| 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 |
2,206.0 |
2,332.0 |
126.0 |
5.7% |
2,204.0 |
| High |
2,338.0 |
2,334.0 |
-4.0 |
-0.2% |
2,219.0 |
| Low |
2,191.0 |
2,297.0 |
106.0 |
4.8% |
2,059.0 |
| Close |
2,317.0 |
2,306.0 |
-11.0 |
-0.5% |
2,100.0 |
| Range |
147.0 |
37.0 |
-110.0 |
-74.8% |
160.0 |
| ATR |
79.4 |
76.4 |
-3.0 |
-3.8% |
0.0 |
| Volume |
4,912 |
47,912 |
43,000 |
875.4% |
270,079 |
|
| Daily Pivots for day following 01-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,423.3 |
2,401.7 |
2,326.4 |
|
| R3 |
2,386.3 |
2,364.7 |
2,316.2 |
|
| R2 |
2,349.3 |
2,349.3 |
2,312.8 |
|
| R1 |
2,327.7 |
2,327.7 |
2,309.4 |
2,320.0 |
| PP |
2,312.3 |
2,312.3 |
2,312.3 |
2,308.5 |
| S1 |
2,290.7 |
2,290.7 |
2,302.6 |
2,283.0 |
| S2 |
2,275.3 |
2,275.3 |
2,299.2 |
|
| S3 |
2,238.3 |
2,253.7 |
2,295.8 |
|
| S4 |
2,201.3 |
2,216.7 |
2,285.7 |
|
|
| 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 |
12.1% |
75.6 |
3.3% |
89% |
False |
False |
38,071 |
| 10 |
2,338.0 |
2,059.0 |
279.0 |
12.1% |
65.0 |
2.8% |
89% |
False |
False |
42,133 |
| 20 |
2,358.0 |
2,059.0 |
299.0 |
13.0% |
70.8 |
3.1% |
83% |
False |
False |
24,569 |
| 40 |
2,503.0 |
2,059.0 |
444.0 |
19.3% |
70.3 |
3.0% |
56% |
False |
False |
18,782 |
| 60 |
2,503.0 |
1,927.0 |
576.0 |
25.0% |
73.3 |
3.2% |
66% |
False |
False |
17,702 |
| 80 |
2,503.0 |
1,927.0 |
576.0 |
25.0% |
71.7 |
3.1% |
66% |
False |
False |
14,402 |
| 100 |
2,788.0 |
1,927.0 |
861.0 |
37.3% |
73.7 |
3.2% |
44% |
False |
False |
11,660 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,491.3 |
|
2.618 |
2,430.9 |
|
1.618 |
2,393.9 |
|
1.000 |
2,371.0 |
|
0.618 |
2,356.9 |
|
HIGH |
2,334.0 |
|
0.618 |
2,319.9 |
|
0.500 |
2,315.5 |
|
0.382 |
2,311.1 |
|
LOW |
2,297.0 |
|
0.618 |
2,274.1 |
|
1.000 |
2,260.0 |
|
1.618 |
2,237.1 |
|
2.618 |
2,200.1 |
|
4.250 |
2,139.8 |
|
|
| Fisher Pivots for day following 01-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,315.5 |
2,291.0 |
| PP |
2,312.3 |
2,276.0 |
| S1 |
2,309.2 |
2,261.0 |
|