| Trading Metrics calculated at close of trading on 02-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2011 |
02-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
2,293.25 |
2,309.25 |
16.00 |
0.7% |
2,183.00 |
| High |
2,315.50 |
2,344.75 |
29.25 |
1.3% |
2,344.75 |
| Low |
2,284.00 |
2,300.75 |
16.75 |
0.7% |
2,178.25 |
| Close |
2,309.25 |
2,303.25 |
-6.00 |
-0.3% |
2,303.25 |
| Range |
31.50 |
44.00 |
12.50 |
39.7% |
166.50 |
| ATR |
58.44 |
57.41 |
-1.03 |
-1.8% |
0.00 |
| Volume |
226,157 |
201,365 |
-24,792 |
-11.0% |
1,285,073 |
|
| Daily Pivots for day following 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,448.25 |
2,419.75 |
2,327.50 |
|
| R3 |
2,404.25 |
2,375.75 |
2,315.25 |
|
| R2 |
2,360.25 |
2,360.25 |
2,311.25 |
|
| R1 |
2,331.75 |
2,331.75 |
2,307.25 |
2,324.00 |
| PP |
2,316.25 |
2,316.25 |
2,316.25 |
2,312.50 |
| S1 |
2,287.75 |
2,287.75 |
2,299.25 |
2,280.00 |
| S2 |
2,272.25 |
2,272.25 |
2,295.25 |
|
| S3 |
2,228.25 |
2,243.75 |
2,291.25 |
|
| S4 |
2,184.25 |
2,199.75 |
2,279.00 |
|
|
| Weekly Pivots for week ending 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,775.00 |
2,705.50 |
2,394.75 |
|
| R3 |
2,608.50 |
2,539.00 |
2,349.00 |
|
| R2 |
2,442.00 |
2,442.00 |
2,333.75 |
|
| R1 |
2,372.50 |
2,372.50 |
2,318.50 |
2,407.25 |
| PP |
2,275.50 |
2,275.50 |
2,275.50 |
2,292.75 |
| S1 |
2,206.00 |
2,206.00 |
2,288.00 |
2,240.75 |
| S2 |
2,109.00 |
2,109.00 |
2,272.75 |
|
| S3 |
1,942.50 |
2,039.50 |
2,257.50 |
|
| S4 |
1,776.00 |
1,873.00 |
2,211.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,344.75 |
2,178.25 |
166.50 |
7.2% |
53.00 |
2.3% |
75% |
True |
False |
257,014 |
| 10 |
2,344.75 |
2,135.75 |
209.00 |
9.1% |
50.50 |
2.2% |
80% |
True |
False |
247,940 |
| 20 |
2,399.50 |
2,135.75 |
263.75 |
11.5% |
54.25 |
2.4% |
64% |
False |
False |
256,729 |
| 40 |
2,408.75 |
2,135.75 |
273.00 |
11.9% |
56.25 |
2.4% |
61% |
False |
False |
280,341 |
| 60 |
2,408.75 |
2,035.75 |
373.00 |
16.2% |
61.75 |
2.7% |
72% |
False |
False |
316,088 |
| 80 |
2,408.75 |
2,019.25 |
389.50 |
16.9% |
62.25 |
2.7% |
73% |
False |
False |
238,789 |
| 100 |
2,429.50 |
1,964.00 |
465.50 |
20.2% |
63.50 |
2.8% |
73% |
False |
False |
191,157 |
| 120 |
2,429.50 |
1,964.00 |
465.50 |
20.2% |
59.00 |
2.6% |
73% |
False |
False |
159,310 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,531.75 |
|
2.618 |
2,460.00 |
|
1.618 |
2,416.00 |
|
1.000 |
2,388.75 |
|
0.618 |
2,372.00 |
|
HIGH |
2,344.75 |
|
0.618 |
2,328.00 |
|
0.500 |
2,322.75 |
|
0.382 |
2,317.50 |
|
LOW |
2,300.75 |
|
0.618 |
2,273.50 |
|
1.000 |
2,256.75 |
|
1.618 |
2,229.50 |
|
2.618 |
2,185.50 |
|
4.250 |
2,113.75 |
|
|
| Fisher Pivots for day following 02-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,322.75 |
2,292.25 |
| PP |
2,316.25 |
2,281.50 |
| S1 |
2,309.75 |
2,270.50 |
|