| Trading Metrics calculated at close of trading on 29-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2011 |
29-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
11,232.47 |
11,523.01 |
290.54 |
2.6% |
11,795.55 |
| High |
11,562.10 |
11,624.01 |
61.91 |
0.5% |
11,795.70 |
| Low |
11,232.16 |
11,517.04 |
284.88 |
2.5% |
11,231.56 |
| Close |
11,523.01 |
11,555.63 |
32.62 |
0.3% |
11,231.78 |
| Range |
329.94 |
106.97 |
-222.97 |
-67.6% |
564.14 |
| ATR |
228.20 |
219.54 |
-8.66 |
-3.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 29-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,886.47 |
11,828.02 |
11,614.46 |
|
| R3 |
11,779.50 |
11,721.05 |
11,585.05 |
|
| R2 |
11,672.53 |
11,672.53 |
11,575.24 |
|
| R1 |
11,614.08 |
11,614.08 |
11,565.44 |
11,643.31 |
| PP |
11,565.56 |
11,565.56 |
11,565.56 |
11,580.17 |
| S1 |
11,507.11 |
11,507.11 |
11,545.82 |
11,536.34 |
| S2 |
11,458.59 |
11,458.59 |
11,536.02 |
|
| S3 |
11,351.62 |
11,400.14 |
11,526.21 |
|
| S4 |
11,244.65 |
11,293.17 |
11,496.80 |
|
|
| Weekly Pivots for week ending 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,112.10 |
12,736.08 |
11,542.06 |
|
| R3 |
12,547.96 |
12,171.94 |
11,386.92 |
|
| R2 |
11,983.82 |
11,983.82 |
11,335.21 |
|
| R1 |
11,607.80 |
11,607.80 |
11,283.49 |
11,513.74 |
| PP |
11,419.68 |
11,419.68 |
11,419.68 |
11,372.65 |
| S1 |
11,043.66 |
11,043.66 |
11,180.07 |
10,949.60 |
| S2 |
10,855.54 |
10,855.54 |
11,128.35 |
|
| S3 |
10,291.40 |
10,479.52 |
11,076.64 |
|
| S4 |
9,727.26 |
9,915.38 |
10,921.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,624.01 |
11,231.56 |
392.45 |
3.4% |
187.97 |
1.6% |
83% |
True |
False |
|
| 10 |
12,165.11 |
11,231.56 |
933.55 |
8.1% |
203.49 |
1.8% |
35% |
False |
False |
|
| 20 |
12,187.51 |
11,231.56 |
955.95 |
8.3% |
220.77 |
1.9% |
34% |
False |
False |
|
| 40 |
12,284.31 |
10,404.49 |
1,879.82 |
16.3% |
225.36 |
2.0% |
61% |
False |
False |
|
| 60 |
12,284.31 |
10,404.49 |
1,879.82 |
16.3% |
241.69 |
2.1% |
61% |
False |
False |
|
| 80 |
12,284.31 |
10,404.49 |
1,879.82 |
16.3% |
263.45 |
2.3% |
61% |
False |
False |
|
| 100 |
12,751.43 |
10,404.49 |
2,346.94 |
20.3% |
250.21 |
2.2% |
49% |
False |
False |
|
| 120 |
12,753.89 |
10,404.49 |
2,349.40 |
20.3% |
232.18 |
2.0% |
49% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,078.63 |
|
2.618 |
11,904.06 |
|
1.618 |
11,797.09 |
|
1.000 |
11,730.98 |
|
0.618 |
11,690.12 |
|
HIGH |
11,624.01 |
|
0.618 |
11,583.15 |
|
0.500 |
11,570.53 |
|
0.382 |
11,557.90 |
|
LOW |
11,517.04 |
|
0.618 |
11,450.93 |
|
1.000 |
11,410.07 |
|
1.618 |
11,343.96 |
|
2.618 |
11,236.99 |
|
4.250 |
11,062.42 |
|
|
| Fisher Pivots for day following 29-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
11,570.53 |
11,513.02 |
| PP |
11,565.56 |
11,470.40 |
| S1 |
11,560.60 |
11,427.79 |
|