| 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 |
4,115.0 |
4,264.0 |
149.0 |
3.6% |
4,175.0 |
| High |
4,139.0 |
4,264.0 |
125.0 |
3.0% |
4,194.0 |
| Low |
4,086.0 |
4,212.0 |
126.0 |
3.1% |
3,981.0 |
| Close |
4,114.0 |
4,237.0 |
123.0 |
3.0% |
4,003.0 |
| Range |
53.0 |
52.0 |
-1.0 |
-1.9% |
213.0 |
| ATR |
72.9 |
78.4 |
5.5 |
7.5% |
0.0 |
| Volume |
44,926 |
40,034 |
-4,892 |
-10.9% |
149,155 |
|
| Daily Pivots for day following 01-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,393.7 |
4,367.3 |
4,265.6 |
|
| R3 |
4,341.7 |
4,315.3 |
4,251.3 |
|
| R2 |
4,289.7 |
4,289.7 |
4,246.5 |
|
| R1 |
4,263.3 |
4,263.3 |
4,241.8 |
4,250.5 |
| PP |
4,237.7 |
4,237.7 |
4,237.7 |
4,231.3 |
| S1 |
4,211.3 |
4,211.3 |
4,232.2 |
4,198.5 |
| S2 |
4,185.7 |
4,185.7 |
4,227.5 |
|
| S3 |
4,133.7 |
4,159.3 |
4,222.7 |
|
| S4 |
4,081.7 |
4,107.3 |
4,208.4 |
|
|
| 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 |
4,264.0 |
3,981.0 |
283.0 |
6.7% |
62.8 |
1.5% |
90% |
True |
False |
35,123 |
| 10 |
4,264.0 |
3,981.0 |
283.0 |
6.7% |
57.7 |
1.4% |
90% |
True |
False |
32,476 |
| 20 |
4,385.0 |
3,981.0 |
404.0 |
9.5% |
54.0 |
1.3% |
63% |
False |
False |
30,090 |
| 40 |
4,416.0 |
3,981.0 |
435.0 |
10.3% |
59.3 |
1.4% |
59% |
False |
False |
31,288 |
| 60 |
4,416.0 |
3,843.0 |
573.0 |
13.5% |
61.9 |
1.5% |
69% |
False |
False |
35,448 |
| 80 |
4,416.0 |
3,843.0 |
573.0 |
13.5% |
58.6 |
1.4% |
69% |
False |
False |
26,718 |
| 100 |
4,595.0 |
3,730.0 |
865.0 |
20.4% |
57.2 |
1.3% |
59% |
False |
False |
21,415 |
| 120 |
4,656.0 |
3,730.0 |
926.0 |
21.9% |
49.8 |
1.2% |
55% |
False |
False |
17,865 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,485.0 |
|
2.618 |
4,400.1 |
|
1.618 |
4,348.1 |
|
1.000 |
4,316.0 |
|
0.618 |
4,296.1 |
|
HIGH |
4,264.0 |
|
0.618 |
4,244.1 |
|
0.500 |
4,238.0 |
|
0.382 |
4,231.9 |
|
LOW |
4,212.0 |
|
0.618 |
4,179.9 |
|
1.000 |
4,160.0 |
|
1.618 |
4,127.9 |
|
2.618 |
4,075.9 |
|
4.250 |
3,991.0 |
|
|
| Fisher Pivots for day following 01-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
4,238.0 |
4,209.8 |
| PP |
4,237.7 |
4,182.7 |
| S1 |
4,237.3 |
4,155.5 |
|