| Trading Metrics calculated at close of trading on 28-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2011 |
28-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
2,087.0 |
2,145.0 |
58.0 |
2.8% |
2,211.0 |
| High |
2,121.0 |
2,224.0 |
103.0 |
4.9% |
2,227.0 |
| Low |
2,064.0 |
2,136.0 |
72.0 |
3.5% |
2,064.0 |
| Close |
2,093.0 |
2,213.0 |
120.0 |
5.7% |
2,093.0 |
| Range |
57.0 |
88.0 |
31.0 |
54.4% |
163.0 |
| ATR |
77.6 |
81.5 |
3.8 |
4.9% |
0.0 |
| Volume |
1,115,982 |
1,455,465 |
339,483 |
30.4% |
4,837,588 |
|
| Daily Pivots for day following 28-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,455.0 |
2,422.0 |
2,261.4 |
|
| R3 |
2,367.0 |
2,334.0 |
2,237.2 |
|
| R2 |
2,279.0 |
2,279.0 |
2,229.1 |
|
| R1 |
2,246.0 |
2,246.0 |
2,221.1 |
2,262.5 |
| PP |
2,191.0 |
2,191.0 |
2,191.0 |
2,199.3 |
| S1 |
2,158.0 |
2,158.0 |
2,204.9 |
2,174.5 |
| S2 |
2,103.0 |
2,103.0 |
2,196.9 |
|
| S3 |
2,015.0 |
2,070.0 |
2,188.8 |
|
| S4 |
1,927.0 |
1,982.0 |
2,164.6 |
|
|
| Weekly Pivots for week ending 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,617.0 |
2,518.0 |
2,182.7 |
|
| R3 |
2,454.0 |
2,355.0 |
2,137.8 |
|
| R2 |
2,291.0 |
2,291.0 |
2,122.9 |
|
| R1 |
2,192.0 |
2,192.0 |
2,107.9 |
2,160.0 |
| PP |
2,128.0 |
2,128.0 |
2,128.0 |
2,112.0 |
| S1 |
2,029.0 |
2,029.0 |
2,078.1 |
1,997.0 |
| S2 |
1,965.0 |
1,965.0 |
2,063.1 |
|
| S3 |
1,802.0 |
1,866.0 |
2,048.2 |
|
| S4 |
1,639.0 |
1,703.0 |
2,003.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,227.0 |
2,064.0 |
163.0 |
7.4% |
67.6 |
3.1% |
91% |
False |
False |
1,258,610 |
| 10 |
2,346.0 |
2,064.0 |
282.0 |
12.7% |
67.5 |
3.1% |
53% |
False |
False |
1,296,263 |
| 20 |
2,439.0 |
2,064.0 |
375.0 |
16.9% |
82.7 |
3.7% |
40% |
False |
False |
1,401,889 |
| 40 |
2,509.0 |
2,045.0 |
464.0 |
21.0% |
76.4 |
3.5% |
36% |
False |
False |
1,442,069 |
| 60 |
2,509.0 |
1,924.0 |
585.0 |
26.4% |
78.2 |
3.5% |
49% |
False |
False |
1,392,390 |
| 80 |
2,509.0 |
1,924.0 |
585.0 |
26.4% |
84.7 |
3.8% |
49% |
False |
False |
1,049,082 |
| 100 |
2,852.0 |
1,924.0 |
928.0 |
41.9% |
80.5 |
3.6% |
31% |
False |
False |
839,906 |
| 120 |
2,887.0 |
1,924.0 |
963.0 |
43.5% |
74.8 |
3.4% |
30% |
False |
False |
701,815 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,598.0 |
|
2.618 |
2,454.4 |
|
1.618 |
2,366.4 |
|
1.000 |
2,312.0 |
|
0.618 |
2,278.4 |
|
HIGH |
2,224.0 |
|
0.618 |
2,190.4 |
|
0.500 |
2,180.0 |
|
0.382 |
2,169.6 |
|
LOW |
2,136.0 |
|
0.618 |
2,081.6 |
|
1.000 |
2,048.0 |
|
1.618 |
1,993.6 |
|
2.618 |
1,905.6 |
|
4.250 |
1,762.0 |
|
|
| Fisher Pivots for day following 28-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,202.0 |
2,190.0 |
| PP |
2,191.0 |
2,167.0 |
| S1 |
2,180.0 |
2,144.0 |
|