| 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 |
5,739.0 |
6,118.5 |
379.5 |
6.6% |
5,750.0 |
| High |
6,134.5 |
6,126.5 |
-8.0 |
-0.1% |
5,783.5 |
| Low |
5,704.5 |
6,017.5 |
313.0 |
5.5% |
5,366.0 |
| Close |
6,117.5 |
6,051.5 |
-66.0 |
-1.1% |
5,462.5 |
| Range |
430.0 |
109.0 |
-321.0 |
-74.7% |
417.5 |
| ATR |
222.9 |
214.8 |
-8.1 |
-3.7% |
0.0 |
| Volume |
260,018 |
165,176 |
-94,842 |
-36.5% |
684,951 |
|
| Daily Pivots for day following 01-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,392.2 |
6,330.8 |
6,111.5 |
|
| R3 |
6,283.2 |
6,221.8 |
6,081.5 |
|
| R2 |
6,174.2 |
6,174.2 |
6,071.5 |
|
| R1 |
6,112.8 |
6,112.8 |
6,061.5 |
6,089.0 |
| PP |
6,065.2 |
6,065.2 |
6,065.2 |
6,053.3 |
| S1 |
6,003.8 |
6,003.8 |
6,041.5 |
5,980.0 |
| S2 |
5,956.2 |
5,956.2 |
6,031.5 |
|
| S3 |
5,847.2 |
5,894.8 |
6,021.5 |
|
| S4 |
5,738.2 |
5,785.8 |
5,991.6 |
|
|
| Weekly Pivots for week ending 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,789.8 |
6,543.7 |
5,692.1 |
|
| R3 |
6,372.3 |
6,126.2 |
5,577.3 |
|
| R2 |
5,954.8 |
5,954.8 |
5,539.0 |
|
| R1 |
5,708.7 |
5,708.7 |
5,500.8 |
5,623.0 |
| PP |
5,537.3 |
5,537.3 |
5,537.3 |
5,494.5 |
| S1 |
5,291.2 |
5,291.2 |
5,424.2 |
5,205.5 |
| S2 |
5,119.8 |
5,119.8 |
5,386.0 |
|
| S3 |
4,702.3 |
4,873.7 |
5,347.7 |
|
| S4 |
4,284.8 |
4,456.2 |
5,232.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,134.5 |
5,366.0 |
768.5 |
12.7% |
206.5 |
3.4% |
89% |
False |
False |
182,231 |
| 10 |
6,134.5 |
5,366.0 |
768.5 |
12.7% |
182.6 |
3.0% |
89% |
False |
False |
183,182 |
| 20 |
6,202.0 |
5,366.0 |
836.0 |
13.8% |
215.8 |
3.6% |
82% |
False |
False |
186,762 |
| 40 |
6,442.0 |
5,366.0 |
1,076.0 |
17.8% |
205.3 |
3.4% |
64% |
False |
False |
183,224 |
| 60 |
6,442.0 |
4,971.0 |
1,471.0 |
24.3% |
211.1 |
3.5% |
73% |
False |
False |
177,405 |
| 80 |
6,442.0 |
4,971.0 |
1,471.0 |
24.3% |
215.6 |
3.6% |
73% |
False |
False |
133,400 |
| 100 |
7,425.0 |
4,971.0 |
2,454.0 |
40.6% |
214.0 |
3.5% |
44% |
False |
False |
106,860 |
| 120 |
7,575.5 |
4,971.0 |
2,604.5 |
43.0% |
196.0 |
3.2% |
41% |
False |
False |
89,448 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,589.8 |
|
2.618 |
6,411.9 |
|
1.618 |
6,302.9 |
|
1.000 |
6,235.5 |
|
0.618 |
6,193.9 |
|
HIGH |
6,126.5 |
|
0.618 |
6,084.9 |
|
0.500 |
6,072.0 |
|
0.382 |
6,059.1 |
|
LOW |
6,017.5 |
|
0.618 |
5,950.1 |
|
1.000 |
5,908.5 |
|
1.618 |
5,841.1 |
|
2.618 |
5,732.1 |
|
4.250 |
5,554.3 |
|
|
| Fisher Pivots for day following 01-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
6,072.0 |
6,005.4 |
| PP |
6,065.2 |
5,959.3 |
| S1 |
6,058.3 |
5,913.3 |
|