| Trading Metrics calculated at close of trading on 09-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2011 |
09-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
2,282.0 |
2,341.0 |
59.0 |
2.6% |
2,438.0 |
| High |
2,349.0 |
2,346.0 |
-3.0 |
-0.1% |
2,439.0 |
| Low |
2,273.0 |
2,207.0 |
-66.0 |
-2.9% |
2,213.0 |
| Close |
2,305.0 |
2,217.0 |
-88.0 |
-3.8% |
2,288.0 |
| Range |
76.0 |
139.0 |
63.0 |
82.9% |
226.0 |
| ATR |
86.6 |
90.4 |
3.7 |
4.3% |
0.0 |
| Volume |
1,233,520 |
1,849,015 |
615,495 |
49.9% |
8,173,758 |
|
| Daily Pivots for day following 09-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,673.7 |
2,584.3 |
2,293.5 |
|
| R3 |
2,534.7 |
2,445.3 |
2,255.2 |
|
| R2 |
2,395.7 |
2,395.7 |
2,242.5 |
|
| R1 |
2,306.3 |
2,306.3 |
2,229.7 |
2,281.5 |
| PP |
2,256.7 |
2,256.7 |
2,256.7 |
2,244.3 |
| S1 |
2,167.3 |
2,167.3 |
2,204.3 |
2,142.5 |
| S2 |
2,117.7 |
2,117.7 |
2,191.5 |
|
| S3 |
1,978.7 |
2,028.3 |
2,178.8 |
|
| S4 |
1,839.7 |
1,889.3 |
2,140.6 |
|
|
| Weekly Pivots for week ending 04-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,991.3 |
2,865.7 |
2,412.3 |
|
| R3 |
2,765.3 |
2,639.7 |
2,350.2 |
|
| R2 |
2,539.3 |
2,539.3 |
2,329.4 |
|
| R1 |
2,413.7 |
2,413.7 |
2,308.7 |
2,363.5 |
| PP |
2,313.3 |
2,313.3 |
2,313.3 |
2,288.3 |
| S1 |
2,187.7 |
2,187.7 |
2,267.3 |
2,137.5 |
| S2 |
2,087.3 |
2,087.3 |
2,246.6 |
|
| S3 |
1,861.3 |
1,961.7 |
2,225.9 |
|
| S4 |
1,635.3 |
1,735.7 |
2,163.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,368.0 |
2,207.0 |
161.0 |
7.3% |
109.0 |
4.9% |
6% |
False |
True |
1,566,181 |
| 10 |
2,509.0 |
2,207.0 |
302.0 |
13.6% |
97.9 |
4.4% |
3% |
False |
True |
1,598,192 |
| 20 |
2,509.0 |
2,207.0 |
302.0 |
13.6% |
81.7 |
3.7% |
3% |
False |
True |
1,478,966 |
| 40 |
2,509.0 |
1,924.0 |
585.0 |
26.4% |
79.4 |
3.6% |
50% |
False |
False |
1,553,464 |
| 60 |
2,509.0 |
1,924.0 |
585.0 |
26.4% |
79.1 |
3.6% |
50% |
False |
False |
1,136,104 |
| 80 |
2,790.0 |
1,924.0 |
866.0 |
39.1% |
84.6 |
3.8% |
34% |
False |
False |
854,748 |
| 100 |
2,887.0 |
1,924.0 |
963.0 |
43.4% |
77.1 |
3.5% |
30% |
False |
False |
685,201 |
| 120 |
2,887.0 |
1,924.0 |
963.0 |
43.4% |
71.6 |
3.2% |
30% |
False |
False |
572,341 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,936.8 |
|
2.618 |
2,709.9 |
|
1.618 |
2,570.9 |
|
1.000 |
2,485.0 |
|
0.618 |
2,431.9 |
|
HIGH |
2,346.0 |
|
0.618 |
2,292.9 |
|
0.500 |
2,276.5 |
|
0.382 |
2,260.1 |
|
LOW |
2,207.0 |
|
0.618 |
2,121.1 |
|
1.000 |
2,068.0 |
|
1.618 |
1,982.1 |
|
2.618 |
1,843.1 |
|
4.250 |
1,616.3 |
|
|
| Fisher Pivots for day following 09-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,276.5 |
2,278.0 |
| PP |
2,256.7 |
2,257.7 |
| S1 |
2,236.8 |
2,237.3 |
|