| Trading Metrics calculated at close of trading on 05-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2011 |
05-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
2,309.25 |
2,309.00 |
-0.25 |
0.0% |
2,183.00 |
| High |
2,344.75 |
2,343.75 |
-1.00 |
0.0% |
2,344.75 |
| Low |
2,300.75 |
2,309.00 |
8.25 |
0.4% |
2,178.25 |
| Close |
2,303.25 |
2,325.00 |
21.75 |
0.9% |
2,303.25 |
| Range |
44.00 |
34.75 |
-9.25 |
-21.0% |
166.50 |
| ATR |
57.41 |
56.20 |
-1.21 |
-2.1% |
0.00 |
| Volume |
201,365 |
228,283 |
26,918 |
13.4% |
1,285,073 |
|
| Daily Pivots for day following 05-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,430.25 |
2,412.25 |
2,344.00 |
|
| R3 |
2,395.50 |
2,377.50 |
2,334.50 |
|
| R2 |
2,360.75 |
2,360.75 |
2,331.25 |
|
| R1 |
2,342.75 |
2,342.75 |
2,328.25 |
2,351.75 |
| PP |
2,326.00 |
2,326.00 |
2,326.00 |
2,330.50 |
| S1 |
2,308.00 |
2,308.00 |
2,321.75 |
2,317.00 |
| S2 |
2,291.25 |
2,291.25 |
2,318.75 |
|
| S3 |
2,256.50 |
2,273.25 |
2,315.50 |
|
| S4 |
2,221.75 |
2,238.50 |
2,306.00 |
|
|
| 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 |
2,196.25 |
148.50 |
6.4% |
50.00 |
2.2% |
87% |
False |
False |
245,022 |
| 10 |
2,344.75 |
2,135.75 |
209.00 |
9.0% |
49.75 |
2.1% |
91% |
False |
False |
244,976 |
| 20 |
2,399.50 |
2,135.75 |
263.75 |
11.3% |
54.25 |
2.3% |
72% |
False |
False |
256,391 |
| 40 |
2,408.75 |
2,135.75 |
273.00 |
11.7% |
56.00 |
2.4% |
69% |
False |
False |
277,195 |
| 60 |
2,408.75 |
2,035.75 |
373.00 |
16.0% |
61.00 |
2.6% |
78% |
False |
False |
315,031 |
| 80 |
2,408.75 |
2,019.25 |
389.50 |
16.8% |
61.00 |
2.6% |
78% |
False |
False |
241,637 |
| 100 |
2,429.50 |
1,964.00 |
465.50 |
20.0% |
63.25 |
2.7% |
78% |
False |
False |
193,440 |
| 120 |
2,429.50 |
1,964.00 |
465.50 |
20.0% |
59.00 |
2.5% |
78% |
False |
False |
161,212 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,491.50 |
|
2.618 |
2,434.75 |
|
1.618 |
2,400.00 |
|
1.000 |
2,378.50 |
|
0.618 |
2,365.25 |
|
HIGH |
2,343.75 |
|
0.618 |
2,330.50 |
|
0.500 |
2,326.50 |
|
0.382 |
2,322.25 |
|
LOW |
2,309.00 |
|
0.618 |
2,287.50 |
|
1.000 |
2,274.25 |
|
1.618 |
2,252.75 |
|
2.618 |
2,218.00 |
|
4.250 |
2,161.25 |
|
|
| Fisher Pivots for day following 05-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,326.50 |
2,321.50 |
| PP |
2,326.00 |
2,318.00 |
| S1 |
2,325.50 |
2,314.50 |
|