| 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 |
11,523.01 |
11,559.27 |
36.26 |
0.3% |
11,795.55 |
| High |
11,624.01 |
12,045.68 |
421.67 |
3.6% |
11,795.70 |
| Low |
11,517.04 |
11,559.27 |
42.23 |
0.4% |
11,231.56 |
| Close |
11,555.63 |
12,045.68 |
490.05 |
4.2% |
11,231.78 |
| Range |
106.97 |
486.41 |
379.44 |
354.7% |
564.14 |
| ATR |
219.54 |
238.86 |
19.32 |
8.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 30-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,342.77 |
13,180.64 |
12,313.21 |
|
| R3 |
12,856.36 |
12,694.23 |
12,179.44 |
|
| R2 |
12,369.95 |
12,369.95 |
12,134.86 |
|
| R1 |
12,207.82 |
12,207.82 |
12,090.27 |
12,288.89 |
| PP |
11,883.54 |
11,883.54 |
11,883.54 |
11,924.08 |
| S1 |
11,721.41 |
11,721.41 |
12,001.09 |
11,802.48 |
| S2 |
11,397.13 |
11,397.13 |
11,956.50 |
|
| S3 |
10,910.72 |
11,235.00 |
11,911.92 |
|
| S4 |
10,424.31 |
10,748.59 |
11,778.15 |
|
|
| Weekly Pivots for week ending 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,112.10 |
12,736.08 |
11,542.06 |
|
| R3 |
12,547.96 |
12,171.94 |
11,386.92 |
|
| R2 |
11,983.82 |
11,983.82 |
11,335.21 |
|
| R1 |
11,607.80 |
11,607.80 |
11,283.49 |
11,513.74 |
| PP |
11,419.68 |
11,419.68 |
11,419.68 |
11,372.65 |
| S1 |
11,043.66 |
11,043.66 |
11,180.07 |
10,949.60 |
| S2 |
10,855.54 |
10,855.54 |
11,128.35 |
|
| S3 |
10,291.40 |
10,479.52 |
11,076.64 |
|
| S4 |
9,727.26 |
9,915.38 |
10,921.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,045.68 |
11,231.56 |
814.12 |
6.8% |
257.70 |
2.1% |
100% |
True |
False |
|
| 10 |
12,109.03 |
11,231.56 |
877.47 |
7.3% |
235.74 |
2.0% |
93% |
False |
False |
|
| 20 |
12,187.51 |
11,231.56 |
955.95 |
7.9% |
229.01 |
1.9% |
85% |
False |
False |
|
| 40 |
12,284.31 |
10,738.10 |
1,546.21 |
12.8% |
226.99 |
1.9% |
85% |
False |
False |
|
| 60 |
12,284.31 |
10,404.49 |
1,879.82 |
15.6% |
244.72 |
2.0% |
87% |
False |
False |
|
| 80 |
12,284.31 |
10,404.49 |
1,879.82 |
15.6% |
261.72 |
2.2% |
87% |
False |
False |
|
| 100 |
12,751.43 |
10,404.49 |
2,346.94 |
19.5% |
253.22 |
2.1% |
70% |
False |
False |
|
| 120 |
12,753.89 |
10,404.49 |
2,349.40 |
19.5% |
234.67 |
1.9% |
70% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,112.92 |
|
2.618 |
13,319.10 |
|
1.618 |
12,832.69 |
|
1.000 |
12,532.09 |
|
0.618 |
12,346.28 |
|
HIGH |
12,045.68 |
|
0.618 |
11,859.87 |
|
0.500 |
11,802.48 |
|
0.382 |
11,745.08 |
|
LOW |
11,559.27 |
|
0.618 |
11,258.67 |
|
1.000 |
11,072.86 |
|
1.618 |
10,772.26 |
|
2.618 |
10,285.85 |
|
4.250 |
9,492.03 |
|
|
| Fisher Pivots for day following 30-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
11,964.61 |
11,910.09 |
| PP |
11,883.54 |
11,774.51 |
| S1 |
11,802.48 |
11,638.92 |
|