| Trading Metrics calculated at close of trading on 12-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2011 |
12-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
11,996.03 |
12,181.08 |
185.05 |
1.5% |
12,021.54 |
| High |
12,212.83 |
12,181.38 |
-31.45 |
-0.3% |
12,257.67 |
| Low |
11,995.51 |
11,940.86 |
-54.65 |
-0.5% |
11,966.22 |
| Close |
12,184.26 |
12,021.39 |
-162.87 |
-1.3% |
12,184.26 |
| Range |
217.32 |
240.52 |
23.20 |
10.7% |
291.45 |
| ATR |
212.86 |
215.04 |
2.18 |
1.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 12-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,769.44 |
12,635.93 |
12,153.68 |
|
| R3 |
12,528.92 |
12,395.41 |
12,087.53 |
|
| R2 |
12,288.40 |
12,288.40 |
12,065.49 |
|
| R1 |
12,154.89 |
12,154.89 |
12,043.44 |
12,101.39 |
| PP |
12,047.88 |
12,047.88 |
12,047.88 |
12,021.12 |
| S1 |
11,914.37 |
11,914.37 |
11,999.34 |
11,860.87 |
| S2 |
11,807.36 |
11,807.36 |
11,977.29 |
|
| S3 |
11,566.84 |
11,673.85 |
11,955.25 |
|
| S4 |
11,326.32 |
11,433.33 |
11,889.10 |
|
|
| Weekly Pivots for week ending 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,010.40 |
12,888.78 |
12,344.56 |
|
| R3 |
12,718.95 |
12,597.33 |
12,264.41 |
|
| R2 |
12,427.50 |
12,427.50 |
12,237.69 |
|
| R1 |
12,305.88 |
12,305.88 |
12,210.98 |
12,366.69 |
| PP |
12,136.05 |
12,136.05 |
12,136.05 |
12,166.46 |
| S1 |
12,014.43 |
12,014.43 |
12,157.54 |
12,075.24 |
| S2 |
11,844.60 |
11,844.60 |
12,130.83 |
|
| S3 |
11,553.15 |
11,722.98 |
12,104.11 |
|
| S4 |
11,261.70 |
11,431.53 |
12,023.96 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,257.67 |
11,940.86 |
316.81 |
2.6% |
204.77 |
1.7% |
25% |
False |
True |
|
| 10 |
12,257.67 |
11,517.04 |
740.63 |
6.2% |
200.99 |
1.7% |
68% |
False |
False |
|
| 20 |
12,257.67 |
11,231.56 |
1,026.11 |
8.5% |
204.07 |
1.7% |
77% |
False |
False |
|
| 40 |
12,284.31 |
11,231.56 |
1,052.75 |
8.8% |
222.53 |
1.9% |
75% |
False |
False |
|
| 60 |
12,284.31 |
10,404.49 |
1,879.82 |
15.6% |
236.24 |
2.0% |
86% |
False |
False |
|
| 80 |
12,284.31 |
10,404.49 |
1,879.82 |
15.6% |
240.96 |
2.0% |
86% |
False |
False |
|
| 100 |
12,740.87 |
10,404.49 |
2,336.38 |
19.4% |
255.42 |
2.1% |
69% |
False |
False |
|
| 120 |
12,753.89 |
10,404.49 |
2,349.40 |
19.5% |
237.58 |
2.0% |
69% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,203.59 |
|
2.618 |
12,811.06 |
|
1.618 |
12,570.54 |
|
1.000 |
12,421.90 |
|
0.618 |
12,330.02 |
|
HIGH |
12,181.38 |
|
0.618 |
12,089.50 |
|
0.500 |
12,061.12 |
|
0.382 |
12,032.74 |
|
LOW |
11,940.86 |
|
0.618 |
11,792.22 |
|
1.000 |
11,700.34 |
|
1.618 |
11,551.70 |
|
2.618 |
11,311.18 |
|
4.250 |
10,918.65 |
|
|
| Fisher Pivots for day following 12-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
12,061.12 |
12,076.85 |
| PP |
12,047.88 |
12,058.36 |
| S1 |
12,034.63 |
12,039.88 |
|