| 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 |
8,385 |
8,445 |
60 |
0.7% |
8,390 |
| High |
8,500 |
8,665 |
165 |
1.9% |
8,400 |
| Low |
8,355 |
8,370 |
15 |
0.2% |
8,105 |
| Close |
8,445 |
8,640 |
195 |
2.3% |
8,130 |
| Range |
145 |
295 |
150 |
103.4% |
295 |
| ATR |
162 |
171 |
10 |
5.9% |
0 |
| Volume |
6,690 |
10,672 |
3,982 |
59.5% |
22,619 |
|
| Daily Pivots for day following 30-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,443 |
9,337 |
8,802 |
|
| R3 |
9,148 |
9,042 |
8,721 |
|
| R2 |
8,853 |
8,853 |
8,694 |
|
| R1 |
8,747 |
8,747 |
8,667 |
8,800 |
| PP |
8,558 |
8,558 |
8,558 |
8,585 |
| S1 |
8,452 |
8,452 |
8,613 |
8,505 |
| S2 |
8,263 |
8,263 |
8,586 |
|
| S3 |
7,968 |
8,157 |
8,559 |
|
| S4 |
7,673 |
7,862 |
8,478 |
|
|
| Weekly Pivots for week ending 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,097 |
8,908 |
8,292 |
|
| R3 |
8,802 |
8,613 |
8,211 |
|
| R2 |
8,507 |
8,507 |
8,184 |
|
| R1 |
8,318 |
8,318 |
8,157 |
8,265 |
| PP |
8,212 |
8,212 |
8,212 |
8,185 |
| S1 |
8,023 |
8,023 |
8,103 |
7,970 |
| S2 |
7,917 |
7,917 |
8,076 |
|
| S3 |
7,622 |
7,728 |
8,049 |
|
| S4 |
7,327 |
7,433 |
7,968 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,665 |
8,105 |
560 |
6.5% |
185 |
2.1% |
96% |
True |
False |
7,221 |
| 10 |
8,665 |
8,105 |
560 |
6.5% |
161 |
1.9% |
96% |
True |
False |
6,594 |
| 20 |
8,820 |
8,105 |
715 |
8.3% |
156 |
1.8% |
75% |
False |
False |
6,403 |
| 40 |
9,170 |
8,105 |
1,065 |
12.3% |
164 |
1.9% |
50% |
False |
False |
6,644 |
| 60 |
9,170 |
8,105 |
1,065 |
12.3% |
176 |
2.0% |
50% |
False |
False |
7,560 |
| 80 |
9,170 |
8,105 |
1,065 |
12.3% |
173 |
2.0% |
50% |
False |
False |
6,003 |
| 100 |
10,120 |
8,105 |
2,015 |
23.3% |
148 |
1.7% |
27% |
False |
False |
4,805 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,919 |
|
2.618 |
9,437 |
|
1.618 |
9,142 |
|
1.000 |
8,960 |
|
0.618 |
8,847 |
|
HIGH |
8,665 |
|
0.618 |
8,552 |
|
0.500 |
8,518 |
|
0.382 |
8,483 |
|
LOW |
8,370 |
|
0.618 |
8,188 |
|
1.000 |
8,075 |
|
1.618 |
7,893 |
|
2.618 |
7,598 |
|
4.250 |
7,116 |
|
|
| Fisher Pivots for day following 30-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
8,599 |
8,571 |
| PP |
8,558 |
8,502 |
| S1 |
8,518 |
8,433 |
|