| 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 |
5,606.5 |
5,770.0 |
163.5 |
2.9% |
5,776.0 |
| High |
5,765.0 |
5,832.5 |
67.5 |
1.2% |
5,789.0 |
| Low |
5,585.0 |
5,703.0 |
118.0 |
2.1% |
5,382.0 |
| Close |
5,747.0 |
5,804.0 |
57.0 |
1.0% |
5,496.5 |
| Range |
180.0 |
129.5 |
-50.5 |
-28.1% |
407.0 |
| ATR |
200.8 |
195.7 |
-5.1 |
-2.5% |
0.0 |
| Volume |
1,158 |
797 |
-361 |
-31.2% |
5,793 |
|
| Daily Pivots for day following 29-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,168.3 |
6,115.7 |
5,875.2 |
|
| R3 |
6,038.8 |
5,986.2 |
5,839.6 |
|
| R2 |
5,909.3 |
5,909.3 |
5,827.7 |
|
| R1 |
5,856.7 |
5,856.7 |
5,815.9 |
5,883.0 |
| PP |
5,779.8 |
5,779.8 |
5,779.8 |
5,793.0 |
| S1 |
5,727.2 |
5,727.2 |
5,792.1 |
5,753.5 |
| S2 |
5,650.3 |
5,650.3 |
5,780.3 |
|
| S3 |
5,520.8 |
5,597.7 |
5,768.4 |
|
| S4 |
5,391.3 |
5,468.2 |
5,732.8 |
|
|
| Weekly Pivots for week ending 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,776.8 |
6,543.7 |
5,720.4 |
|
| R3 |
6,369.8 |
6,136.7 |
5,608.4 |
|
| R2 |
5,962.8 |
5,962.8 |
5,571.1 |
|
| R1 |
5,729.7 |
5,729.7 |
5,533.8 |
5,642.8 |
| PP |
5,555.8 |
5,555.8 |
5,555.8 |
5,512.4 |
| S1 |
5,322.7 |
5,322.7 |
5,459.2 |
5,235.8 |
| S2 |
5,148.8 |
5,148.8 |
5,421.9 |
|
| S3 |
4,741.8 |
4,915.7 |
5,384.6 |
|
| S4 |
4,334.8 |
4,508.7 |
5,272.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,832.5 |
5,382.0 |
450.5 |
7.8% |
149.8 |
2.6% |
94% |
True |
False |
1,344 |
| 10 |
6,029.5 |
5,382.0 |
647.5 |
11.2% |
154.4 |
2.7% |
65% |
False |
False |
882 |
| 20 |
6,202.0 |
5,382.0 |
820.0 |
14.1% |
192.4 |
3.3% |
51% |
False |
False |
730 |
| 40 |
6,456.0 |
5,288.0 |
1,168.0 |
20.1% |
189.7 |
3.3% |
44% |
False |
False |
652 |
| 60 |
6,456.0 |
4,988.0 |
1,468.0 |
25.3% |
195.2 |
3.4% |
56% |
False |
False |
1,792 |
| 80 |
6,456.0 |
4,988.0 |
1,468.0 |
25.3% |
197.4 |
3.4% |
56% |
False |
False |
1,390 |
| 100 |
7,454.0 |
4,988.0 |
2,466.0 |
42.5% |
192.3 |
3.3% |
33% |
False |
False |
1,133 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,382.9 |
|
2.618 |
6,171.5 |
|
1.618 |
6,042.0 |
|
1.000 |
5,962.0 |
|
0.618 |
5,912.5 |
|
HIGH |
5,832.5 |
|
0.618 |
5,783.0 |
|
0.500 |
5,767.8 |
|
0.382 |
5,752.5 |
|
LOW |
5,703.0 |
|
0.618 |
5,623.0 |
|
1.000 |
5,573.5 |
|
1.618 |
5,493.5 |
|
2.618 |
5,364.0 |
|
4.250 |
5,152.6 |
|
|
| Fisher Pivots for day following 29-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
5,791.9 |
5,738.4 |
| PP |
5,779.8 |
5,672.8 |
| S1 |
5,767.8 |
5,607.3 |
|