| 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 |
8,385 |
8,455 |
70 |
0.8% |
8,480 |
| High |
8,465 |
8,480 |
15 |
0.2% |
8,550 |
| Low |
8,350 |
8,395 |
45 |
0.5% |
8,350 |
| Close |
8,460 |
8,415 |
-45 |
-0.5% |
8,415 |
| Range |
115 |
85 |
-30 |
-26.1% |
200 |
| ATR |
116 |
114 |
-2 |
-1.9% |
0 |
| Volume |
1,928 |
1,624 |
-304 |
-15.8% |
6,867 |
|
| Daily Pivots for day following 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,685 |
8,635 |
8,462 |
|
| R3 |
8,600 |
8,550 |
8,439 |
|
| R2 |
8,515 |
8,515 |
8,431 |
|
| R1 |
8,465 |
8,465 |
8,423 |
8,448 |
| PP |
8,430 |
8,430 |
8,430 |
8,421 |
| S1 |
8,380 |
8,380 |
8,407 |
8,363 |
| S2 |
8,345 |
8,345 |
8,400 |
|
| S3 |
8,260 |
8,295 |
8,392 |
|
| S4 |
8,175 |
8,210 |
8,368 |
|
|
| Weekly Pivots for week ending 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,038 |
8,927 |
8,525 |
|
| R3 |
8,838 |
8,727 |
8,470 |
|
| R2 |
8,638 |
8,638 |
8,452 |
|
| R1 |
8,527 |
8,527 |
8,433 |
8,483 |
| PP |
8,438 |
8,438 |
8,438 |
8,416 |
| S1 |
8,327 |
8,327 |
8,397 |
8,283 |
| S2 |
8,238 |
8,238 |
8,378 |
|
| S3 |
8,038 |
8,127 |
8,360 |
|
| S4 |
7,838 |
7,927 |
8,305 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,560 |
8,350 |
210 |
2.5% |
97 |
1.2% |
31% |
False |
False |
1,642 |
| 10 |
8,560 |
8,275 |
285 |
3.4% |
109 |
1.3% |
49% |
False |
False |
2,497 |
| 20 |
8,755 |
8,275 |
480 |
5.7% |
120 |
1.4% |
29% |
False |
False |
3,783 |
| 40 |
8,800 |
8,110 |
690 |
8.2% |
85 |
1.0% |
44% |
False |
False |
1,920 |
| 60 |
9,075 |
8,110 |
965 |
11.5% |
62 |
0.7% |
32% |
False |
False |
1,285 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,841 |
|
2.618 |
8,703 |
|
1.618 |
8,618 |
|
1.000 |
8,565 |
|
0.618 |
8,533 |
|
HIGH |
8,480 |
|
0.618 |
8,448 |
|
0.500 |
8,438 |
|
0.382 |
8,428 |
|
LOW |
8,395 |
|
0.618 |
8,343 |
|
1.000 |
8,310 |
|
1.618 |
8,258 |
|
2.618 |
8,173 |
|
4.250 |
8,034 |
|
|
| Fisher Pivots for day following 30-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
8,438 |
8,415 |
| PP |
8,430 |
8,415 |
| S1 |
8,423 |
8,415 |
|