| Trading Metrics calculated at close of trading on 08-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2011 |
08-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
6,109.5 |
6,077.0 |
-32.5 |
-0.5% |
5,606.5 |
| High |
6,145.5 |
6,086.5 |
-59.0 |
-1.0% |
6,175.5 |
| Low |
5,928.0 |
5,827.0 |
-101.0 |
-1.7% |
5,585.0 |
| Close |
6,070.0 |
5,837.5 |
-232.5 |
-3.8% |
6,086.0 |
| Range |
217.5 |
259.5 |
42.0 |
19.3% |
590.5 |
| ATR |
187.1 |
192.2 |
5.2 |
2.8% |
0.0 |
| Volume |
2,635 |
5,110 |
2,475 |
93.9% |
8,796 |
|
| Daily Pivots for day following 08-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,695.5 |
6,526.0 |
5,980.2 |
|
| R3 |
6,436.0 |
6,266.5 |
5,908.9 |
|
| R2 |
6,176.5 |
6,176.5 |
5,885.1 |
|
| R1 |
6,007.0 |
6,007.0 |
5,861.3 |
5,962.0 |
| PP |
5,917.0 |
5,917.0 |
5,917.0 |
5,894.5 |
| S1 |
5,747.5 |
5,747.5 |
5,813.7 |
5,702.5 |
| S2 |
5,657.5 |
5,657.5 |
5,789.9 |
|
| S3 |
5,398.0 |
5,488.0 |
5,766.1 |
|
| S4 |
5,138.5 |
5,228.5 |
5,694.8 |
|
|
| 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 |
5,827.0 |
353.0 |
6.0% |
158.5 |
2.7% |
3% |
False |
True |
2,370 |
| 10 |
6,180.0 |
5,382.0 |
798.0 |
13.7% |
177.8 |
3.0% |
57% |
False |
False |
2,195 |
| 20 |
6,180.0 |
5,382.0 |
798.0 |
13.7% |
171.5 |
2.9% |
57% |
False |
False |
1,383 |
| 40 |
6,456.0 |
5,382.0 |
1,074.0 |
18.4% |
190.3 |
3.3% |
42% |
False |
False |
994 |
| 60 |
6,456.0 |
5,001.0 |
1,455.0 |
24.9% |
191.3 |
3.3% |
57% |
False |
False |
916 |
| 80 |
6,456.0 |
4,988.0 |
1,468.0 |
25.1% |
189.7 |
3.2% |
58% |
False |
False |
1,597 |
| 100 |
7,454.0 |
4,988.0 |
2,466.0 |
42.2% |
200.4 |
3.4% |
34% |
False |
False |
1,308 |
| 120 |
7,570.5 |
4,988.0 |
2,582.5 |
44.2% |
179.0 |
3.1% |
33% |
False |
False |
1,100 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,189.4 |
|
2.618 |
6,765.9 |
|
1.618 |
6,506.4 |
|
1.000 |
6,346.0 |
|
0.618 |
6,246.9 |
|
HIGH |
6,086.5 |
|
0.618 |
5,987.4 |
|
0.500 |
5,956.8 |
|
0.382 |
5,926.1 |
|
LOW |
5,827.0 |
|
0.618 |
5,666.6 |
|
1.000 |
5,567.5 |
|
1.618 |
5,407.1 |
|
2.618 |
5,147.6 |
|
4.250 |
4,724.1 |
|
|
| Fisher Pivots for day following 08-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
5,956.8 |
5,986.3 |
| PP |
5,917.0 |
5,936.7 |
| S1 |
5,877.3 |
5,887.1 |
|