| Trading Metrics calculated at close of trading on 19-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2011 |
19-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1,579.0 |
1,611.8 |
32.8 |
2.1% |
1,720.4 |
| High |
1,605.9 |
1,613.2 |
7.3 |
0.5% |
1,723.3 |
| Low |
1,578.0 |
1,592.8 |
14.8 |
0.9% |
1,566.7 |
| Close |
1,602.0 |
1,601.0 |
-1.0 |
-0.1% |
1,602.0 |
| Range |
27.9 |
20.4 |
-7.5 |
-26.9% |
156.6 |
| ATR |
38.2 |
36.9 |
-1.3 |
-3.3% |
0.0 |
| Volume |
1,791 |
1,902 |
111 |
6.2% |
13,194 |
|
| Daily Pivots for day following 19-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,663.5 |
1,652.7 |
1,612.2 |
|
| R3 |
1,643.1 |
1,632.3 |
1,606.6 |
|
| R2 |
1,622.7 |
1,622.7 |
1,604.7 |
|
| R1 |
1,611.9 |
1,611.9 |
1,602.9 |
1,607.1 |
| PP |
1,602.3 |
1,602.3 |
1,602.3 |
1,600.0 |
| S1 |
1,591.5 |
1,591.5 |
1,599.1 |
1,586.7 |
| S2 |
1,581.9 |
1,581.9 |
1,597.3 |
|
| S3 |
1,561.5 |
1,571.1 |
1,595.4 |
|
| S4 |
1,541.1 |
1,550.7 |
1,589.8 |
|
|
| 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 |
1,680.8 |
1,566.7 |
114.1 |
7.1% |
41.4 |
2.6% |
30% |
False |
False |
2,734 |
| 10 |
1,764.2 |
1,566.7 |
197.5 |
12.3% |
38.4 |
2.4% |
17% |
False |
False |
2,271 |
| 20 |
1,772.0 |
1,566.7 |
205.3 |
12.8% |
34.5 |
2.2% |
17% |
False |
False |
2,284 |
| 40 |
1,808.5 |
1,566.7 |
241.8 |
15.1% |
33.1 |
2.1% |
14% |
False |
False |
1,583 |
| 60 |
1,808.5 |
1,544.1 |
264.4 |
16.5% |
34.5 |
2.2% |
22% |
False |
False |
1,205 |
| 80 |
1,928.3 |
1,544.1 |
384.2 |
24.0% |
37.9 |
2.4% |
15% |
False |
False |
1,004 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,699.9 |
|
2.618 |
1,666.6 |
|
1.618 |
1,646.2 |
|
1.000 |
1,633.6 |
|
0.618 |
1,625.8 |
|
HIGH |
1,613.2 |
|
0.618 |
1,605.4 |
|
0.500 |
1,603.0 |
|
0.382 |
1,600.6 |
|
LOW |
1,592.8 |
|
0.618 |
1,580.2 |
|
1.000 |
1,572.4 |
|
1.618 |
1,559.8 |
|
2.618 |
1,539.4 |
|
4.250 |
1,506.1 |
|
|
| Fisher Pivots for day following 19-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,603.0 |
1,597.3 |
| PP |
1,602.3 |
1,593.6 |
| S1 |
1,601.7 |
1,590.0 |
|