| Trading Metrics calculated at close of trading on 01-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2011 |
01-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
2,208.0 |
2,342.0 |
134.0 |
6.1% |
2,211.0 |
| High |
2,347.0 |
2,345.0 |
-2.0 |
-0.1% |
2,227.0 |
| Low |
2,197.0 |
2,304.0 |
107.0 |
4.9% |
2,064.0 |
| Close |
2,341.0 |
2,316.0 |
-25.0 |
-1.1% |
2,093.0 |
| Range |
150.0 |
41.0 |
-109.0 |
-72.7% |
163.0 |
| ATR |
84.7 |
81.6 |
-3.1 |
-3.7% |
0.0 |
| Volume |
2,024,383 |
1,278,777 |
-745,606 |
-36.8% |
4,837,588 |
|
| Daily Pivots for day following 01-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,444.7 |
2,421.3 |
2,338.6 |
|
| R3 |
2,403.7 |
2,380.3 |
2,327.3 |
|
| R2 |
2,362.7 |
2,362.7 |
2,323.5 |
|
| R1 |
2,339.3 |
2,339.3 |
2,319.8 |
2,330.5 |
| PP |
2,321.7 |
2,321.7 |
2,321.7 |
2,317.3 |
| S1 |
2,298.3 |
2,298.3 |
2,312.2 |
2,289.5 |
| S2 |
2,280.7 |
2,280.7 |
2,308.5 |
|
| S3 |
2,239.7 |
2,257.3 |
2,304.7 |
|
| S4 |
2,198.7 |
2,216.3 |
2,293.5 |
|
|
| 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 |
12.2% |
78.6 |
3.4% |
89% |
False |
False |
1,423,741 |
| 10 |
2,347.0 |
2,064.0 |
283.0 |
12.2% |
71.3 |
3.1% |
89% |
False |
False |
1,363,626 |
| 20 |
2,368.0 |
2,064.0 |
304.0 |
13.1% |
82.4 |
3.6% |
83% |
False |
False |
1,398,497 |
| 40 |
2,509.0 |
2,064.0 |
445.0 |
19.2% |
76.7 |
3.3% |
57% |
False |
False |
1,432,207 |
| 60 |
2,509.0 |
1,924.0 |
585.0 |
25.3% |
78.9 |
3.4% |
67% |
False |
False |
1,461,270 |
| 80 |
2,509.0 |
1,924.0 |
585.0 |
25.3% |
81.4 |
3.5% |
67% |
False |
False |
1,105,144 |
| 100 |
2,790.0 |
1,924.0 |
866.0 |
37.4% |
80.6 |
3.5% |
45% |
False |
False |
885,209 |
| 120 |
2,887.0 |
1,924.0 |
963.0 |
41.6% |
75.8 |
3.3% |
41% |
False |
False |
739,508 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,519.3 |
|
2.618 |
2,452.3 |
|
1.618 |
2,411.3 |
|
1.000 |
2,386.0 |
|
0.618 |
2,370.3 |
|
HIGH |
2,345.0 |
|
0.618 |
2,329.3 |
|
0.500 |
2,324.5 |
|
0.382 |
2,319.7 |
|
LOW |
2,304.0 |
|
0.618 |
2,278.7 |
|
1.000 |
2,263.0 |
|
1.618 |
2,237.7 |
|
2.618 |
2,196.7 |
|
4.250 |
2,129.8 |
|
|
| Fisher Pivots for day following 01-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,324.5 |
2,300.3 |
| PP |
2,321.7 |
2,284.7 |
| S1 |
2,318.8 |
2,269.0 |
|