| Trading Metrics calculated at close of trading on 30-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2011 |
30-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1,711.3 |
1,714.0 |
2.7 |
0.2% |
1,725.1 |
| High |
1,718.4 |
1,749.2 |
30.8 |
1.8% |
1,727.4 |
| Low |
1,704.0 |
1,699.9 |
-4.1 |
-0.2% |
1,667.1 |
| Close |
1,713.4 |
1,745.5 |
32.1 |
1.9% |
1,685.7 |
| Range |
14.4 |
49.3 |
34.9 |
242.4% |
60.3 |
| ATR |
37.7 |
38.5 |
0.8 |
2.2% |
0.0 |
| Volume |
53,813 |
14,119 |
-39,694 |
-73.8% |
644,285 |
|
| Daily Pivots for day following 30-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,879.4 |
1,861.8 |
1,772.6 |
|
| R3 |
1,830.1 |
1,812.5 |
1,759.1 |
|
| R2 |
1,780.8 |
1,780.8 |
1,754.5 |
|
| R1 |
1,763.2 |
1,763.2 |
1,750.0 |
1,772.0 |
| PP |
1,731.5 |
1,731.5 |
1,731.5 |
1,736.0 |
| S1 |
1,713.9 |
1,713.9 |
1,741.0 |
1,722.7 |
| S2 |
1,682.2 |
1,682.2 |
1,736.5 |
|
| S3 |
1,632.9 |
1,664.6 |
1,731.9 |
|
| S4 |
1,583.6 |
1,615.3 |
1,718.4 |
|
|
| Weekly Pivots for week ending 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,874.3 |
1,840.3 |
1,718.9 |
|
| R3 |
1,814.0 |
1,780.0 |
1,702.3 |
|
| R2 |
1,753.7 |
1,753.7 |
1,696.8 |
|
| R1 |
1,719.7 |
1,719.7 |
1,691.2 |
1,706.6 |
| PP |
1,693.4 |
1,693.4 |
1,693.4 |
1,686.8 |
| S1 |
1,659.4 |
1,659.4 |
1,680.2 |
1,646.3 |
| S2 |
1,633.1 |
1,633.1 |
1,674.6 |
|
| S3 |
1,572.8 |
1,599.1 |
1,669.1 |
|
| S4 |
1,512.5 |
1,538.8 |
1,652.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,749.2 |
1,672.6 |
76.6 |
4.4% |
33.2 |
1.9% |
95% |
True |
False |
106,106 |
| 10 |
1,784.8 |
1,667.1 |
117.7 |
6.7% |
38.0 |
2.2% |
67% |
False |
False |
137,482 |
| 20 |
1,804.4 |
1,667.1 |
137.3 |
7.9% |
35.9 |
2.1% |
57% |
False |
False |
130,533 |
| 40 |
1,804.4 |
1,596.6 |
207.8 |
11.9% |
36.3 |
2.1% |
72% |
False |
False |
128,027 |
| 60 |
1,889.1 |
1,535.0 |
354.1 |
20.3% |
45.8 |
2.6% |
59% |
False |
False |
155,971 |
| 80 |
1,923.7 |
1,535.0 |
388.7 |
22.3% |
48.2 |
2.8% |
54% |
False |
False |
176,997 |
| 100 |
1,923.7 |
1,535.0 |
388.7 |
22.3% |
43.5 |
2.5% |
54% |
False |
False |
161,322 |
| 120 |
1,923.7 |
1,481.0 |
442.7 |
25.4% |
39.4 |
2.3% |
60% |
False |
False |
135,897 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,958.7 |
|
2.618 |
1,878.3 |
|
1.618 |
1,829.0 |
|
1.000 |
1,798.5 |
|
0.618 |
1,779.7 |
|
HIGH |
1,749.2 |
|
0.618 |
1,730.4 |
|
0.500 |
1,724.6 |
|
0.382 |
1,718.7 |
|
LOW |
1,699.9 |
|
0.618 |
1,669.4 |
|
1.000 |
1,650.6 |
|
1.618 |
1,620.1 |
|
2.618 |
1,570.8 |
|
4.250 |
1,490.4 |
|
|
| Fisher Pivots for day following 30-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,738.5 |
1,735.9 |
| PP |
1,731.5 |
1,726.2 |
| S1 |
1,724.6 |
1,716.6 |
|