| 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 |
4,024.0 |
4,089.0 |
65.0 |
1.6% |
4,175.0 |
| High |
4,082.0 |
4,135.0 |
53.0 |
1.3% |
4,194.0 |
| Low |
4,023.0 |
4,047.0 |
24.0 |
0.6% |
3,981.0 |
| Close |
4,078.0 |
4,134.0 |
56.0 |
1.4% |
4,003.0 |
| Range |
59.0 |
88.0 |
29.0 |
49.2% |
213.0 |
| ATR |
73.4 |
74.5 |
1.0 |
1.4% |
0.0 |
| Volume |
31,365 |
31,419 |
54 |
0.2% |
149,155 |
|
| Daily Pivots for day following 29-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,369.3 |
4,339.7 |
4,182.4 |
|
| R3 |
4,281.3 |
4,251.7 |
4,158.2 |
|
| R2 |
4,193.3 |
4,193.3 |
4,150.1 |
|
| R1 |
4,163.7 |
4,163.7 |
4,142.1 |
4,178.5 |
| PP |
4,105.3 |
4,105.3 |
4,105.3 |
4,112.8 |
| S1 |
4,075.7 |
4,075.7 |
4,125.9 |
4,090.5 |
| S2 |
4,017.3 |
4,017.3 |
4,117.9 |
|
| S3 |
3,929.3 |
3,987.7 |
4,109.8 |
|
| S4 |
3,841.3 |
3,899.7 |
4,085.6 |
|
|
| Weekly Pivots for week ending 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,698.3 |
4,563.7 |
4,120.2 |
|
| R3 |
4,485.3 |
4,350.7 |
4,061.6 |
|
| R2 |
4,272.3 |
4,272.3 |
4,042.1 |
|
| R1 |
4,137.7 |
4,137.7 |
4,022.5 |
4,098.5 |
| PP |
4,059.3 |
4,059.3 |
4,059.3 |
4,039.8 |
| S1 |
3,924.7 |
3,924.7 |
3,983.5 |
3,885.5 |
| S2 |
3,846.3 |
3,846.3 |
3,964.0 |
|
| S3 |
3,633.3 |
3,711.7 |
3,944.4 |
|
| S4 |
3,420.3 |
3,498.7 |
3,885.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,135.0 |
3,981.0 |
154.0 |
3.7% |
65.6 |
1.6% |
99% |
True |
False |
31,478 |
| 10 |
4,323.0 |
3,981.0 |
342.0 |
8.3% |
59.2 |
1.4% |
45% |
False |
False |
30,795 |
| 20 |
4,385.0 |
3,981.0 |
404.0 |
9.8% |
56.3 |
1.4% |
38% |
False |
False |
29,323 |
| 40 |
4,416.0 |
3,891.0 |
525.0 |
12.7% |
60.7 |
1.5% |
46% |
False |
False |
31,169 |
| 60 |
4,416.0 |
3,843.0 |
573.0 |
13.9% |
62.5 |
1.5% |
51% |
False |
False |
34,088 |
| 80 |
4,416.0 |
3,843.0 |
573.0 |
13.9% |
58.7 |
1.4% |
51% |
False |
False |
25,660 |
| 100 |
4,595.0 |
3,730.0 |
865.0 |
20.9% |
56.5 |
1.4% |
47% |
False |
False |
20,568 |
| 120 |
4,656.0 |
3,730.0 |
926.0 |
22.4% |
49.0 |
1.2% |
44% |
False |
False |
17,165 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,509.0 |
|
2.618 |
4,365.4 |
|
1.618 |
4,277.4 |
|
1.000 |
4,223.0 |
|
0.618 |
4,189.4 |
|
HIGH |
4,135.0 |
|
0.618 |
4,101.4 |
|
0.500 |
4,091.0 |
|
0.382 |
4,080.6 |
|
LOW |
4,047.0 |
|
0.618 |
3,992.6 |
|
1.000 |
3,959.0 |
|
1.618 |
3,904.6 |
|
2.618 |
3,816.6 |
|
4.250 |
3,673.0 |
|
|
| Fisher Pivots for day following 29-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
4,119.7 |
4,108.7 |
| PP |
4,105.3 |
4,083.3 |
| S1 |
4,091.0 |
4,058.0 |
|