| 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 |
6,130.0 |
6,090.5 |
-39.5 |
-0.6% |
5,606.5 |
| High |
6,180.0 |
6,105.0 |
-75.0 |
-1.2% |
6,175.5 |
| Low |
6,065.0 |
6,020.5 |
-44.5 |
-0.7% |
5,585.0 |
| Close |
6,090.5 |
6,075.5 |
-15.0 |
-0.2% |
6,086.0 |
| Range |
115.0 |
84.5 |
-30.5 |
-26.5% |
590.5 |
| ATR |
192.4 |
184.7 |
-7.7 |
-4.0% |
0.0 |
| Volume |
1,888 |
1,430 |
-458 |
-24.3% |
8,796 |
|
| Daily Pivots for day following 06-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,320.5 |
6,282.5 |
6,122.0 |
|
| R3 |
6,236.0 |
6,198.0 |
6,098.7 |
|
| R2 |
6,151.5 |
6,151.5 |
6,091.0 |
|
| R1 |
6,113.5 |
6,113.5 |
6,083.2 |
6,090.3 |
| PP |
6,067.0 |
6,067.0 |
6,067.0 |
6,055.4 |
| S1 |
6,029.0 |
6,029.0 |
6,067.8 |
6,005.8 |
| S2 |
5,982.5 |
5,982.5 |
6,060.0 |
|
| S3 |
5,898.0 |
5,944.5 |
6,052.3 |
|
| S4 |
5,813.5 |
5,860.0 |
6,029.0 |
|
|
| Weekly Pivots for week ending 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,720.3 |
7,493.7 |
6,410.8 |
|
| R3 |
7,129.8 |
6,903.2 |
6,248.4 |
|
| R2 |
6,539.3 |
6,539.3 |
6,194.3 |
|
| R1 |
6,312.7 |
6,312.7 |
6,140.1 |
6,426.0 |
| PP |
5,948.8 |
5,948.8 |
5,948.8 |
6,005.5 |
| S1 |
5,722.2 |
5,722.2 |
6,031.9 |
5,835.5 |
| S2 |
5,358.3 |
5,358.3 |
5,977.7 |
|
| S3 |
4,767.8 |
5,131.7 |
5,923.6 |
|
| S4 |
4,177.3 |
4,541.2 |
5,761.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,180.0 |
5,721.0 |
459.0 |
7.6% |
167.2 |
2.8% |
77% |
False |
False |
2,031 |
| 10 |
6,180.0 |
5,382.0 |
798.0 |
13.1% |
158.5 |
2.6% |
87% |
False |
False |
1,688 |
| 20 |
6,180.0 |
5,382.0 |
798.0 |
13.1% |
178.8 |
2.9% |
87% |
False |
False |
1,144 |
| 40 |
6,456.0 |
5,382.0 |
1,074.0 |
17.7% |
187.9 |
3.1% |
65% |
False |
False |
832 |
| 60 |
6,456.0 |
5,001.0 |
1,455.0 |
23.9% |
193.0 |
3.2% |
74% |
False |
False |
1,605 |
| 80 |
6,456.0 |
4,988.0 |
1,468.0 |
24.2% |
188.9 |
3.1% |
74% |
False |
False |
1,504 |
| 100 |
7,454.0 |
4,988.0 |
2,466.0 |
40.6% |
197.5 |
3.3% |
44% |
False |
False |
1,233 |
| 120 |
7,570.5 |
4,988.0 |
2,582.5 |
42.5% |
175.7 |
2.9% |
42% |
False |
False |
1,036 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,464.1 |
|
2.618 |
6,326.2 |
|
1.618 |
6,241.7 |
|
1.000 |
6,189.5 |
|
0.618 |
6,157.2 |
|
HIGH |
6,105.0 |
|
0.618 |
6,072.7 |
|
0.500 |
6,062.8 |
|
0.382 |
6,052.8 |
|
LOW |
6,020.5 |
|
0.618 |
5,968.3 |
|
1.000 |
5,936.0 |
|
1.618 |
5,883.8 |
|
2.618 |
5,799.3 |
|
4.250 |
5,661.4 |
|
|
| Fisher Pivots for day following 06-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
6,071.3 |
6,100.3 |
| PP |
6,067.0 |
6,092.0 |
| S1 |
6,062.8 |
6,083.8 |
|