| 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 |
6,077.0 |
5,837.5 |
-239.5 |
-3.9% |
6,130.0 |
| High |
6,086.5 |
6,030.0 |
-56.5 |
-0.9% |
6,180.0 |
| Low |
5,827.0 |
5,783.0 |
-44.0 |
-0.8% |
5,783.0 |
| Close |
5,837.5 |
6,017.5 |
180.0 |
3.1% |
6,017.5 |
| Range |
259.5 |
247.0 |
-12.5 |
-4.8% |
397.0 |
| ATR |
192.2 |
196.1 |
3.9 |
2.0% |
0.0 |
| Volume |
5,110 |
8,048 |
2,938 |
57.5% |
19,111 |
|
| Daily Pivots for day following 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,684.5 |
6,598.0 |
6,153.4 |
|
| R3 |
6,437.5 |
6,351.0 |
6,085.4 |
|
| R2 |
6,190.5 |
6,190.5 |
6,062.8 |
|
| R1 |
6,104.0 |
6,104.0 |
6,040.1 |
6,147.3 |
| PP |
5,943.5 |
5,943.5 |
5,943.5 |
5,965.1 |
| S1 |
5,857.0 |
5,857.0 |
5,994.9 |
5,900.3 |
| S2 |
5,696.5 |
5,696.5 |
5,972.2 |
|
| S3 |
5,449.5 |
5,610.0 |
5,949.6 |
|
| S4 |
5,202.5 |
5,363.0 |
5,881.7 |
|
|
| Weekly Pivots for week ending 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,184.5 |
6,998.0 |
6,235.9 |
|
| R3 |
6,787.5 |
6,601.0 |
6,126.7 |
|
| R2 |
6,390.5 |
6,390.5 |
6,090.3 |
|
| R1 |
6,204.0 |
6,204.0 |
6,053.9 |
6,098.8 |
| PP |
5,993.5 |
5,993.5 |
5,993.5 |
5,940.9 |
| S1 |
5,807.0 |
5,807.0 |
5,981.1 |
5,701.8 |
| S2 |
5,596.5 |
5,596.5 |
5,944.7 |
|
| S3 |
5,199.5 |
5,410.0 |
5,908.3 |
|
| S4 |
4,802.5 |
5,013.0 |
5,799.2 |
|
|
| 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 |
5,783.0 |
397.0 |
6.6% |
184.7 |
3.1% |
59% |
False |
True |
3,822 |
| 10 |
6,180.0 |
5,585.0 |
595.0 |
9.9% |
187.0 |
3.1% |
73% |
False |
False |
2,790 |
| 20 |
6,180.0 |
5,382.0 |
798.0 |
13.3% |
174.3 |
2.9% |
80% |
False |
False |
1,772 |
| 40 |
6,456.0 |
5,382.0 |
1,074.0 |
17.8% |
192.9 |
3.2% |
59% |
False |
False |
1,179 |
| 60 |
6,456.0 |
5,001.0 |
1,455.0 |
24.2% |
193.2 |
3.2% |
70% |
False |
False |
948 |
| 80 |
6,456.0 |
4,988.0 |
1,468.0 |
24.4% |
190.4 |
3.2% |
70% |
False |
False |
1,694 |
| 100 |
7,454.0 |
4,988.0 |
2,466.0 |
41.0% |
202.7 |
3.4% |
42% |
False |
False |
1,387 |
| 120 |
7,570.5 |
4,988.0 |
2,582.5 |
42.9% |
179.9 |
3.0% |
40% |
False |
False |
1,167 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,079.8 |
|
2.618 |
6,676.6 |
|
1.618 |
6,429.6 |
|
1.000 |
6,277.0 |
|
0.618 |
6,182.6 |
|
HIGH |
6,030.0 |
|
0.618 |
5,935.6 |
|
0.500 |
5,906.5 |
|
0.382 |
5,877.4 |
|
LOW |
5,783.0 |
|
0.618 |
5,630.4 |
|
1.000 |
5,536.0 |
|
1.618 |
5,383.4 |
|
2.618 |
5,136.4 |
|
4.250 |
4,733.3 |
|
|
| Fisher Pivots for day following 09-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
5,980.5 |
5,999.8 |
| PP |
5,943.5 |
5,982.0 |
| S1 |
5,906.5 |
5,964.3 |
|