| 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 |
2,212.00 |
2,293.25 |
81.25 |
3.7% |
2,244.00 |
| High |
2,296.50 |
2,315.50 |
19.00 |
0.8% |
2,244.00 |
| Low |
2,196.25 |
2,284.00 |
87.75 |
4.0% |
2,135.75 |
| Close |
2,295.00 |
2,309.25 |
14.25 |
0.6% |
2,147.50 |
| Range |
100.25 |
31.50 |
-68.75 |
-68.6% |
108.25 |
| ATR |
60.51 |
58.44 |
-2.07 |
-3.4% |
0.00 |
| Volume |
296,698 |
226,157 |
-70,541 |
-23.8% |
936,405 |
|
| Daily Pivots for day following 01-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,397.50 |
2,384.75 |
2,326.50 |
|
| R3 |
2,366.00 |
2,353.25 |
2,318.00 |
|
| R2 |
2,334.50 |
2,334.50 |
2,315.00 |
|
| R1 |
2,321.75 |
2,321.75 |
2,312.25 |
2,328.00 |
| PP |
2,303.00 |
2,303.00 |
2,303.00 |
2,306.00 |
| S1 |
2,290.25 |
2,290.25 |
2,306.25 |
2,296.50 |
| S2 |
2,271.50 |
2,271.50 |
2,303.50 |
|
| S3 |
2,240.00 |
2,258.75 |
2,300.50 |
|
| S4 |
2,208.50 |
2,227.25 |
2,292.00 |
|
|
| 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 |
2,315.50 |
2,135.75 |
179.75 |
7.8% |
54.00 |
2.3% |
97% |
True |
False |
249,193 |
| 10 |
2,332.75 |
2,135.75 |
197.00 |
8.5% |
53.75 |
2.3% |
88% |
False |
False |
264,707 |
| 20 |
2,399.50 |
2,135.75 |
263.75 |
11.4% |
56.50 |
2.4% |
66% |
False |
False |
262,782 |
| 40 |
2,408.75 |
2,135.75 |
273.00 |
11.8% |
56.75 |
2.5% |
64% |
False |
False |
284,971 |
| 60 |
2,408.75 |
2,035.75 |
373.00 |
16.2% |
61.75 |
2.7% |
73% |
False |
False |
314,748 |
| 80 |
2,408.75 |
2,019.25 |
389.50 |
16.9% |
63.00 |
2.7% |
74% |
False |
False |
236,286 |
| 100 |
2,429.50 |
1,964.00 |
465.50 |
20.2% |
63.50 |
2.7% |
74% |
False |
False |
189,145 |
| 120 |
2,429.50 |
1,964.00 |
465.50 |
20.2% |
58.75 |
2.5% |
74% |
False |
False |
157,632 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,449.50 |
|
2.618 |
2,398.00 |
|
1.618 |
2,366.50 |
|
1.000 |
2,347.00 |
|
0.618 |
2,335.00 |
|
HIGH |
2,315.50 |
|
0.618 |
2,303.50 |
|
0.500 |
2,299.75 |
|
0.382 |
2,296.00 |
|
LOW |
2,284.00 |
|
0.618 |
2,264.50 |
|
1.000 |
2,252.50 |
|
1.618 |
2,233.00 |
|
2.618 |
2,201.50 |
|
4.250 |
2,150.00 |
|
|
| Fisher Pivots for day following 01-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,306.00 |
2,291.50 |
| PP |
2,303.00 |
2,273.75 |
| S1 |
2,299.75 |
2,256.00 |
|