| Trading Metrics calculated at close of trading on 05-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2011 |
05-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
2,330.0 |
2,356.0 |
26.0 |
1.1% |
2,145.0 |
| High |
2,375.0 |
2,386.0 |
11.0 |
0.5% |
2,375.0 |
| Low |
2,328.0 |
2,354.0 |
26.0 |
1.1% |
2,136.0 |
| Close |
2,332.0 |
2,369.0 |
37.0 |
1.6% |
2,332.0 |
| Range |
47.0 |
32.0 |
-15.0 |
-31.9% |
239.0 |
| ATR |
80.0 |
78.1 |
-1.9 |
-2.3% |
0.0 |
| Volume |
1,167,408 |
1,111,324 |
-56,084 |
-4.8% |
7,170,133 |
|
| Daily Pivots for day following 05-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,465.7 |
2,449.3 |
2,386.6 |
|
| R3 |
2,433.7 |
2,417.3 |
2,377.8 |
|
| R2 |
2,401.7 |
2,401.7 |
2,374.9 |
|
| R1 |
2,385.3 |
2,385.3 |
2,371.9 |
2,393.5 |
| PP |
2,369.7 |
2,369.7 |
2,369.7 |
2,373.8 |
| S1 |
2,353.3 |
2,353.3 |
2,366.1 |
2,361.5 |
| S2 |
2,337.7 |
2,337.7 |
2,363.1 |
|
| S3 |
2,305.7 |
2,321.3 |
2,360.2 |
|
| S4 |
2,273.7 |
2,289.3 |
2,351.4 |
|
|
| 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 |
2,386.0 |
2,191.0 |
195.0 |
8.2% |
65.4 |
2.8% |
91% |
True |
False |
1,365,198 |
| 10 |
2,386.0 |
2,064.0 |
322.0 |
13.6% |
66.5 |
2.8% |
95% |
True |
False |
1,311,904 |
| 20 |
2,386.0 |
2,064.0 |
322.0 |
13.6% |
73.8 |
3.1% |
95% |
True |
False |
1,334,501 |
| 40 |
2,509.0 |
2,064.0 |
445.0 |
18.8% |
75.4 |
3.2% |
69% |
False |
False |
1,404,237 |
| 60 |
2,509.0 |
1,924.0 |
585.0 |
24.7% |
77.5 |
3.3% |
76% |
False |
False |
1,491,576 |
| 80 |
2,509.0 |
1,924.0 |
585.0 |
24.7% |
77.4 |
3.3% |
76% |
False |
False |
1,133,057 |
| 100 |
2,790.0 |
1,924.0 |
866.0 |
36.6% |
80.6 |
3.4% |
51% |
False |
False |
907,990 |
| 120 |
2,887.0 |
1,924.0 |
963.0 |
40.7% |
75.5 |
3.2% |
46% |
False |
False |
757,891 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,522.0 |
|
2.618 |
2,469.8 |
|
1.618 |
2,437.8 |
|
1.000 |
2,418.0 |
|
0.618 |
2,405.8 |
|
HIGH |
2,386.0 |
|
0.618 |
2,373.8 |
|
0.500 |
2,370.0 |
|
0.382 |
2,366.2 |
|
LOW |
2,354.0 |
|
0.618 |
2,334.2 |
|
1.000 |
2,322.0 |
|
1.618 |
2,302.2 |
|
2.618 |
2,270.2 |
|
4.250 |
2,218.0 |
|
|
| Fisher Pivots for day following 05-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,370.0 |
2,361.0 |
| PP |
2,369.7 |
2,353.0 |
| S1 |
2,369.3 |
2,345.0 |
|