| Trading Metrics calculated at close of trading on 29-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2011 |
29-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
2,145.0 |
2,226.0 |
81.0 |
3.8% |
2,211.0 |
| High |
2,224.0 |
2,248.0 |
24.0 |
1.1% |
2,227.0 |
| Low |
2,136.0 |
2,191.0 |
55.0 |
2.6% |
2,064.0 |
| Close |
2,213.0 |
2,229.0 |
16.0 |
0.7% |
2,093.0 |
| Range |
88.0 |
57.0 |
-31.0 |
-35.2% |
163.0 |
| ATR |
81.5 |
79.7 |
-1.7 |
-2.1% |
0.0 |
| Volume |
1,455,465 |
1,244,100 |
-211,365 |
-14.5% |
4,837,588 |
|
| Daily Pivots for day following 29-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,393.7 |
2,368.3 |
2,260.4 |
|
| R3 |
2,336.7 |
2,311.3 |
2,244.7 |
|
| R2 |
2,279.7 |
2,279.7 |
2,239.5 |
|
| R1 |
2,254.3 |
2,254.3 |
2,234.2 |
2,267.0 |
| PP |
2,222.7 |
2,222.7 |
2,222.7 |
2,229.0 |
| S1 |
2,197.3 |
2,197.3 |
2,223.8 |
2,210.0 |
| S2 |
2,165.7 |
2,165.7 |
2,218.6 |
|
| S3 |
2,108.7 |
2,140.3 |
2,213.3 |
|
| S4 |
2,051.7 |
2,083.3 |
2,197.7 |
|
|
| 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 |
2,248.0 |
2,064.0 |
184.0 |
8.3% |
64.0 |
2.9% |
90% |
True |
False |
1,271,369 |
| 10 |
2,299.0 |
2,064.0 |
235.0 |
10.5% |
65.1 |
2.9% |
70% |
False |
False |
1,306,499 |
| 20 |
2,368.0 |
2,064.0 |
304.0 |
13.6% |
81.5 |
3.7% |
54% |
False |
False |
1,400,460 |
| 40 |
2,509.0 |
2,045.0 |
464.0 |
20.8% |
76.3 |
3.4% |
40% |
False |
False |
1,441,365 |
| 60 |
2,509.0 |
1,924.0 |
585.0 |
26.2% |
77.9 |
3.5% |
52% |
False |
False |
1,412,757 |
| 80 |
2,509.0 |
1,924.0 |
585.0 |
26.2% |
83.8 |
3.8% |
52% |
False |
False |
1,064,392 |
| 100 |
2,790.0 |
1,924.0 |
866.0 |
38.9% |
80.4 |
3.6% |
35% |
False |
False |
852,346 |
| 120 |
2,887.0 |
1,924.0 |
963.0 |
43.2% |
74.8 |
3.4% |
32% |
False |
False |
712,132 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,490.3 |
|
2.618 |
2,397.2 |
|
1.618 |
2,340.2 |
|
1.000 |
2,305.0 |
|
0.618 |
2,283.2 |
|
HIGH |
2,248.0 |
|
0.618 |
2,226.2 |
|
0.500 |
2,219.5 |
|
0.382 |
2,212.8 |
|
LOW |
2,191.0 |
|
0.618 |
2,155.8 |
|
1.000 |
2,134.0 |
|
1.618 |
2,098.8 |
|
2.618 |
2,041.8 |
|
4.250 |
1,948.8 |
|
|
| Fisher Pivots for day following 29-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,225.8 |
2,204.7 |
| PP |
2,222.7 |
2,180.3 |
| S1 |
2,219.5 |
2,156.0 |
|