
15.8% |
50.50 |
2.2% |
77% |
False |
False |
4,604 |
| 100 |
2,413.75 |
2,029.25 |
384.50 |
16.6% |
42.50 |
1.8% |
75% |
False |
False |
3,684 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,569.50 |
|
2.618 |
2,474.75 |
|
1.618 |
2,416.75 |
|
1.000 |
2,381.00 |
|
0.618 |
2,358.75 |
|
HIGH |
2,323.00 |
|
0.618 |
2,300.75 |
|
0.500 |
2,294.00 |
|
0.382 |
2,287.25 |
|
LOW |
2,265.00 |
|
0.618 |
2,229.25 |
|
1.000 |
2,207.00 |
|
1.618 |
2,171.25 |
|
2.618 |
2,113.25 |
|
4.250 |
2,018.50 |
|
|
| Fisher Pivots for day following 09-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,310.25 |
2,313.00 |
| PP |
2,302.25 |
2,307.75 |
| S1 |
2,294.00 |
2,302.25 |
|