| 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 |
6,118.5 |
6,090.0 |
-28.5 |
-0.5% |
5,595.5 |
| High |
6,126.5 |
6,175.0 |
48.5 |
0.8% |
6,175.0 |
| Low |
6,017.5 |
6,046.5 |
29.0 |
0.5% |
5,567.0 |
| Close |
6,051.5 |
6,052.5 |
1.0 |
0.0% |
6,052.5 |
| Range |
109.0 |
128.5 |
19.5 |
17.9% |
608.0 |
| ATR |
214.8 |
208.6 |
-6.2 |
-2.9% |
0.0 |
| Volume |
165,176 |
147,541 |
-17,635 |
-10.7% |
918,712 |
|
| Daily Pivots for day following 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,476.8 |
6,393.2 |
6,123.2 |
|
| R3 |
6,348.3 |
6,264.7 |
6,087.8 |
|
| R2 |
6,219.8 |
6,219.8 |
6,076.1 |
|
| R1 |
6,136.2 |
6,136.2 |
6,064.3 |
6,113.8 |
| PP |
6,091.3 |
6,091.3 |
6,091.3 |
6,080.1 |
| S1 |
6,007.7 |
6,007.7 |
6,040.7 |
5,985.3 |
| S2 |
5,962.8 |
5,962.8 |
6,028.9 |
|
| S3 |
5,834.3 |
5,879.2 |
6,017.2 |
|
| S4 |
5,705.8 |
5,750.7 |
5,981.8 |
|
|
| Weekly Pivots for week ending 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,755.5 |
7,512.0 |
6,386.9 |
|
| R3 |
7,147.5 |
6,904.0 |
6,219.7 |
|
| R2 |
6,539.5 |
6,539.5 |
6,164.0 |
|
| R1 |
6,296.0 |
6,296.0 |
6,108.2 |
6,417.8 |
| PP |
5,931.5 |
5,931.5 |
5,931.5 |
5,992.4 |
| S1 |
5,688.0 |
5,688.0 |
5,996.8 |
5,809.8 |
| S2 |
5,323.5 |
5,323.5 |
5,941.0 |
|
| S3 |
4,715.5 |
5,080.0 |
5,885.3 |
|
| S4 |
4,107.5 |
4,472.0 |
5,718.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,175.0 |
5,567.0 |
608.0 |
10.0% |
199.0 |
3.3% |
80% |
True |
False |
183,742 |
| 10 |
6,175.0 |
5,366.0 |
809.0 |
13.4% |
178.8 |
3.0% |
85% |
True |
False |
176,850 |
| 20 |
6,194.0 |
5,366.0 |
828.0 |
13.7% |
201.8 |
3.3% |
83% |
False |
False |
181,594 |
| 40 |
6,442.0 |
5,366.0 |
1,076.0 |
17.8% |
202.9 |
3.4% |
64% |
False |
False |
180,911 |
| 60 |
6,442.0 |
4,971.0 |
1,471.0 |
24.3% |
210.6 |
3.5% |
74% |
False |
False |
179,592 |
| 80 |
6,442.0 |
4,971.0 |
1,471.0 |
24.3% |
210.2 |
3.5% |
74% |
False |
False |
135,228 |
| 100 |
7,425.0 |
4,971.0 |
2,454.0 |
40.5% |
214.1 |
3.5% |
44% |
False |
False |
108,333 |
| 120 |
7,575.5 |
4,971.0 |
2,604.5 |
43.0% |
196.1 |
3.2% |
42% |
False |
False |
90,560 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,721.1 |
|
2.618 |
6,511.4 |
|
1.618 |
6,382.9 |
|
1.000 |
6,303.5 |
|
0.618 |
6,254.4 |
|
HIGH |
6,175.0 |
|
0.618 |
6,125.9 |
|
0.500 |
6,110.8 |
|
0.382 |
6,095.6 |
|
LOW |
6,046.5 |
|
0.618 |
5,967.1 |
|
1.000 |
5,918.0 |
|
1.618 |
5,838.6 |
|
2.618 |
5,710.1 |
|
4.250 |
5,500.4 |
|
|
| Fisher Pivots for day following 02-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
6,110.8 |
6,014.9 |
| PP |
6,091.3 |
5,977.3 |
| S1 |
6,071.9 |
5,939.8 |
|