| Trading Metrics calculated at close of trading on 02-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2011 |
02-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
2,332.0 |
2,322.0 |
-10.0 |
-0.4% |
2,137.0 |
| High |
2,334.0 |
2,366.0 |
32.0 |
1.4% |
2,366.0 |
| Low |
2,297.0 |
2,320.0 |
23.0 |
1.0% |
2,132.0 |
| Close |
2,306.0 |
2,332.0 |
26.0 |
1.1% |
2,332.0 |
| Range |
37.0 |
46.0 |
9.0 |
24.3% |
234.0 |
| ATR |
76.4 |
75.2 |
-1.2 |
-1.5% |
0.0 |
| Volume |
47,912 |
13,387 |
-34,525 |
-72.1% |
156,472 |
|
| Daily Pivots for day following 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,477.3 |
2,450.7 |
2,357.3 |
|
| R3 |
2,431.3 |
2,404.7 |
2,344.7 |
|
| R2 |
2,385.3 |
2,385.3 |
2,340.4 |
|
| R1 |
2,358.7 |
2,358.7 |
2,336.2 |
2,372.0 |
| PP |
2,339.3 |
2,339.3 |
2,339.3 |
2,346.0 |
| S1 |
2,312.7 |
2,312.7 |
2,327.8 |
2,326.0 |
| S2 |
2,293.3 |
2,293.3 |
2,323.6 |
|
| S3 |
2,247.3 |
2,266.7 |
2,319.4 |
|
| S4 |
2,201.3 |
2,220.7 |
2,306.7 |
|
|
| Weekly Pivots for week ending 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,978.7 |
2,889.3 |
2,460.7 |
|
| R3 |
2,744.7 |
2,655.3 |
2,396.4 |
|
| R2 |
2,510.7 |
2,510.7 |
2,374.9 |
|
| R1 |
2,421.3 |
2,421.3 |
2,353.5 |
2,466.0 |
| PP |
2,276.7 |
2,276.7 |
2,276.7 |
2,299.0 |
| S1 |
2,187.3 |
2,187.3 |
2,310.6 |
2,232.0 |
| S2 |
2,042.7 |
2,042.7 |
2,289.1 |
|
| S3 |
1,808.7 |
1,953.3 |
2,267.7 |
|
| S4 |
1,574.7 |
1,719.3 |
2,203.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,366.0 |
2,132.0 |
234.0 |
10.0% |
74.0 |
3.2% |
85% |
True |
False |
31,294 |
| 10 |
2,366.0 |
2,059.0 |
307.0 |
13.2% |
65.7 |
2.8% |
89% |
True |
False |
42,655 |
| 20 |
2,366.0 |
2,059.0 |
307.0 |
13.2% |
68.6 |
2.9% |
89% |
True |
False |
25,152 |
| 40 |
2,503.0 |
2,059.0 |
444.0 |
19.0% |
70.2 |
3.0% |
61% |
False |
False |
19,111 |
| 60 |
2,503.0 |
1,927.0 |
576.0 |
24.7% |
72.3 |
3.1% |
70% |
False |
False |
17,688 |
| 80 |
2,503.0 |
1,927.0 |
576.0 |
24.7% |
71.1 |
3.0% |
70% |
False |
False |
14,568 |
| 100 |
2,788.0 |
1,927.0 |
861.0 |
36.9% |
73.9 |
3.2% |
47% |
False |
False |
11,793 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,561.5 |
|
2.618 |
2,486.4 |
|
1.618 |
2,440.4 |
|
1.000 |
2,412.0 |
|
0.618 |
2,394.4 |
|
HIGH |
2,366.0 |
|
0.618 |
2,348.4 |
|
0.500 |
2,343.0 |
|
0.382 |
2,337.6 |
|
LOW |
2,320.0 |
|
0.618 |
2,291.6 |
|
1.000 |
2,274.0 |
|
1.618 |
2,245.6 |
|
2.618 |
2,199.6 |
|
4.250 |
2,124.5 |
|
|
| Fisher Pivots for day following 02-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,343.0 |
2,314.2 |
| PP |
2,339.3 |
2,296.3 |
| S1 |
2,335.7 |
2,278.5 |
|