| Trading Metrics calculated at close of trading on 20-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2011 |
20-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
11,866.54 |
11,769.21 |
-97.33 |
-0.8% |
12,181.08 |
| High |
11,925.88 |
12,117.13 |
191.25 |
1.6% |
12,181.38 |
| Low |
11,735.19 |
11,768.83 |
33.64 |
0.3% |
11,786.47 |
| Close |
11,766.26 |
12,103.58 |
337.32 |
2.9% |
11,866.39 |
| Range |
190.69 |
348.30 |
157.61 |
82.7% |
394.91 |
| ATR |
203.40 |
213.93 |
10.53 |
5.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 20-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,041.41 |
12,920.80 |
12,295.15 |
|
| R3 |
12,693.11 |
12,572.50 |
12,199.36 |
|
| R2 |
12,344.81 |
12,344.81 |
12,167.44 |
|
| R1 |
12,224.20 |
12,224.20 |
12,135.51 |
12,284.51 |
| PP |
11,996.51 |
11,996.51 |
11,996.51 |
12,026.67 |
| S1 |
11,875.90 |
11,875.90 |
12,071.65 |
11,936.21 |
| S2 |
11,648.21 |
11,648.21 |
12,039.73 |
|
| S3 |
11,299.91 |
11,527.60 |
12,007.80 |
|
| S4 |
10,951.61 |
11,179.30 |
11,912.02 |
|
|
| Weekly Pivots for week ending 16-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,129.48 |
12,892.84 |
12,083.59 |
|
| R3 |
12,734.57 |
12,497.93 |
11,974.99 |
|
| R2 |
12,339.66 |
12,339.66 |
11,938.79 |
|
| R1 |
12,103.02 |
12,103.02 |
11,902.59 |
12,023.89 |
| PP |
11,944.75 |
11,944.75 |
11,944.75 |
11,905.18 |
| S1 |
11,708.11 |
11,708.11 |
11,830.19 |
11,628.98 |
| S2 |
11,549.84 |
11,549.84 |
11,793.99 |
|
| S3 |
11,154.93 |
11,313.20 |
11,757.79 |
|
| S4 |
10,760.02 |
10,918.29 |
11,649.19 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,117.13 |
11,735.19 |
381.94 |
3.2% |
198.81 |
1.6% |
96% |
True |
False |
|
| 10 |
12,257.67 |
11,735.19 |
522.48 |
4.3% |
212.22 |
1.8% |
71% |
False |
False |
|
| 20 |
12,257.67 |
11,231.56 |
1,026.11 |
8.5% |
204.01 |
1.7% |
85% |
False |
False |
|
| 40 |
12,284.31 |
11,231.56 |
1,052.75 |
8.7% |
218.94 |
1.8% |
83% |
False |
False |
|
| 60 |
12,284.31 |
10,404.49 |
1,879.82 |
15.5% |
227.89 |
1.9% |
90% |
False |
False |
|
| 80 |
12,284.31 |
10,404.49 |
1,879.82 |
15.5% |
234.89 |
1.9% |
90% |
False |
False |
|
| 100 |
12,284.31 |
10,404.49 |
1,879.82 |
15.5% |
259.08 |
2.1% |
90% |
False |
False |
|
| 120 |
12,753.89 |
10,404.49 |
2,349.40 |
19.4% |
239.96 |
2.0% |
72% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,597.41 |
|
2.618 |
13,028.98 |
|
1.618 |
12,680.68 |
|
1.000 |
12,465.43 |
|
0.618 |
12,332.38 |
|
HIGH |
12,117.13 |
|
0.618 |
11,984.08 |
|
0.500 |
11,942.98 |
|
0.382 |
11,901.88 |
|
LOW |
11,768.83 |
|
0.618 |
11,553.58 |
|
1.000 |
11,420.53 |
|
1.618 |
11,205.28 |
|
2.618 |
10,856.98 |
|
4.250 |
10,288.56 |
|
|
| Fisher Pivots for day following 20-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
12,050.05 |
12,044.44 |
| PP |
11,996.51 |
11,985.30 |
| S1 |
11,942.98 |
11,926.16 |
|