| 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 |
1,195.00 |
1,243.75 |
48.75 |
4.1% |
1,208.00 |
| High |
1,246.75 |
1,251.00 |
4.25 |
0.3% |
1,209.00 |
| Low |
1,183.00 |
1,235.75 |
52.75 |
4.5% |
1,147.50 |
| Close |
1,246.00 |
1,243.50 |
-2.50 |
-0.2% |
1,153.50 |
| Range |
63.75 |
15.25 |
-48.50 |
-76.1% |
61.50 |
| ATR |
32.42 |
31.19 |
-1.23 |
-3.8% |
0.00 |
| Volume |
3,292,771 |
2,110,117 |
-1,182,654 |
-35.9% |
8,326,274 |
|
| Daily Pivots for day following 01-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,289.25 |
1,281.50 |
1,252.00 |
|
| R3 |
1,274.00 |
1,266.25 |
1,247.75 |
|
| R2 |
1,258.75 |
1,258.75 |
1,246.25 |
|
| R1 |
1,251.00 |
1,251.00 |
1,245.00 |
1,247.25 |
| PP |
1,243.50 |
1,243.50 |
1,243.50 |
1,241.50 |
| S1 |
1,235.75 |
1,235.75 |
1,242.00 |
1,232.00 |
| S2 |
1,228.25 |
1,228.25 |
1,240.75 |
|
| S3 |
1,213.00 |
1,220.50 |
1,239.25 |
|
| S4 |
1,197.75 |
1,205.25 |
1,235.00 |
|
|
| Weekly Pivots for week ending 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,354.50 |
1,315.50 |
1,187.25 |
|
| R3 |
1,293.00 |
1,254.00 |
1,170.50 |
|
| R2 |
1,231.50 |
1,231.50 |
1,164.75 |
|
| R1 |
1,192.50 |
1,192.50 |
1,159.25 |
1,181.25 |
| PP |
1,170.00 |
1,170.00 |
1,170.00 |
1,164.50 |
| S1 |
1,131.00 |
1,131.00 |
1,147.75 |
1,119.75 |
| S2 |
1,108.50 |
1,108.50 |
1,142.25 |
|
| S3 |
1,047.00 |
1,069.50 |
1,136.50 |
|
| S4 |
985.50 |
1,008.00 |
1,119.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,251.00 |
1,147.50 |
103.50 |
8.3% |
30.50 |
2.4% |
93% |
True |
False |
2,341,063 |
| 10 |
1,251.00 |
1,147.50 |
103.50 |
8.3% |
28.25 |
2.3% |
93% |
True |
False |
2,378,173 |
| 20 |
1,275.25 |
1,147.50 |
127.75 |
10.3% |
30.00 |
2.4% |
75% |
False |
False |
2,365,632 |
| 40 |
1,289.25 |
1,129.00 |
160.25 |
12.9% |
30.00 |
2.4% |
71% |
False |
False |
2,433,253 |
| 60 |
1,289.25 |
1,068.00 |
221.25 |
17.8% |
32.50 |
2.6% |
79% |
False |
False |
2,674,754 |
| 80 |
1,289.25 |
1,068.00 |
221.25 |
17.8% |
33.75 |
2.7% |
79% |
False |
False |
2,012,782 |
| 100 |
1,342.00 |
1,068.00 |
274.00 |
22.0% |
33.75 |
2.7% |
64% |
False |
False |
1,610,968 |
| 120 |
1,348.75 |
1,068.00 |
280.75 |
22.6% |
31.25 |
2.5% |
63% |
False |
False |
1,342,655 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,315.75 |
|
2.618 |
1,291.00 |
|
1.618 |
1,275.75 |
|
1.000 |
1,266.25 |
|
0.618 |
1,260.50 |
|
HIGH |
1,251.00 |
|
0.618 |
1,245.25 |
|
0.500 |
1,243.50 |
|
0.382 |
1,241.50 |
|
LOW |
1,235.75 |
|
0.618 |
1,226.25 |
|
1.000 |
1,220.50 |
|
1.618 |
1,211.00 |
|
2.618 |
1,195.75 |
|
4.250 |
1,171.00 |
|
|
| Fisher Pivots for day following 01-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,243.50 |
1,234.75 |
| PP |
1,243.50 |
1,225.75 |
| S1 |
1,243.50 |
1,217.00 |
|