| Trading Metrics calculated at close of trading on 21-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2011 |
21-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1,601.0 |
1,628.0 |
27.0 |
1.7% |
1,720.4 |
| High |
1,624.0 |
1,646.2 |
22.2 |
1.4% |
1,723.3 |
| Low |
1,601.0 |
1,616.0 |
15.0 |
0.9% |
1,566.7 |
| Close |
1,622.0 |
1,618.1 |
-3.9 |
-0.2% |
1,602.0 |
| Range |
23.0 |
30.2 |
7.2 |
31.3% |
156.6 |
| ATR |
35.9 |
35.5 |
-0.4 |
-1.1% |
0.0 |
| Volume |
2,194 |
2,337 |
143 |
6.5% |
13,194 |
|
| Daily Pivots for day following 21-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,717.4 |
1,697.9 |
1,634.7 |
|
| R3 |
1,687.2 |
1,667.7 |
1,626.4 |
|
| R2 |
1,657.0 |
1,657.0 |
1,623.6 |
|
| R1 |
1,637.5 |
1,637.5 |
1,620.9 |
1,632.2 |
| PP |
1,626.8 |
1,626.8 |
1,626.8 |
1,624.1 |
| S1 |
1,607.3 |
1,607.3 |
1,615.3 |
1,602.0 |
| S2 |
1,596.6 |
1,596.6 |
1,612.6 |
|
| S3 |
1,566.4 |
1,577.1 |
1,609.8 |
|
| S4 |
1,536.2 |
1,546.9 |
1,601.5 |
|
|
| 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 |
1,646.2 |
1,566.7 |
79.5 |
4.9% |
27.0 |
1.7% |
65% |
True |
False |
2,242 |
| 10 |
1,764.2 |
1,566.7 |
197.5 |
12.2% |
38.6 |
2.4% |
26% |
False |
False |
2,452 |
| 20 |
1,772.0 |
1,566.7 |
205.3 |
12.7% |
33.0 |
2.0% |
25% |
False |
False |
2,327 |
| 40 |
1,808.5 |
1,566.7 |
241.8 |
14.9% |
32.6 |
2.0% |
21% |
False |
False |
1,679 |
| 60 |
1,808.5 |
1,566.7 |
241.8 |
14.9% |
32.3 |
2.0% |
21% |
False |
False |
1,255 |
| 80 |
1,928.3 |
1,544.1 |
384.2 |
23.7% |
37.1 |
2.3% |
19% |
False |
False |
1,052 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,774.6 |
|
2.618 |
1,725.3 |
|
1.618 |
1,695.1 |
|
1.000 |
1,676.4 |
|
0.618 |
1,664.9 |
|
HIGH |
1,646.2 |
|
0.618 |
1,634.7 |
|
0.500 |
1,631.1 |
|
0.382 |
1,627.5 |
|
LOW |
1,616.0 |
|
0.618 |
1,597.3 |
|
1.000 |
1,585.8 |
|
1.618 |
1,567.1 |
|
2.618 |
1,536.9 |
|
4.250 |
1,487.7 |
|
|
| Fisher Pivots for day following 21-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,631.1 |
1,619.5 |
| PP |
1,626.8 |
1,619.0 |
| S1 |
1,622.4 |
1,618.6 |
|