| 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 |
6,103.5 |
6,130.0 |
26.5 |
0.4% |
5,606.5 |
| High |
6,175.5 |
6,180.0 |
4.5 |
0.1% |
6,175.5 |
| Low |
6,059.5 |
6,065.0 |
5.5 |
0.1% |
5,585.0 |
| Close |
6,086.0 |
6,090.5 |
4.5 |
0.1% |
6,086.0 |
| Range |
116.0 |
115.0 |
-1.0 |
-0.9% |
590.5 |
| ATR |
198.4 |
192.4 |
-6.0 |
-3.0% |
0.0 |
| Volume |
789 |
1,888 |
1,099 |
139.3% |
8,796 |
|
| Daily Pivots for day following 05-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,456.8 |
6,388.7 |
6,153.8 |
|
| R3 |
6,341.8 |
6,273.7 |
6,122.1 |
|
| R2 |
6,226.8 |
6,226.8 |
6,111.6 |
|
| R1 |
6,158.7 |
6,158.7 |
6,101.0 |
6,135.3 |
| PP |
6,111.8 |
6,111.8 |
6,111.8 |
6,100.1 |
| S1 |
6,043.7 |
6,043.7 |
6,080.0 |
6,020.3 |
| S2 |
5,996.8 |
5,996.8 |
6,069.4 |
|
| S3 |
5,881.8 |
5,928.7 |
6,058.9 |
|
| S4 |
5,766.8 |
5,813.7 |
6,027.3 |
|
|
| Weekly Pivots for week ending 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,720.3 |
7,493.7 |
6,410.8 |
|
| R3 |
7,129.8 |
6,903.2 |
6,248.4 |
|
| R2 |
6,539.3 |
6,539.3 |
6,194.3 |
|
| R1 |
6,312.7 |
6,312.7 |
6,140.1 |
6,426.0 |
| PP |
5,948.8 |
5,948.8 |
5,948.8 |
6,005.5 |
| S1 |
5,722.2 |
5,722.2 |
6,031.9 |
5,835.5 |
| S2 |
5,358.3 |
5,358.3 |
5,977.7 |
|
| S3 |
4,767.8 |
5,131.7 |
5,923.6 |
|
| S4 |
4,177.3 |
4,541.2 |
5,761.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,180.0 |
5,703.0 |
477.0 |
7.8% |
176.2 |
2.9% |
81% |
True |
False |
1,905 |
| 10 |
6,180.0 |
5,382.0 |
798.0 |
13.1% |
164.6 |
2.7% |
89% |
True |
False |
1,597 |
| 20 |
6,180.0 |
5,382.0 |
798.0 |
13.1% |
182.1 |
3.0% |
89% |
True |
False |
1,086 |
| 40 |
6,456.0 |
5,382.0 |
1,074.0 |
17.6% |
188.4 |
3.1% |
66% |
False |
False |
803 |
| 60 |
6,456.0 |
4,988.0 |
1,468.0 |
24.1% |
195.9 |
3.2% |
75% |
False |
False |
1,806 |
| 80 |
6,456.0 |
4,988.0 |
1,468.0 |
24.1% |
189.7 |
3.1% |
75% |
False |
False |
1,488 |
| 100 |
7,454.0 |
4,988.0 |
2,466.0 |
40.5% |
197.3 |
3.2% |
45% |
False |
False |
1,219 |
| 120 |
7,570.5 |
4,988.0 |
2,582.5 |
42.4% |
175.5 |
2.9% |
43% |
False |
False |
1,025 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,668.8 |
|
2.618 |
6,481.1 |
|
1.618 |
6,366.1 |
|
1.000 |
6,295.0 |
|
0.618 |
6,251.1 |
|
HIGH |
6,180.0 |
|
0.618 |
6,136.1 |
|
0.500 |
6,122.5 |
|
0.382 |
6,108.9 |
|
LOW |
6,065.0 |
|
0.618 |
5,993.9 |
|
1.000 |
5,950.0 |
|
1.618 |
5,878.9 |
|
2.618 |
5,763.9 |
|
4.250 |
5,576.3 |
|
|
| Fisher Pivots for day following 05-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
6,122.5 |
6,105.0 |
| PP |
6,111.8 |
6,100.2 |
| S1 |
6,101.2 |
6,095.3 |
|