| 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 |
2,221.00 |
2,212.00 |
-9.00 |
-0.4% |
2,244.00 |
| High |
2,245.00 |
2,296.50 |
51.50 |
2.3% |
2,244.00 |
| Low |
2,205.25 |
2,196.25 |
-9.00 |
-0.4% |
2,135.75 |
| Close |
2,212.50 |
2,295.00 |
82.50 |
3.7% |
2,147.50 |
| Range |
39.75 |
100.25 |
60.50 |
152.2% |
108.25 |
| ATR |
57.45 |
60.51 |
3.06 |
5.3% |
0.00 |
| Volume |
272,608 |
296,698 |
24,090 |
8.8% |
936,405 |
|
| Daily Pivots for day following 30-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,563.25 |
2,529.50 |
2,350.25 |
|
| R3 |
2,463.00 |
2,429.25 |
2,322.50 |
|
| R2 |
2,362.75 |
2,362.75 |
2,313.50 |
|
| R1 |
2,329.00 |
2,329.00 |
2,304.25 |
2,346.00 |
| PP |
2,262.50 |
2,262.50 |
2,262.50 |
2,271.00 |
| S1 |
2,228.75 |
2,228.75 |
2,285.75 |
2,245.50 |
| S2 |
2,162.25 |
2,162.25 |
2,276.50 |
|
| S3 |
2,062.00 |
2,128.50 |
2,267.50 |
|
| S4 |
1,961.75 |
2,028.25 |
2,239.75 |
|
|
| 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 |
2,296.50 |
2,135.75 |
160.75 |
7.0% |
58.75 |
2.6% |
99% |
True |
False |
254,427 |
| 10 |
2,371.50 |
2,135.75 |
235.75 |
10.3% |
56.50 |
2.5% |
68% |
False |
False |
270,640 |
| 20 |
2,399.50 |
2,135.75 |
263.75 |
11.5% |
56.75 |
2.5% |
60% |
False |
False |
265,672 |
| 40 |
2,408.75 |
2,099.25 |
309.50 |
13.5% |
58.00 |
2.5% |
63% |
False |
False |
289,375 |
| 60 |
2,408.75 |
2,035.75 |
373.00 |
16.3% |
62.00 |
2.7% |
70% |
False |
False |
311,042 |
| 80 |
2,408.75 |
1,964.00 |
444.75 |
19.4% |
65.00 |
2.8% |
74% |
False |
False |
233,474 |
| 100 |
2,429.50 |
1,964.00 |
465.50 |
20.3% |
63.50 |
2.8% |
71% |
False |
False |
186,884 |
| 120 |
2,429.50 |
1,964.00 |
465.50 |
20.3% |
58.50 |
2.6% |
71% |
False |
False |
155,747 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,722.50 |
|
2.618 |
2,559.00 |
|
1.618 |
2,458.75 |
|
1.000 |
2,396.75 |
|
0.618 |
2,358.50 |
|
HIGH |
2,296.50 |
|
0.618 |
2,258.25 |
|
0.500 |
2,246.50 |
|
0.382 |
2,234.50 |
|
LOW |
2,196.25 |
|
0.618 |
2,134.25 |
|
1.000 |
2,096.00 |
|
1.618 |
2,034.00 |
|
2.618 |
1,933.75 |
|
4.250 |
1,770.25 |
|
|
| Fisher Pivots for day following 30-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,278.75 |
2,275.75 |
| PP |
2,262.50 |
2,256.50 |
| S1 |
2,246.50 |
2,237.50 |
|