| 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 |
2,220.0 |
2,206.0 |
-14.0 |
-0.6% |
2,204.0 |
| High |
2,239.0 |
2,338.0 |
99.0 |
4.4% |
2,219.0 |
| Low |
2,184.0 |
2,191.0 |
7.0 |
0.3% |
2,059.0 |
| Close |
2,225.0 |
2,317.0 |
92.0 |
4.1% |
2,100.0 |
| Range |
55.0 |
147.0 |
92.0 |
167.3% |
160.0 |
| ATR |
74.2 |
79.4 |
5.2 |
7.0% |
0.0 |
| Volume |
66,955 |
4,912 |
-62,043 |
-92.7% |
270,079 |
|
| Daily Pivots for day following 30-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,723.0 |
2,667.0 |
2,397.9 |
|
| R3 |
2,576.0 |
2,520.0 |
2,357.4 |
|
| R2 |
2,429.0 |
2,429.0 |
2,344.0 |
|
| R1 |
2,373.0 |
2,373.0 |
2,330.5 |
2,401.0 |
| PP |
2,282.0 |
2,282.0 |
2,282.0 |
2,296.0 |
| S1 |
2,226.0 |
2,226.0 |
2,303.5 |
2,254.0 |
| S2 |
2,135.0 |
2,135.0 |
2,290.1 |
|
| S3 |
1,988.0 |
2,079.0 |
2,276.6 |
|
| S4 |
1,841.0 |
1,932.0 |
2,236.2 |
|
|
| 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 |
2,338.0 |
2,059.0 |
279.0 |
12.0% |
79.6 |
3.4% |
92% |
True |
False |
50,046 |
| 10 |
2,338.0 |
2,059.0 |
279.0 |
12.0% |
67.2 |
2.9% |
92% |
True |
False |
37,829 |
| 20 |
2,358.0 |
2,059.0 |
299.0 |
12.9% |
76.0 |
3.3% |
86% |
False |
False |
24,254 |
| 40 |
2,503.0 |
2,059.0 |
444.0 |
19.2% |
71.2 |
3.1% |
58% |
False |
False |
17,649 |
| 60 |
2,503.0 |
1,927.0 |
576.0 |
24.9% |
73.6 |
3.2% |
68% |
False |
False |
17,132 |
| 80 |
2,503.0 |
1,927.0 |
576.0 |
24.9% |
73.4 |
3.2% |
68% |
False |
False |
13,816 |
| 100 |
2,788.0 |
1,927.0 |
861.0 |
37.2% |
73.6 |
3.2% |
45% |
False |
False |
11,182 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,962.8 |
|
2.618 |
2,722.8 |
|
1.618 |
2,575.8 |
|
1.000 |
2,485.0 |
|
0.618 |
2,428.8 |
|
HIGH |
2,338.0 |
|
0.618 |
2,281.8 |
|
0.500 |
2,264.5 |
|
0.382 |
2,247.2 |
|
LOW |
2,191.0 |
|
0.618 |
2,100.2 |
|
1.000 |
2,044.0 |
|
1.618 |
1,953.2 |
|
2.618 |
1,806.2 |
|
4.250 |
1,566.3 |
|
|
| Fisher Pivots for day following 30-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,299.5 |
2,289.7 |
| PP |
2,282.0 |
2,262.3 |
| S1 |
2,264.5 |
2,235.0 |
|