| 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 |
5,770.0 |
5,750.0 |
-20.0 |
-0.3% |
5,776.0 |
| High |
5,832.5 |
6,137.5 |
305.0 |
5.2% |
5,789.0 |
| Low |
5,703.0 |
5,721.0 |
18.0 |
0.3% |
5,382.0 |
| Close |
5,804.0 |
6,091.0 |
287.0 |
4.9% |
5,496.5 |
| Range |
129.5 |
416.5 |
287.0 |
221.6% |
407.0 |
| ATR |
195.7 |
211.5 |
15.8 |
8.1% |
0.0 |
| Volume |
797 |
1,084 |
287 |
36.0% |
5,793 |
|
| Daily Pivots for day following 30-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,232.7 |
7,078.3 |
6,320.1 |
|
| R3 |
6,816.2 |
6,661.8 |
6,205.5 |
|
| R2 |
6,399.7 |
6,399.7 |
6,167.4 |
|
| R1 |
6,245.3 |
6,245.3 |
6,129.2 |
6,322.5 |
| PP |
5,983.2 |
5,983.2 |
5,983.2 |
6,021.8 |
| S1 |
5,828.8 |
5,828.8 |
6,052.8 |
5,906.0 |
| S2 |
5,566.7 |
5,566.7 |
6,014.6 |
|
| S3 |
5,150.2 |
5,412.3 |
5,976.5 |
|
| S4 |
4,733.7 |
4,995.8 |
5,861.9 |
|
|
| Weekly Pivots for week ending 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,776.8 |
6,543.7 |
5,720.4 |
|
| R3 |
6,369.8 |
6,136.7 |
5,608.4 |
|
| R2 |
5,962.8 |
5,962.8 |
5,571.1 |
|
| R1 |
5,729.7 |
5,729.7 |
5,533.8 |
5,642.8 |
| PP |
5,555.8 |
5,555.8 |
5,555.8 |
5,512.4 |
| S1 |
5,322.7 |
5,322.7 |
5,459.2 |
5,235.8 |
| S2 |
5,148.8 |
5,148.8 |
5,421.9 |
|
| S3 |
4,741.8 |
4,915.7 |
5,384.6 |
|
| S4 |
4,334.8 |
4,508.7 |
5,272.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,137.5 |
5,382.0 |
755.5 |
12.4% |
207.6 |
3.4% |
94% |
True |
False |
1,260 |
| 10 |
6,137.5 |
5,382.0 |
755.5 |
12.4% |
178.0 |
2.9% |
94% |
True |
False |
962 |
| 20 |
6,202.0 |
5,382.0 |
820.0 |
13.5% |
204.5 |
3.4% |
86% |
False |
False |
771 |
| 40 |
6,456.0 |
5,382.0 |
1,074.0 |
17.6% |
194.0 |
3.2% |
66% |
False |
False |
657 |
| 60 |
6,456.0 |
4,988.0 |
1,468.0 |
24.1% |
200.0 |
3.3% |
75% |
False |
False |
1,806 |
| 80 |
6,456.0 |
4,988.0 |
1,468.0 |
24.1% |
195.4 |
3.2% |
75% |
False |
False |
1,400 |
| 100 |
7,454.0 |
4,988.0 |
2,466.0 |
40.5% |
195.8 |
3.2% |
45% |
False |
False |
1,143 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,907.6 |
|
2.618 |
7,227.9 |
|
1.618 |
6,811.4 |
|
1.000 |
6,554.0 |
|
0.618 |
6,394.9 |
|
HIGH |
6,137.5 |
|
0.618 |
5,978.4 |
|
0.500 |
5,929.3 |
|
0.382 |
5,880.1 |
|
LOW |
5,721.0 |
|
0.618 |
5,463.6 |
|
1.000 |
5,304.5 |
|
1.618 |
5,047.1 |
|
2.618 |
4,630.6 |
|
4.250 |
3,950.9 |
|
|
| Fisher Pivots for day following 30-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
6,037.1 |
6,014.4 |
| PP |
5,983.2 |
5,937.8 |
| S1 |
5,929.3 |
5,861.3 |
|