| Trading Metrics calculated at close of trading on 02-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2011 |
02-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
2,342.0 |
2,330.0 |
-12.0 |
-0.5% |
2,145.0 |
| High |
2,345.0 |
2,375.0 |
30.0 |
1.3% |
2,375.0 |
| Low |
2,304.0 |
2,328.0 |
24.0 |
1.0% |
2,136.0 |
| Close |
2,316.0 |
2,332.0 |
16.0 |
0.7% |
2,332.0 |
| Range |
41.0 |
47.0 |
6.0 |
14.6% |
239.0 |
| ATR |
81.6 |
80.0 |
-1.6 |
-2.0% |
0.0 |
| Volume |
1,278,777 |
1,167,408 |
-111,369 |
-8.7% |
7,170,133 |
|
| Daily Pivots for day following 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,486.0 |
2,456.0 |
2,357.9 |
|
| R3 |
2,439.0 |
2,409.0 |
2,344.9 |
|
| R2 |
2,392.0 |
2,392.0 |
2,340.6 |
|
| R1 |
2,362.0 |
2,362.0 |
2,336.3 |
2,377.0 |
| PP |
2,345.0 |
2,345.0 |
2,345.0 |
2,352.5 |
| S1 |
2,315.0 |
2,315.0 |
2,327.7 |
2,330.0 |
| S2 |
2,298.0 |
2,298.0 |
2,323.4 |
|
| S3 |
2,251.0 |
2,268.0 |
2,319.1 |
|
| S4 |
2,204.0 |
2,221.0 |
2,306.2 |
|
|
| Weekly Pivots for week ending 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,998.0 |
2,904.0 |
2,463.5 |
|
| R3 |
2,759.0 |
2,665.0 |
2,397.7 |
|
| R2 |
2,520.0 |
2,520.0 |
2,375.8 |
|
| R1 |
2,426.0 |
2,426.0 |
2,353.9 |
2,473.0 |
| PP |
2,281.0 |
2,281.0 |
2,281.0 |
2,304.5 |
| S1 |
2,187.0 |
2,187.0 |
2,310.1 |
2,234.0 |
| S2 |
2,042.0 |
2,042.0 |
2,288.2 |
|
| S3 |
1,803.0 |
1,948.0 |
2,266.3 |
|
| S4 |
1,564.0 |
1,709.0 |
2,200.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,375.0 |
2,136.0 |
239.0 |
10.2% |
76.6 |
3.3% |
82% |
True |
False |
1,434,026 |
| 10 |
2,375.0 |
2,064.0 |
311.0 |
13.3% |
69.1 |
3.0% |
86% |
True |
False |
1,333,139 |
| 20 |
2,375.0 |
2,064.0 |
311.0 |
13.3% |
77.1 |
3.3% |
86% |
True |
False |
1,354,606 |
| 40 |
2,509.0 |
2,064.0 |
445.0 |
19.1% |
76.0 |
3.3% |
60% |
False |
False |
1,411,491 |
| 60 |
2,509.0 |
1,924.0 |
585.0 |
25.1% |
78.8 |
3.4% |
70% |
False |
False |
1,478,004 |
| 80 |
2,509.0 |
1,924.0 |
585.0 |
25.1% |
79.4 |
3.4% |
70% |
False |
False |
1,119,427 |
| 100 |
2,790.0 |
1,924.0 |
866.0 |
37.1% |
80.6 |
3.5% |
47% |
False |
False |
896,881 |
| 120 |
2,887.0 |
1,924.0 |
963.0 |
41.3% |
75.6 |
3.2% |
42% |
False |
False |
748,983 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,574.8 |
|
2.618 |
2,498.0 |
|
1.618 |
2,451.0 |
|
1.000 |
2,422.0 |
|
0.618 |
2,404.0 |
|
HIGH |
2,375.0 |
|
0.618 |
2,357.0 |
|
0.500 |
2,351.5 |
|
0.382 |
2,346.0 |
|
LOW |
2,328.0 |
|
0.618 |
2,299.0 |
|
1.000 |
2,281.0 |
|
1.618 |
2,252.0 |
|
2.618 |
2,205.0 |
|
4.250 |
2,128.3 |
|
|
| Fisher Pivots for day following 02-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,351.5 |
2,316.7 |
| PP |
2,345.0 |
2,301.3 |
| S1 |
2,338.5 |
2,286.0 |
|