| 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 |
1,722.7 |
1,752.5 |
29.8 |
1.7% |
1,729.0 |
| High |
1,754.7 |
1,758.0 |
3.3 |
0.2% |
1,729.0 |
| Low |
1,704.3 |
1,737.2 |
32.9 |
1.9% |
1,670.5 |
| Close |
1,750.3 |
1,739.8 |
-10.5 |
-0.6% |
1,688.5 |
| Range |
50.4 |
20.8 |
-29.6 |
-58.7% |
58.5 |
| ATR |
38.0 |
36.7 |
-1.2 |
-3.2% |
0.0 |
| Volume |
172,944 |
107,601 |
-65,343 |
-37.8% |
138,215 |
|
| Daily Pivots for day following 01-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,807.4 |
1,794.4 |
1,751.2 |
|
| R3 |
1,786.6 |
1,773.6 |
1,745.5 |
|
| R2 |
1,765.8 |
1,765.8 |
1,743.6 |
|
| R1 |
1,752.8 |
1,752.8 |
1,741.7 |
1,748.9 |
| PP |
1,745.0 |
1,745.0 |
1,745.0 |
1,743.1 |
| S1 |
1,732.0 |
1,732.0 |
1,737.9 |
1,728.1 |
| S2 |
1,724.2 |
1,724.2 |
1,736.0 |
|
| S3 |
1,703.4 |
1,711.2 |
1,734.1 |
|
| S4 |
1,682.6 |
1,690.4 |
1,728.4 |
|
|
| 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 |
1,758.0 |
1,675.4 |
82.6 |
4.7% |
31.3 |
1.8% |
78% |
True |
False |
108,799 |
| 10 |
1,770.5 |
1,670.5 |
100.0 |
5.7% |
36.9 |
2.1% |
69% |
False |
False |
67,926 |
| 20 |
1,806.6 |
1,670.5 |
136.1 |
7.8% |
35.0 |
2.0% |
51% |
False |
False |
41,332 |
| 40 |
1,806.6 |
1,607.3 |
199.3 |
11.5% |
34.4 |
2.0% |
66% |
False |
False |
22,695 |
| 60 |
1,890.5 |
1,543.3 |
347.2 |
20.0% |
42.9 |
2.5% |
57% |
False |
False |
16,467 |
| 80 |
1,925.1 |
1,543.3 |
381.8 |
21.9% |
45.7 |
2.6% |
51% |
False |
False |
13,087 |
| 100 |
1,925.1 |
1,543.3 |
381.8 |
21.9% |
41.2 |
2.4% |
51% |
False |
False |
10,951 |
| 120 |
1,925.1 |
1,482.6 |
442.5 |
25.4% |
37.0 |
2.1% |
58% |
False |
False |
9,181 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,846.4 |
|
2.618 |
1,812.5 |
|
1.618 |
1,791.7 |
|
1.000 |
1,778.8 |
|
0.618 |
1,770.9 |
|
HIGH |
1,758.0 |
|
0.618 |
1,750.1 |
|
0.500 |
1,747.6 |
|
0.382 |
1,745.1 |
|
LOW |
1,737.2 |
|
0.618 |
1,724.3 |
|
1.000 |
1,716.4 |
|
1.618 |
1,703.5 |
|
2.618 |
1,682.7 |
|
4.250 |
1,648.8 |
|
|
| Fisher Pivots for day following 01-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,747.6 |
1,736.9 |
| PP |
1,745.0 |
1,734.0 |
| S1 |
1,742.4 |
1,731.2 |
|