| Trading Metrics calculated at close of trading on 30-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2011 |
30-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1,562.4 |
1,557.0 |
-5.4 |
-0.3% |
1,604.6 |
| High |
1,563.7 |
1,585.8 |
22.1 |
1.4% |
1,606.0 |
| Low |
1,528.6 |
1,556.0 |
27.4 |
1.8% |
1,528.6 |
| Close |
1,545.5 |
1,571.6 |
26.1 |
1.7% |
1,571.6 |
| Range |
35.1 |
29.8 |
-5.3 |
-15.1% |
77.4 |
| ATR |
32.4 |
33.0 |
0.6 |
1.7% |
0.0 |
| Volume |
1,069 |
1,620 |
551 |
51.5% |
4,325 |
|
| Daily Pivots for day following 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,660.5 |
1,645.9 |
1,588.0 |
|
| R3 |
1,630.7 |
1,616.1 |
1,579.8 |
|
| R2 |
1,600.9 |
1,600.9 |
1,577.1 |
|
| R1 |
1,586.3 |
1,586.3 |
1,574.3 |
1,593.6 |
| PP |
1,571.1 |
1,571.1 |
1,571.1 |
1,574.8 |
| S1 |
1,556.5 |
1,556.5 |
1,568.9 |
1,563.8 |
| S2 |
1,541.3 |
1,541.3 |
1,566.1 |
|
| S3 |
1,511.5 |
1,526.7 |
1,563.4 |
|
| S4 |
1,481.7 |
1,496.9 |
1,555.2 |
|
|
| Weekly Pivots for week ending 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,800.9 |
1,763.7 |
1,614.2 |
|
| R3 |
1,723.5 |
1,686.3 |
1,592.9 |
|
| R2 |
1,646.1 |
1,646.1 |
1,585.8 |
|
| R1 |
1,608.9 |
1,608.9 |
1,578.7 |
1,588.8 |
| PP |
1,568.7 |
1,568.7 |
1,568.7 |
1,558.7 |
| S1 |
1,531.5 |
1,531.5 |
1,564.5 |
1,511.4 |
| S2 |
1,491.3 |
1,491.3 |
1,557.4 |
|
| S3 |
1,413.9 |
1,454.1 |
1,550.3 |
|
| S4 |
1,336.5 |
1,376.7 |
1,529.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,620.2 |
1,528.6 |
91.6 |
5.8% |
24.7 |
1.6% |
47% |
False |
False |
1,029 |
| 10 |
1,646.2 |
1,528.6 |
117.6 |
7.5% |
24.0 |
1.5% |
37% |
False |
False |
1,493 |
| 20 |
1,772.0 |
1,528.6 |
243.4 |
15.5% |
31.8 |
2.0% |
18% |
False |
False |
1,931 |
| 40 |
1,808.5 |
1,528.6 |
279.9 |
17.8% |
31.3 |
2.0% |
15% |
False |
False |
1,751 |
| 60 |
1,808.5 |
1,528.6 |
279.9 |
17.8% |
30.4 |
1.9% |
15% |
False |
False |
1,332 |
| 80 |
1,890.9 |
1,528.6 |
362.3 |
23.1% |
35.4 |
2.3% |
12% |
False |
False |
1,096 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,712.5 |
|
2.618 |
1,663.8 |
|
1.618 |
1,634.0 |
|
1.000 |
1,615.6 |
|
0.618 |
1,604.2 |
|
HIGH |
1,585.8 |
|
0.618 |
1,574.4 |
|
0.500 |
1,570.9 |
|
0.382 |
1,567.4 |
|
LOW |
1,556.0 |
|
0.618 |
1,537.6 |
|
1.000 |
1,526.2 |
|
1.618 |
1,507.8 |
|
2.618 |
1,478.0 |
|
4.250 |
1,429.4 |
|
|
| Fisher Pivots for day following 30-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,571.4 |
1,568.7 |
| PP |
1,571.1 |
1,565.8 |
| S1 |
1,570.9 |
1,563.0 |
|