| Trading Metrics calculated at close of trading on 28-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2011 |
28-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
2,169.00 |
2,183.00 |
14.00 |
0.6% |
2,244.00 |
| High |
2,184.50 |
2,228.00 |
43.50 |
2.0% |
2,244.00 |
| Low |
2,135.75 |
2,178.25 |
42.50 |
2.0% |
2,135.75 |
| Close |
2,147.50 |
2,221.00 |
73.50 |
3.4% |
2,147.50 |
| Range |
48.75 |
49.75 |
1.00 |
2.1% |
108.25 |
| ATR |
57.15 |
58.81 |
1.67 |
2.9% |
0.00 |
| Volume |
162,261 |
288,245 |
125,984 |
77.6% |
936,405 |
|
| Daily Pivots for day following 28-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,358.25 |
2,339.50 |
2,248.25 |
|
| R3 |
2,308.50 |
2,289.75 |
2,234.75 |
|
| R2 |
2,258.75 |
2,258.75 |
2,230.00 |
|
| R1 |
2,240.00 |
2,240.00 |
2,225.50 |
2,249.50 |
| PP |
2,209.00 |
2,209.00 |
2,209.00 |
2,213.75 |
| S1 |
2,190.25 |
2,190.25 |
2,216.50 |
2,199.50 |
| S2 |
2,159.25 |
2,159.25 |
2,212.00 |
|
| S3 |
2,109.50 |
2,140.50 |
2,207.25 |
|
| S4 |
2,059.75 |
2,090.75 |
2,193.75 |
|
|
| Weekly Pivots for week ending 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,500.50 |
2,432.25 |
2,207.00 |
|
| R3 |
2,392.25 |
2,324.00 |
2,177.25 |
|
| R2 |
2,284.00 |
2,284.00 |
2,167.25 |
|
| R1 |
2,215.75 |
2,215.75 |
2,157.50 |
2,195.75 |
| PP |
2,175.75 |
2,175.75 |
2,175.75 |
2,165.75 |
| S1 |
2,107.50 |
2,107.50 |
2,137.50 |
2,087.50 |
| S2 |
2,067.50 |
2,067.50 |
2,127.75 |
|
| S3 |
1,959.25 |
1,999.25 |
2,117.75 |
|
| S4 |
1,851.00 |
1,891.00 |
2,088.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,244.00 |
2,135.75 |
108.25 |
4.9% |
49.50 |
2.2% |
79% |
False |
False |
244,930 |
| 10 |
2,374.00 |
2,135.75 |
238.25 |
10.7% |
52.50 |
2.4% |
36% |
False |
False |
257,920 |
| 20 |
2,399.50 |
2,135.75 |
263.75 |
11.9% |
55.75 |
2.5% |
32% |
False |
False |
271,681 |
| 40 |
2,408.75 |
2,035.75 |
373.00 |
16.8% |
59.00 |
2.7% |
50% |
False |
False |
299,929 |
| 60 |
2,408.75 |
2,035.75 |
373.00 |
16.8% |
61.75 |
2.8% |
50% |
False |
False |
301,621 |
| 80 |
2,408.75 |
1,964.00 |
444.75 |
20.0% |
66.25 |
3.0% |
58% |
False |
False |
226,381 |
| 100 |
2,429.50 |
1,964.00 |
465.50 |
21.0% |
63.00 |
2.8% |
55% |
False |
False |
181,193 |
| 120 |
2,429.50 |
1,964.00 |
465.50 |
21.0% |
57.50 |
2.6% |
55% |
False |
False |
151,003 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,439.50 |
|
2.618 |
2,358.25 |
|
1.618 |
2,308.50 |
|
1.000 |
2,277.75 |
|
0.618 |
2,258.75 |
|
HIGH |
2,228.00 |
|
0.618 |
2,209.00 |
|
0.500 |
2,203.00 |
|
0.382 |
2,197.25 |
|
LOW |
2,178.25 |
|
0.618 |
2,147.50 |
|
1.000 |
2,128.50 |
|
1.618 |
2,097.75 |
|
2.618 |
2,048.00 |
|
4.250 |
1,966.75 |
|
|
| Fisher Pivots for day following 28-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,215.00 |
2,208.00 |
| PP |
2,209.00 |
2,195.00 |
| S1 |
2,203.00 |
2,182.00 |
|