| Trading Metrics calculated at close of trading on 01-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2011 |
01-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1,714.0 |
1,747.0 |
33.0 |
1.9% |
1,725.1 |
| High |
1,749.2 |
1,753.3 |
4.1 |
0.2% |
1,727.4 |
| Low |
1,699.9 |
1,734.5 |
34.6 |
2.0% |
1,667.1 |
| Close |
1,745.5 |
1,735.3 |
-10.2 |
-0.6% |
1,685.7 |
| Range |
49.3 |
18.8 |
-30.5 |
-61.9% |
60.3 |
| ATR |
38.5 |
37.1 |
-1.4 |
-3.7% |
0.0 |
| Volume |
14,119 |
1,350 |
-12,769 |
-90.4% |
644,285 |
|
| Daily Pivots for day following 01-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,797.4 |
1,785.2 |
1,745.6 |
|
| R3 |
1,778.6 |
1,766.4 |
1,740.5 |
|
| R2 |
1,759.8 |
1,759.8 |
1,738.7 |
|
| R1 |
1,747.6 |
1,747.6 |
1,737.0 |
1,744.3 |
| PP |
1,741.0 |
1,741.0 |
1,741.0 |
1,739.4 |
| S1 |
1,728.8 |
1,728.8 |
1,733.6 |
1,725.5 |
| S2 |
1,722.2 |
1,722.2 |
1,731.9 |
|
| S3 |
1,703.4 |
1,710.0 |
1,730.1 |
|
| S4 |
1,684.6 |
1,691.2 |
1,725.0 |
|
|
| Weekly Pivots for week ending 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,874.3 |
1,840.3 |
1,718.9 |
|
| R3 |
1,814.0 |
1,780.0 |
1,702.3 |
|
| R2 |
1,753.7 |
1,753.7 |
1,696.8 |
|
| R1 |
1,719.7 |
1,719.7 |
1,691.2 |
1,706.6 |
| PP |
1,693.4 |
1,693.4 |
1,693.4 |
1,686.8 |
| S1 |
1,659.4 |
1,659.4 |
1,680.2 |
1,646.3 |
| S2 |
1,633.1 |
1,633.1 |
1,674.6 |
|
| S3 |
1,572.8 |
1,599.1 |
1,669.1 |
|
| S4 |
1,512.5 |
1,538.8 |
1,652.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,753.3 |
1,672.6 |
80.7 |
4.7% |
30.2 |
1.7% |
78% |
True |
False |
74,198 |
| 10 |
1,768.0 |
1,667.1 |
100.9 |
5.8% |
36.8 |
2.1% |
68% |
False |
False |
121,428 |
| 20 |
1,804.4 |
1,667.1 |
137.3 |
7.9% |
35.3 |
2.0% |
50% |
False |
False |
123,887 |
| 40 |
1,804.4 |
1,604.7 |
199.7 |
11.5% |
35.5 |
2.0% |
65% |
False |
False |
124,388 |
| 60 |
1,889.1 |
1,535.0 |
354.1 |
20.4% |
44.6 |
2.6% |
57% |
False |
False |
151,044 |
| 80 |
1,923.7 |
1,535.0 |
388.7 |
22.4% |
47.6 |
2.7% |
52% |
False |
False |
172,427 |
| 100 |
1,923.7 |
1,535.0 |
388.7 |
22.4% |
43.4 |
2.5% |
52% |
False |
False |
161,218 |
| 120 |
1,923.7 |
1,481.0 |
442.7 |
25.5% |
39.3 |
2.3% |
57% |
False |
False |
135,877 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,833.2 |
|
2.618 |
1,802.5 |
|
1.618 |
1,783.7 |
|
1.000 |
1,772.1 |
|
0.618 |
1,764.9 |
|
HIGH |
1,753.3 |
|
0.618 |
1,746.1 |
|
0.500 |
1,743.9 |
|
0.382 |
1,741.7 |
|
LOW |
1,734.5 |
|
0.618 |
1,722.9 |
|
1.000 |
1,715.7 |
|
1.618 |
1,704.1 |
|
2.618 |
1,685.3 |
|
4.250 |
1,654.6 |
|
|
| Fisher Pivots for day following 01-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,743.9 |
1,732.4 |
| PP |
1,741.0 |
1,729.5 |
| S1 |
1,738.2 |
1,726.6 |
|