| Trading Metrics calculated at close of trading on 14-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2011 |
14-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1,675.8 |
1,635.5 |
-40.3 |
-2.4% |
1,761.0 |
| High |
1,680.8 |
1,648.0 |
-32.8 |
-2.0% |
1,764.2 |
| Low |
1,632.5 |
1,571.0 |
-61.5 |
-3.8% |
1,710.0 |
| Close |
1,667.5 |
1,590.8 |
-76.7 |
-4.6% |
1,721.7 |
| Range |
48.3 |
77.0 |
28.7 |
59.4% |
54.2 |
| ATR |
35.0 |
39.4 |
4.4 |
12.5% |
0.0 |
| Volume |
4,666 |
2,324 |
-2,342 |
-50.2% |
10,110 |
|
| Daily Pivots for day following 14-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,834.3 |
1,789.5 |
1,633.2 |
|
| R3 |
1,757.3 |
1,712.5 |
1,612.0 |
|
| R2 |
1,680.3 |
1,680.3 |
1,604.9 |
|
| R1 |
1,635.5 |
1,635.5 |
1,597.9 |
1,619.4 |
| PP |
1,603.3 |
1,603.3 |
1,603.3 |
1,595.2 |
| S1 |
1,558.5 |
1,558.5 |
1,583.7 |
1,542.4 |
| S2 |
1,526.3 |
1,526.3 |
1,576.7 |
|
| S3 |
1,449.3 |
1,481.5 |
1,569.6 |
|
| S4 |
1,372.3 |
1,404.5 |
1,548.5 |
|
|
| 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 |
1,571.0 |
193.2 |
12.1% |
50.3 |
3.2% |
10% |
False |
True |
2,661 |
| 10 |
1,772.0 |
1,571.0 |
201.0 |
12.6% |
38.1 |
2.4% |
10% |
False |
True |
2,473 |
| 20 |
1,788.9 |
1,571.0 |
217.9 |
13.7% |
35.5 |
2.2% |
9% |
False |
True |
2,209 |
| 40 |
1,808.5 |
1,571.0 |
237.5 |
14.9% |
33.2 |
2.1% |
8% |
False |
True |
1,481 |
| 60 |
1,820.0 |
1,544.1 |
275.9 |
17.3% |
36.3 |
2.3% |
17% |
False |
False |
1,114 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,975.3 |
|
2.618 |
1,849.6 |
|
1.618 |
1,772.6 |
|
1.000 |
1,725.0 |
|
0.618 |
1,695.6 |
|
HIGH |
1,648.0 |
|
0.618 |
1,618.6 |
|
0.500 |
1,609.5 |
|
0.382 |
1,600.4 |
|
LOW |
1,571.0 |
|
0.618 |
1,523.4 |
|
1.000 |
1,494.0 |
|
1.618 |
1,446.4 |
|
2.618 |
1,369.4 |
|
4.250 |
1,243.8 |
|
|
| Fisher Pivots for day following 14-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,609.5 |
1,647.2 |
| PP |
1,603.3 |
1,628.4 |
| S1 |
1,597.0 |
1,609.6 |
|