| Trading Metrics calculated at close of trading on 16-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2011 |
16-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1,584.5 |
1,579.0 |
-5.5 |
-0.3% |
1,720.4 |
| High |
1,600.0 |
1,605.9 |
5.9 |
0.4% |
1,723.3 |
| Low |
1,566.7 |
1,578.0 |
11.3 |
0.7% |
1,566.7 |
| Close |
1,581.2 |
1,602.0 |
20.8 |
1.3% |
1,602.0 |
| Range |
33.3 |
27.9 |
-5.4 |
-16.2% |
156.6 |
| ATR |
39.0 |
38.2 |
-0.8 |
-2.0% |
0.0 |
| Volume |
2,990 |
1,791 |
-1,199 |
-40.1% |
13,194 |
|
| Daily Pivots for day following 16-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,679.0 |
1,668.4 |
1,617.3 |
|
| R3 |
1,651.1 |
1,640.5 |
1,609.7 |
|
| R2 |
1,623.2 |
1,623.2 |
1,607.1 |
|
| R1 |
1,612.6 |
1,612.6 |
1,604.6 |
1,617.9 |
| PP |
1,595.3 |
1,595.3 |
1,595.3 |
1,598.0 |
| S1 |
1,584.7 |
1,584.7 |
1,599.4 |
1,590.0 |
| S2 |
1,567.4 |
1,567.4 |
1,596.9 |
|
| S3 |
1,539.5 |
1,556.8 |
1,594.3 |
|
| S4 |
1,511.6 |
1,528.9 |
1,586.7 |
|
|
| Weekly Pivots for week ending 16-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,100.5 |
2,007.8 |
1,688.1 |
|
| R3 |
1,943.9 |
1,851.2 |
1,645.1 |
|
| R2 |
1,787.3 |
1,787.3 |
1,630.7 |
|
| R1 |
1,694.6 |
1,694.6 |
1,616.4 |
1,662.7 |
| PP |
1,630.7 |
1,630.7 |
1,630.7 |
1,614.7 |
| S1 |
1,538.0 |
1,538.0 |
1,587.6 |
1,506.1 |
| S2 |
1,474.1 |
1,474.1 |
1,573.3 |
|
| S3 |
1,317.5 |
1,381.4 |
1,558.9 |
|
| S4 |
1,160.9 |
1,224.8 |
1,515.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,723.3 |
1,566.7 |
156.6 |
9.8% |
48.6 |
3.0% |
23% |
False |
False |
2,638 |
| 10 |
1,764.2 |
1,566.7 |
197.5 |
12.3% |
39.9 |
2.5% |
18% |
False |
False |
2,330 |
| 20 |
1,772.0 |
1,566.7 |
205.3 |
12.8% |
34.7 |
2.2% |
17% |
False |
False |
2,323 |
| 40 |
1,808.5 |
1,566.7 |
241.8 |
15.1% |
33.3 |
2.1% |
15% |
False |
False |
1,550 |
| 60 |
1,808.5 |
1,544.1 |
264.4 |
16.5% |
36.0 |
2.2% |
22% |
False |
False |
1,182 |
| 80 |
1,928.3 |
1,544.1 |
384.2 |
24.0% |
38.3 |
2.4% |
15% |
False |
False |
985 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,724.5 |
|
2.618 |
1,678.9 |
|
1.618 |
1,651.0 |
|
1.000 |
1,633.8 |
|
0.618 |
1,623.1 |
|
HIGH |
1,605.9 |
|
0.618 |
1,595.2 |
|
0.500 |
1,592.0 |
|
0.382 |
1,588.7 |
|
LOW |
1,578.0 |
|
0.618 |
1,560.8 |
|
1.000 |
1,550.1 |
|
1.618 |
1,532.9 |
|
2.618 |
1,505.0 |
|
4.250 |
1,459.4 |
|
|
| Fisher Pivots for day following 16-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,598.7 |
1,607.4 |
| PP |
1,595.3 |
1,605.6 |
| S1 |
1,592.0 |
1,603.8 |
|