| Trading Metrics calculated at close of trading on 30-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2011 |
30-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1,715.3 |
1,722.7 |
7.4 |
0.4% |
1,729.0 |
| High |
1,724.1 |
1,754.7 |
30.6 |
1.8% |
1,729.0 |
| Low |
1,707.2 |
1,704.3 |
-2.9 |
-0.2% |
1,670.5 |
| Close |
1,718.9 |
1,750.3 |
31.4 |
1.8% |
1,688.5 |
| Range |
16.9 |
50.4 |
33.5 |
198.2% |
58.5 |
| ATR |
37.0 |
38.0 |
1.0 |
2.6% |
0.0 |
| Volume |
134,952 |
172,944 |
37,992 |
28.2% |
138,215 |
|
| Daily Pivots for day following 30-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,887.6 |
1,869.4 |
1,778.0 |
|
| R3 |
1,837.2 |
1,819.0 |
1,764.2 |
|
| R2 |
1,786.8 |
1,786.8 |
1,759.5 |
|
| R1 |
1,768.6 |
1,768.6 |
1,754.9 |
1,777.7 |
| PP |
1,736.4 |
1,736.4 |
1,736.4 |
1,741.0 |
| S1 |
1,718.2 |
1,718.2 |
1,745.7 |
1,727.3 |
| S2 |
1,686.0 |
1,686.0 |
1,741.1 |
|
| S3 |
1,635.6 |
1,667.8 |
1,736.4 |
|
| S4 |
1,585.2 |
1,617.4 |
1,722.6 |
|
|
| Weekly Pivots for week ending 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,871.5 |
1,838.5 |
1,720.7 |
|
| R3 |
1,813.0 |
1,780.0 |
1,704.6 |
|
| R2 |
1,754.5 |
1,754.5 |
1,699.2 |
|
| R1 |
1,721.5 |
1,721.5 |
1,693.9 |
1,708.8 |
| PP |
1,696.0 |
1,696.0 |
1,696.0 |
1,689.6 |
| S1 |
1,663.0 |
1,663.0 |
1,683.1 |
1,650.3 |
| S2 |
1,637.5 |
1,637.5 |
1,677.8 |
|
| S3 |
1,579.0 |
1,604.5 |
1,672.4 |
|
| S4 |
1,520.5 |
1,546.0 |
1,656.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,754.7 |
1,675.4 |
79.3 |
4.5% |
33.9 |
1.9% |
94% |
True |
False |
93,326 |
| 10 |
1,787.1 |
1,670.5 |
116.6 |
6.7% |
37.8 |
2.2% |
68% |
False |
False |
58,762 |
| 20 |
1,806.6 |
1,670.5 |
136.1 |
7.8% |
35.4 |
2.0% |
59% |
False |
False |
36,346 |
| 40 |
1,806.6 |
1,599.8 |
206.8 |
11.8% |
35.1 |
2.0% |
73% |
False |
False |
20,168 |
| 60 |
1,890.5 |
1,543.3 |
347.2 |
19.8% |
44.0 |
2.5% |
60% |
False |
False |
14,767 |
| 80 |
1,925.1 |
1,543.3 |
381.8 |
21.8% |
46.1 |
2.6% |
54% |
False |
False |
11,844 |
| 100 |
1,925.1 |
1,543.3 |
381.8 |
21.8% |
41.3 |
2.4% |
54% |
False |
False |
9,880 |
| 120 |
1,925.1 |
1,482.6 |
442.5 |
25.3% |
37.0 |
2.1% |
60% |
False |
False |
8,291 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,968.9 |
|
2.618 |
1,886.6 |
|
1.618 |
1,836.2 |
|
1.000 |
1,805.1 |
|
0.618 |
1,785.8 |
|
HIGH |
1,754.7 |
|
0.618 |
1,735.4 |
|
0.500 |
1,729.5 |
|
0.382 |
1,723.6 |
|
LOW |
1,704.3 |
|
0.618 |
1,673.2 |
|
1.000 |
1,653.9 |
|
1.618 |
1,622.8 |
|
2.618 |
1,572.4 |
|
4.250 |
1,490.1 |
|
|
| Fisher Pivots for day following 30-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,743.4 |
1,740.4 |
| PP |
1,736.4 |
1,730.6 |
| S1 |
1,729.5 |
1,720.7 |
|