| Trading Metrics calculated at close of trading on 30-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2011 |
30-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1,716.4 |
1,721.5 |
5.1 |
0.3% |
1,725.2 |
| High |
1,726.9 |
1,756.2 |
29.3 |
1.7% |
1,731.1 |
| Low |
1,710.8 |
1,708.1 |
-2.7 |
-0.2% |
1,675.0 |
| Close |
1,721.8 |
1,753.1 |
31.3 |
1.8% |
1,691.7 |
| Range |
16.1 |
48.1 |
32.0 |
198.8% |
56.1 |
| ATR |
34.0 |
35.0 |
1.0 |
3.0% |
0.0 |
| Volume |
6,488 |
5,248 |
-1,240 |
-19.1% |
19,074 |
|
| Daily Pivots for day following 30-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,883.4 |
1,866.4 |
1,779.6 |
|
| R3 |
1,835.3 |
1,818.3 |
1,766.3 |
|
| R2 |
1,787.2 |
1,787.2 |
1,761.9 |
|
| R1 |
1,770.2 |
1,770.2 |
1,757.5 |
1,778.7 |
| PP |
1,739.1 |
1,739.1 |
1,739.1 |
1,743.4 |
| S1 |
1,722.1 |
1,722.1 |
1,748.7 |
1,730.6 |
| S2 |
1,691.0 |
1,691.0 |
1,744.3 |
|
| S3 |
1,642.9 |
1,674.0 |
1,739.9 |
|
| S4 |
1,594.8 |
1,625.9 |
1,726.6 |
|
|
| Weekly Pivots for week ending 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,867.6 |
1,835.7 |
1,722.6 |
|
| R3 |
1,811.5 |
1,779.6 |
1,707.1 |
|
| R2 |
1,755.4 |
1,755.4 |
1,702.0 |
|
| R1 |
1,723.5 |
1,723.5 |
1,696.8 |
1,711.4 |
| PP |
1,699.3 |
1,699.3 |
1,699.3 |
1,693.2 |
| S1 |
1,667.4 |
1,667.4 |
1,686.6 |
1,655.3 |
| S2 |
1,643.2 |
1,643.2 |
1,681.4 |
|
| S3 |
1,587.1 |
1,611.3 |
1,676.3 |
|
| S4 |
1,531.0 |
1,555.2 |
1,660.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,756.2 |
1,679.3 |
76.9 |
4.4% |
30.8 |
1.8% |
96% |
True |
False |
5,512 |
| 10 |
1,789.2 |
1,675.0 |
114.2 |
6.5% |
34.5 |
2.0% |
68% |
False |
False |
4,167 |
| 20 |
1,808.0 |
1,675.0 |
133.0 |
7.6% |
32.0 |
1.8% |
59% |
False |
False |
3,494 |
| 40 |
1,808.0 |
1,601.3 |
206.7 |
11.8% |
31.2 |
1.8% |
73% |
False |
False |
2,239 |
| 60 |
1,888.2 |
1,553.4 |
334.8 |
19.1% |
39.8 |
2.3% |
60% |
False |
False |
1,685 |
| 80 |
1,925.0 |
1,553.4 |
371.6 |
21.2% |
42.3 |
2.4% |
54% |
False |
False |
1,373 |
| 100 |
1,925.0 |
1,550.7 |
374.3 |
21.4% |
37.5 |
2.1% |
54% |
False |
False |
1,171 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,960.6 |
|
2.618 |
1,882.1 |
|
1.618 |
1,834.0 |
|
1.000 |
1,804.3 |
|
0.618 |
1,785.9 |
|
HIGH |
1,756.2 |
|
0.618 |
1,737.8 |
|
0.500 |
1,732.2 |
|
0.382 |
1,726.5 |
|
LOW |
1,708.1 |
|
0.618 |
1,678.4 |
|
1.000 |
1,660.0 |
|
1.618 |
1,630.3 |
|
2.618 |
1,582.2 |
|
4.250 |
1,503.7 |
|
|
| Fisher Pivots for day following 30-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,746.1 |
1,743.8 |
| PP |
1,739.1 |
1,734.4 |
| S1 |
1,732.2 |
1,725.1 |
|