| Trading Metrics calculated at close of trading on 15-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2011 |
15-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
8,510 |
8,435 |
-75 |
-0.9% |
8,645 |
| High |
8,530 |
8,440 |
-90 |
-1.1% |
8,730 |
| Low |
8,420 |
8,375 |
-45 |
-0.5% |
8,515 |
| Close |
8,435 |
8,415 |
-20 |
-0.2% |
8,665 |
| Range |
110 |
65 |
-45 |
-40.9% |
215 |
| ATR |
121 |
117 |
-4 |
-3.3% |
0 |
| Volume |
3,817 |
5,304 |
1,487 |
39.0% |
33,539 |
|
| Daily Pivots for day following 15-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,605 |
8,575 |
8,451 |
|
| R3 |
8,540 |
8,510 |
8,433 |
|
| R2 |
8,475 |
8,475 |
8,427 |
|
| R1 |
8,445 |
8,445 |
8,421 |
8,428 |
| PP |
8,410 |
8,410 |
8,410 |
8,401 |
| S1 |
8,380 |
8,380 |
8,409 |
8,363 |
| S2 |
8,345 |
8,345 |
8,403 |
|
| S3 |
8,280 |
8,315 |
8,397 |
|
| S4 |
8,215 |
8,250 |
8,379 |
|
|
| Weekly Pivots for week ending 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,282 |
9,188 |
8,783 |
|
| R3 |
9,067 |
8,973 |
8,724 |
|
| R2 |
8,852 |
8,852 |
8,705 |
|
| R1 |
8,758 |
8,758 |
8,685 |
8,805 |
| PP |
8,637 |
8,637 |
8,637 |
8,660 |
| S1 |
8,543 |
8,543 |
8,645 |
8,590 |
| S2 |
8,422 |
8,422 |
8,626 |
|
| S3 |
8,207 |
8,328 |
8,606 |
|
| S4 |
7,992 |
8,113 |
8,547 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,685 |
8,375 |
310 |
3.7% |
134 |
1.6% |
13% |
False |
True |
3,822 |
| 10 |
8,755 |
8,375 |
380 |
4.5% |
132 |
1.6% |
11% |
False |
True |
5,069 |
| 20 |
8,755 |
8,110 |
645 |
7.7% |
105 |
1.2% |
47% |
False |
False |
2,588 |
| 40 |
9,075 |
8,110 |
965 |
11.5% |
62 |
0.7% |
32% |
False |
False |
1,302 |
| 60 |
9,075 |
8,110 |
965 |
11.5% |
45 |
0.5% |
32% |
False |
False |
869 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,716 |
|
2.618 |
8,610 |
|
1.618 |
8,545 |
|
1.000 |
8,505 |
|
0.618 |
8,480 |
|
HIGH |
8,440 |
|
0.618 |
8,415 |
|
0.500 |
8,408 |
|
0.382 |
8,400 |
|
LOW |
8,375 |
|
0.618 |
8,335 |
|
1.000 |
8,310 |
|
1.618 |
8,270 |
|
2.618 |
8,205 |
|
4.250 |
8,099 |
|
|
| Fisher Pivots for day following 15-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
8,413 |
8,498 |
| PP |
8,410 |
8,470 |
| S1 |
8,408 |
8,443 |
|