| 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 |
8,445 |
8,640 |
195 |
2.3% |
8,390 |
| High |
8,665 |
8,675 |
10 |
0.1% |
8,400 |
| Low |
8,370 |
8,565 |
195 |
2.3% |
8,105 |
| Close |
8,640 |
8,595 |
-45 |
-0.5% |
8,130 |
| Range |
295 |
110 |
-185 |
-62.7% |
295 |
| ATR |
171 |
167 |
-4 |
-2.6% |
0 |
| Volume |
10,672 |
5,853 |
-4,819 |
-45.2% |
22,619 |
|
| Daily Pivots for day following 01-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,942 |
8,878 |
8,656 |
|
| R3 |
8,832 |
8,768 |
8,625 |
|
| R2 |
8,722 |
8,722 |
8,615 |
|
| R1 |
8,658 |
8,658 |
8,605 |
8,635 |
| PP |
8,612 |
8,612 |
8,612 |
8,600 |
| S1 |
8,548 |
8,548 |
8,585 |
8,525 |
| S2 |
8,502 |
8,502 |
8,575 |
|
| S3 |
8,392 |
8,438 |
8,565 |
|
| S4 |
8,282 |
8,328 |
8,535 |
|
|
| 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 |
8,675 |
8,105 |
570 |
6.6% |
176 |
2.0% |
86% |
True |
False |
7,147 |
| 10 |
8,675 |
8,105 |
570 |
6.6% |
153 |
1.8% |
86% |
True |
False |
6,550 |
| 20 |
8,820 |
8,105 |
715 |
8.3% |
153 |
1.8% |
69% |
False |
False |
6,385 |
| 40 |
9,170 |
8,105 |
1,065 |
12.4% |
162 |
1.9% |
46% |
False |
False |
6,630 |
| 60 |
9,170 |
8,105 |
1,065 |
12.4% |
175 |
2.0% |
46% |
False |
False |
7,409 |
| 80 |
9,170 |
8,105 |
1,065 |
12.4% |
170 |
2.0% |
46% |
False |
False |
6,076 |
| 100 |
10,120 |
8,105 |
2,015 |
23.4% |
149 |
1.7% |
24% |
False |
False |
4,863 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,143 |
|
2.618 |
8,963 |
|
1.618 |
8,853 |
|
1.000 |
8,785 |
|
0.618 |
8,743 |
|
HIGH |
8,675 |
|
0.618 |
8,633 |
|
0.500 |
8,620 |
|
0.382 |
8,607 |
|
LOW |
8,565 |
|
0.618 |
8,497 |
|
1.000 |
8,455 |
|
1.618 |
8,387 |
|
2.618 |
8,277 |
|
4.250 |
8,098 |
|
|
| Fisher Pivots for day following 01-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
8,620 |
8,568 |
| PP |
8,612 |
8,542 |
| S1 |
8,603 |
8,515 |
|