| Trading Metrics calculated at close of trading on 29-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2011 |
29-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
2,183.00 |
2,221.00 |
38.00 |
1.7% |
2,244.00 |
| High |
2,228.00 |
2,245.00 |
17.00 |
0.8% |
2,244.00 |
| Low |
2,178.25 |
2,205.25 |
27.00 |
1.2% |
2,135.75 |
| Close |
2,221.00 |
2,212.50 |
-8.50 |
-0.4% |
2,147.50 |
| Range |
49.75 |
39.75 |
-10.00 |
-20.1% |
108.25 |
| ATR |
58.81 |
57.45 |
-1.36 |
-2.3% |
0.00 |
| Volume |
288,245 |
272,608 |
-15,637 |
-5.4% |
936,405 |
|
| Daily Pivots for day following 29-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,340.25 |
2,316.00 |
2,234.25 |
|
| R3 |
2,300.50 |
2,276.25 |
2,223.50 |
|
| R2 |
2,260.75 |
2,260.75 |
2,219.75 |
|
| R1 |
2,236.50 |
2,236.50 |
2,216.25 |
2,228.75 |
| PP |
2,221.00 |
2,221.00 |
2,221.00 |
2,217.00 |
| S1 |
2,196.75 |
2,196.75 |
2,208.75 |
2,189.00 |
| S2 |
2,181.25 |
2,181.25 |
2,205.25 |
|
| S3 |
2,141.50 |
2,157.00 |
2,201.50 |
|
| S4 |
2,101.75 |
2,117.25 |
2,190.75 |
|
|
| 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 |
2,245.00 |
2,135.75 |
109.25 |
4.9% |
46.00 |
2.1% |
70% |
True |
False |
247,865 |
| 10 |
2,374.00 |
2,135.75 |
238.25 |
10.8% |
52.75 |
2.4% |
32% |
False |
False |
266,698 |
| 20 |
2,399.50 |
2,135.75 |
263.75 |
11.9% |
55.25 |
2.5% |
29% |
False |
False |
273,119 |
| 40 |
2,408.75 |
2,035.75 |
373.00 |
16.9% |
57.75 |
2.6% |
47% |
False |
False |
295,400 |
| 60 |
2,408.75 |
2,035.75 |
373.00 |
16.9% |
61.50 |
2.8% |
47% |
False |
False |
306,138 |
| 80 |
2,408.75 |
1,964.00 |
444.75 |
20.1% |
65.25 |
3.0% |
56% |
False |
False |
229,779 |
| 100 |
2,429.50 |
1,964.00 |
465.50 |
21.0% |
63.00 |
2.8% |
53% |
False |
False |
183,919 |
| 120 |
2,429.50 |
1,964.00 |
465.50 |
21.0% |
57.75 |
2.6% |
53% |
False |
False |
153,274 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,414.00 |
|
2.618 |
2,349.00 |
|
1.618 |
2,309.25 |
|
1.000 |
2,284.75 |
|
0.618 |
2,269.50 |
|
HIGH |
2,245.00 |
|
0.618 |
2,229.75 |
|
0.500 |
2,225.00 |
|
0.382 |
2,220.50 |
|
LOW |
2,205.25 |
|
0.618 |
2,180.75 |
|
1.000 |
2,165.50 |
|
1.618 |
2,141.00 |
|
2.618 |
2,101.25 |
|
4.250 |
2,036.25 |
|
|
| Fisher Pivots for day following 29-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,225.00 |
2,205.00 |
| PP |
2,221.00 |
2,197.75 |
| S1 |
2,216.75 |
2,190.50 |
|