| Trading Metrics calculated at close of trading on 23-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2011 |
23-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
8,455 |
8,495 |
40 |
0.5% |
8,365 |
| High |
8,510 |
8,560 |
50 |
0.6% |
8,560 |
| Low |
8,385 |
8,485 |
100 |
1.2% |
8,275 |
| Close |
8,500 |
8,550 |
50 |
0.6% |
8,550 |
| Range |
125 |
75 |
-50 |
-40.0% |
285 |
| ATR |
121 |
117 |
-3 |
-2.7% |
0 |
| Volume |
3,162 |
1,347 |
-1,815 |
-57.4% |
14,249 |
|
| Daily Pivots for day following 23-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,757 |
8,728 |
8,591 |
|
| R3 |
8,682 |
8,653 |
8,571 |
|
| R2 |
8,607 |
8,607 |
8,564 |
|
| R1 |
8,578 |
8,578 |
8,557 |
8,593 |
| PP |
8,532 |
8,532 |
8,532 |
8,539 |
| S1 |
8,503 |
8,503 |
8,543 |
8,518 |
| S2 |
8,457 |
8,457 |
8,536 |
|
| S3 |
8,382 |
8,428 |
8,530 |
|
| S4 |
8,307 |
8,353 |
8,509 |
|
|
| Weekly Pivots for week ending 23-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,317 |
9,218 |
8,707 |
|
| R3 |
9,032 |
8,933 |
8,629 |
|
| R2 |
8,747 |
8,747 |
8,602 |
|
| R1 |
8,648 |
8,648 |
8,576 |
8,698 |
| PP |
8,462 |
8,462 |
8,462 |
8,486 |
| S1 |
8,363 |
8,363 |
8,524 |
8,413 |
| S2 |
8,177 |
8,177 |
8,498 |
|
| S3 |
7,892 |
8,078 |
8,472 |
|
| S4 |
7,607 |
7,793 |
8,393 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,560 |
8,275 |
285 |
3.3% |
116 |
1.4% |
96% |
True |
False |
2,849 |
| 10 |
8,685 |
8,275 |
410 |
4.8% |
119 |
1.4% |
67% |
False |
False |
3,419 |
| 20 |
8,755 |
8,275 |
480 |
5.6% |
122 |
1.4% |
57% |
False |
False |
3,489 |
| 40 |
9,075 |
8,110 |
965 |
11.3% |
76 |
0.9% |
46% |
False |
False |
1,754 |
| 60 |
9,075 |
8,110 |
965 |
11.3% |
56 |
0.7% |
46% |
False |
False |
1,171 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,879 |
|
2.618 |
8,756 |
|
1.618 |
8,681 |
|
1.000 |
8,635 |
|
0.618 |
8,606 |
|
HIGH |
8,560 |
|
0.618 |
8,531 |
|
0.500 |
8,523 |
|
0.382 |
8,514 |
|
LOW |
8,485 |
|
0.618 |
8,439 |
|
1.000 |
8,410 |
|
1.618 |
8,364 |
|
2.618 |
8,289 |
|
4.250 |
8,166 |
|
|
| Fisher Pivots for day following 23-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
8,541 |
8,524 |
| PP |
8,532 |
8,498 |
| S1 |
8,523 |
8,473 |
|