| Trading Metrics calculated at close of trading on 05-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2011 |
05-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
2,322.0 |
2,348.0 |
26.0 |
1.1% |
2,137.0 |
| High |
2,366.0 |
2,377.0 |
11.0 |
0.5% |
2,366.0 |
| Low |
2,320.0 |
2,346.0 |
26.0 |
1.1% |
2,132.0 |
| Close |
2,332.0 |
2,353.0 |
21.0 |
0.9% |
2,332.0 |
| Range |
46.0 |
31.0 |
-15.0 |
-32.6% |
234.0 |
| ATR |
75.2 |
73.1 |
-2.2 |
-2.9% |
0.0 |
| Volume |
13,387 |
61,681 |
48,294 |
360.8% |
156,472 |
|
| Daily Pivots for day following 05-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,451.7 |
2,433.3 |
2,370.1 |
|
| R3 |
2,420.7 |
2,402.3 |
2,361.5 |
|
| R2 |
2,389.7 |
2,389.7 |
2,358.7 |
|
| R1 |
2,371.3 |
2,371.3 |
2,355.8 |
2,380.5 |
| PP |
2,358.7 |
2,358.7 |
2,358.7 |
2,363.3 |
| S1 |
2,340.3 |
2,340.3 |
2,350.2 |
2,349.5 |
| S2 |
2,327.7 |
2,327.7 |
2,347.3 |
|
| S3 |
2,296.7 |
2,309.3 |
2,344.5 |
|
| S4 |
2,265.7 |
2,278.3 |
2,336.0 |
|
|
| 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 |
2,377.0 |
2,184.0 |
193.0 |
8.2% |
63.2 |
2.7% |
88% |
True |
False |
38,969 |
| 10 |
2,377.0 |
2,059.0 |
318.0 |
13.5% |
61.8 |
2.6% |
92% |
True |
False |
48,732 |
| 20 |
2,377.0 |
2,059.0 |
318.0 |
13.5% |
66.7 |
2.8% |
92% |
True |
False |
28,212 |
| 40 |
2,503.0 |
2,059.0 |
444.0 |
18.9% |
69.4 |
2.9% |
66% |
False |
False |
20,631 |
| 60 |
2,503.0 |
1,927.0 |
576.0 |
24.5% |
71.9 |
3.1% |
74% |
False |
False |
18,149 |
| 80 |
2,503.0 |
1,927.0 |
576.0 |
24.5% |
71.1 |
3.0% |
74% |
False |
False |
15,338 |
| 100 |
2,788.0 |
1,927.0 |
861.0 |
36.6% |
73.9 |
3.1% |
49% |
False |
False |
12,409 |
| 120 |
2,890.0 |
1,927.0 |
963.0 |
40.9% |
67.9 |
2.9% |
44% |
False |
False |
10,397 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,508.8 |
|
2.618 |
2,458.2 |
|
1.618 |
2,427.2 |
|
1.000 |
2,408.0 |
|
0.618 |
2,396.2 |
|
HIGH |
2,377.0 |
|
0.618 |
2,365.2 |
|
0.500 |
2,361.5 |
|
0.382 |
2,357.8 |
|
LOW |
2,346.0 |
|
0.618 |
2,326.8 |
|
1.000 |
2,315.0 |
|
1.618 |
2,295.8 |
|
2.618 |
2,264.8 |
|
4.250 |
2,214.3 |
|
|
| Fisher Pivots for day following 05-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,361.5 |
2,347.7 |
| PP |
2,358.7 |
2,342.3 |
| S1 |
2,355.8 |
2,337.0 |
|