| Trading Metrics calculated at close of trading on 28-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2011 |
28-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
2,082.0 |
2,137.0 |
55.0 |
2.6% |
2,204.0 |
| High |
2,113.0 |
2,217.0 |
104.0 |
4.9% |
2,219.0 |
| Low |
2,059.0 |
2,132.0 |
73.0 |
3.5% |
2,059.0 |
| Close |
2,100.0 |
2,211.0 |
111.0 |
5.3% |
2,100.0 |
| Range |
54.0 |
85.0 |
31.0 |
57.4% |
160.0 |
| ATR |
72.5 |
75.7 |
3.2 |
4.4% |
0.0 |
| Volume |
47,274 |
23,306 |
-23,968 |
-50.7% |
270,079 |
|
| Daily Pivots for day following 28-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,441.7 |
2,411.3 |
2,257.8 |
|
| R3 |
2,356.7 |
2,326.3 |
2,234.4 |
|
| R2 |
2,271.7 |
2,271.7 |
2,226.6 |
|
| R1 |
2,241.3 |
2,241.3 |
2,218.8 |
2,256.5 |
| PP |
2,186.7 |
2,186.7 |
2,186.7 |
2,194.3 |
| S1 |
2,156.3 |
2,156.3 |
2,203.2 |
2,171.5 |
| S2 |
2,101.7 |
2,101.7 |
2,195.4 |
|
| S3 |
2,016.7 |
2,071.3 |
2,187.6 |
|
| S4 |
1,931.7 |
1,986.3 |
2,164.3 |
|
|
| Weekly Pivots for week ending 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,606.0 |
2,513.0 |
2,188.0 |
|
| R3 |
2,446.0 |
2,353.0 |
2,144.0 |
|
| R2 |
2,286.0 |
2,286.0 |
2,129.3 |
|
| R1 |
2,193.0 |
2,193.0 |
2,114.7 |
2,159.5 |
| PP |
2,126.0 |
2,126.0 |
2,126.0 |
2,109.3 |
| S1 |
2,033.0 |
2,033.0 |
2,085.3 |
1,999.5 |
| S2 |
1,966.0 |
1,966.0 |
2,070.7 |
|
| S3 |
1,806.0 |
1,873.0 |
2,056.0 |
|
| S4 |
1,646.0 |
1,713.0 |
2,012.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,217.0 |
2,059.0 |
158.0 |
7.1% |
60.4 |
2.7% |
96% |
True |
False |
58,495 |
| 10 |
2,284.0 |
2,059.0 |
225.0 |
10.2% |
58.3 |
2.6% |
68% |
False |
False |
33,462 |
| 20 |
2,358.0 |
2,059.0 |
299.0 |
13.5% |
73.9 |
3.3% |
51% |
False |
False |
23,171 |
| 40 |
2,503.0 |
2,043.0 |
460.0 |
20.8% |
70.3 |
3.2% |
37% |
False |
False |
15,889 |
| 60 |
2,503.0 |
1,927.0 |
576.0 |
26.1% |
72.3 |
3.3% |
49% |
False |
False |
16,547 |
| 80 |
2,503.0 |
1,927.0 |
576.0 |
26.1% |
74.4 |
3.4% |
49% |
False |
False |
12,953 |
| 100 |
2,788.0 |
1,927.0 |
861.0 |
38.9% |
72.2 |
3.3% |
33% |
False |
False |
10,484 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,578.3 |
|
2.618 |
2,439.5 |
|
1.618 |
2,354.5 |
|
1.000 |
2,302.0 |
|
0.618 |
2,269.5 |
|
HIGH |
2,217.0 |
|
0.618 |
2,184.5 |
|
0.500 |
2,174.5 |
|
0.382 |
2,164.5 |
|
LOW |
2,132.0 |
|
0.618 |
2,079.5 |
|
1.000 |
2,047.0 |
|
1.618 |
1,994.5 |
|
2.618 |
1,909.5 |
|
4.250 |
1,770.8 |
|
|
| Fisher Pivots for day following 28-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,198.8 |
2,186.7 |
| PP |
2,186.7 |
2,162.3 |
| S1 |
2,174.5 |
2,138.0 |
|