| 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 |
2,226.0 |
2,208.0 |
-18.0 |
-0.8% |
2,211.0 |
| High |
2,248.0 |
2,347.0 |
99.0 |
4.4% |
2,227.0 |
| Low |
2,191.0 |
2,197.0 |
6.0 |
0.3% |
2,064.0 |
| Close |
2,229.0 |
2,341.0 |
112.0 |
5.0% |
2,093.0 |
| Range |
57.0 |
150.0 |
93.0 |
163.2% |
163.0 |
| ATR |
79.7 |
84.7 |
5.0 |
6.3% |
0.0 |
| Volume |
1,244,100 |
2,024,383 |
780,283 |
62.7% |
4,837,588 |
|
| Daily Pivots for day following 30-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,745.0 |
2,693.0 |
2,423.5 |
|
| R3 |
2,595.0 |
2,543.0 |
2,382.3 |
|
| R2 |
2,445.0 |
2,445.0 |
2,368.5 |
|
| R1 |
2,393.0 |
2,393.0 |
2,354.8 |
2,419.0 |
| PP |
2,295.0 |
2,295.0 |
2,295.0 |
2,308.0 |
| S1 |
2,243.0 |
2,243.0 |
2,327.3 |
2,269.0 |
| S2 |
2,145.0 |
2,145.0 |
2,313.5 |
|
| S3 |
1,995.0 |
2,093.0 |
2,299.8 |
|
| S4 |
1,845.0 |
1,943.0 |
2,258.5 |
|
|
| 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 |
2,347.0 |
2,064.0 |
283.0 |
12.1% |
82.6 |
3.5% |
98% |
True |
False |
1,423,530 |
| 10 |
2,347.0 |
2,064.0 |
283.0 |
12.1% |
74.4 |
3.2% |
98% |
True |
False |
1,369,279 |
| 20 |
2,368.0 |
2,064.0 |
304.0 |
13.0% |
84.0 |
3.6% |
91% |
False |
False |
1,396,987 |
| 40 |
2,509.0 |
2,064.0 |
445.0 |
19.0% |
77.8 |
3.3% |
62% |
False |
False |
1,442,000 |
| 60 |
2,509.0 |
1,924.0 |
585.0 |
25.0% |
79.1 |
3.4% |
71% |
False |
False |
1,444,549 |
| 80 |
2,509.0 |
1,924.0 |
585.0 |
25.0% |
83.0 |
3.5% |
71% |
False |
False |
1,089,612 |
| 100 |
2,790.0 |
1,924.0 |
866.0 |
37.0% |
81.1 |
3.5% |
48% |
False |
False |
872,582 |
| 120 |
2,887.0 |
1,924.0 |
963.0 |
41.1% |
75.8 |
3.2% |
43% |
False |
False |
728,947 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,984.5 |
|
2.618 |
2,739.7 |
|
1.618 |
2,589.7 |
|
1.000 |
2,497.0 |
|
0.618 |
2,439.7 |
|
HIGH |
2,347.0 |
|
0.618 |
2,289.7 |
|
0.500 |
2,272.0 |
|
0.382 |
2,254.3 |
|
LOW |
2,197.0 |
|
0.618 |
2,104.3 |
|
1.000 |
2,047.0 |
|
1.618 |
1,954.3 |
|
2.618 |
1,804.3 |
|
4.250 |
1,559.5 |
|
|
| Fisher Pivots for day following 30-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,318.0 |
2,307.8 |
| PP |
2,295.0 |
2,274.7 |
| S1 |
2,272.0 |
2,241.5 |
|