| 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 |
1,237.25 |
1,243.00 |
5.75 |
0.5% |
1,165.50 |
| High |
1,257.00 |
1,260.25 |
3.25 |
0.3% |
1,257.00 |
| Low |
1,234.25 |
1,243.00 |
8.75 |
0.7% |
1,164.00 |
| Close |
1,237.50 |
1,249.00 |
11.50 |
0.9% |
1,237.50 |
| Range |
22.75 |
17.25 |
-5.50 |
-24.2% |
93.00 |
| ATR |
30.13 |
29.61 |
-0.53 |
-1.8% |
0.00 |
| Volume |
16,684 |
42,777 |
26,093 |
156.4% |
98,942 |
|
| Daily Pivots for day following 05-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,302.50 |
1,293.00 |
1,258.50 |
|
| R3 |
1,285.25 |
1,275.75 |
1,253.75 |
|
| R2 |
1,268.00 |
1,268.00 |
1,252.25 |
|
| R1 |
1,258.50 |
1,258.50 |
1,250.50 |
1,263.25 |
| PP |
1,250.75 |
1,250.75 |
1,250.75 |
1,253.00 |
| S1 |
1,241.25 |
1,241.25 |
1,247.50 |
1,246.00 |
| S2 |
1,233.50 |
1,233.50 |
1,245.75 |
|
| S3 |
1,216.25 |
1,224.00 |
1,244.25 |
|
| S4 |
1,199.00 |
1,206.75 |
1,239.50 |
|
|
| Weekly Pivots for week ending 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,498.50 |
1,461.00 |
1,288.75 |
|
| R3 |
1,405.50 |
1,368.00 |
1,263.00 |
|
| R2 |
1,312.50 |
1,312.50 |
1,254.50 |
|
| R1 |
1,275.00 |
1,275.00 |
1,246.00 |
1,293.75 |
| PP |
1,219.50 |
1,219.50 |
1,219.50 |
1,229.00 |
| S1 |
1,182.00 |
1,182.00 |
1,229.00 |
1,200.75 |
| S2 |
1,126.50 |
1,126.50 |
1,220.50 |
|
| S3 |
1,033.50 |
1,089.00 |
1,212.00 |
|
| S4 |
940.50 |
996.00 |
1,186.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,260.25 |
1,177.25 |
83.00 |
6.6% |
27.50 |
2.2% |
86% |
True |
False |
26,710 |
| 10 |
1,260.25 |
1,141.75 |
118.50 |
9.5% |
26.50 |
2.1% |
91% |
True |
False |
17,135 |
| 20 |
1,269.00 |
1,141.75 |
127.25 |
10.2% |
28.00 |
2.2% |
84% |
False |
False |
11,299 |
| 40 |
1,283.00 |
1,141.75 |
141.25 |
11.3% |
28.75 |
2.3% |
76% |
False |
False |
6,785 |
| 60 |
1,283.00 |
1,062.00 |
221.00 |
17.7% |
31.25 |
2.5% |
85% |
False |
False |
4,941 |
| 80 |
1,283.00 |
1,062.00 |
221.00 |
17.7% |
31.00 |
2.5% |
85% |
False |
False |
3,736 |
| 100 |
1,335.75 |
1,062.00 |
273.75 |
21.9% |
32.00 |
2.6% |
68% |
False |
False |
2,998 |
| 120 |
1,342.75 |
1,062.00 |
280.75 |
22.5% |
29.50 |
2.4% |
67% |
False |
False |
2,502 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,333.50 |
|
2.618 |
1,305.50 |
|
1.618 |
1,288.25 |
|
1.000 |
1,277.50 |
|
0.618 |
1,271.00 |
|
HIGH |
1,260.25 |
|
0.618 |
1,253.75 |
|
0.500 |
1,251.50 |
|
0.382 |
1,249.50 |
|
LOW |
1,243.00 |
|
0.618 |
1,232.25 |
|
1.000 |
1,225.75 |
|
1.618 |
1,215.00 |
|
2.618 |
1,197.75 |
|
4.250 |
1,169.75 |
|
|
| Fisher Pivots for day following 05-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,251.50 |
1,247.75 |
| PP |
1,250.75 |
1,246.25 |
| S1 |
1,250.00 |
1,245.00 |
|