| Trading Metrics calculated at close of trading on 13-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2011 |
13-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1,720.4 |
1,675.8 |
-44.6 |
-2.6% |
1,761.0 |
| High |
1,723.3 |
1,680.8 |
-42.5 |
-2.5% |
1,764.2 |
| Low |
1,666.9 |
1,632.5 |
-34.4 |
-2.1% |
1,710.0 |
| Close |
1,672.7 |
1,667.5 |
-5.2 |
-0.3% |
1,721.7 |
| Range |
56.4 |
48.3 |
-8.1 |
-14.4% |
54.2 |
| ATR |
34.0 |
35.0 |
1.0 |
3.0% |
0.0 |
| Volume |
1,423 |
4,666 |
3,243 |
227.9% |
10,110 |
|
| Daily Pivots for day following 13-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,805.2 |
1,784.6 |
1,694.1 |
|
| R3 |
1,756.9 |
1,736.3 |
1,680.8 |
|
| R2 |
1,708.6 |
1,708.6 |
1,676.4 |
|
| R1 |
1,688.0 |
1,688.0 |
1,671.9 |
1,674.2 |
| PP |
1,660.3 |
1,660.3 |
1,660.3 |
1,653.3 |
| S1 |
1,639.7 |
1,639.7 |
1,663.1 |
1,625.9 |
| S2 |
1,612.0 |
1,612.0 |
1,658.6 |
|
| S3 |
1,563.7 |
1,591.4 |
1,654.2 |
|
| S4 |
1,515.4 |
1,543.1 |
1,640.9 |
|
|
| Weekly Pivots for week ending 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,894.6 |
1,862.3 |
1,751.5 |
|
| R3 |
1,840.4 |
1,808.1 |
1,736.6 |
|
| R2 |
1,786.2 |
1,786.2 |
1,731.6 |
|
| R1 |
1,753.9 |
1,753.9 |
1,726.7 |
1,743.0 |
| PP |
1,732.0 |
1,732.0 |
1,732.0 |
1,726.5 |
| S1 |
1,699.7 |
1,699.7 |
1,716.7 |
1,688.8 |
| S2 |
1,677.8 |
1,677.8 |
1,711.8 |
|
| S3 |
1,623.6 |
1,645.5 |
1,706.8 |
|
| S4 |
1,569.4 |
1,591.3 |
1,691.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,764.2 |
1,632.5 |
131.7 |
7.9% |
39.1 |
2.3% |
27% |
False |
True |
2,604 |
| 10 |
1,772.0 |
1,632.5 |
139.5 |
8.4% |
35.2 |
2.1% |
25% |
False |
True |
2,668 |
| 20 |
1,791.9 |
1,632.5 |
159.4 |
9.6% |
32.9 |
2.0% |
22% |
False |
True |
2,108 |
| 40 |
1,808.5 |
1,611.8 |
196.7 |
11.8% |
32.1 |
1.9% |
28% |
False |
False |
1,429 |
| 60 |
1,820.0 |
1,544.1 |
275.9 |
16.5% |
35.6 |
2.1% |
45% |
False |
False |
1,082 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,886.1 |
|
2.618 |
1,807.2 |
|
1.618 |
1,758.9 |
|
1.000 |
1,729.1 |
|
0.618 |
1,710.6 |
|
HIGH |
1,680.8 |
|
0.618 |
1,662.3 |
|
0.500 |
1,656.7 |
|
0.382 |
1,651.0 |
|
LOW |
1,632.5 |
|
0.618 |
1,602.7 |
|
1.000 |
1,584.2 |
|
1.618 |
1,554.4 |
|
2.618 |
1,506.1 |
|
4.250 |
1,427.2 |
|
|
| Fisher Pivots for day following 13-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,663.9 |
1,681.6 |
| PP |
1,660.3 |
1,676.9 |
| S1 |
1,656.7 |
1,672.2 |
|