| Trading Metrics calculated at close of trading on 10-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2011 |
10-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
2,341.0 |
2,196.0 |
-145.0 |
-6.2% |
2,438.0 |
| High |
2,346.0 |
2,291.0 |
-55.0 |
-2.3% |
2,439.0 |
| Low |
2,207.0 |
2,189.0 |
-18.0 |
-0.8% |
2,213.0 |
| Close |
2,217.0 |
2,260.0 |
43.0 |
1.9% |
2,288.0 |
| Range |
139.0 |
102.0 |
-37.0 |
-26.6% |
226.0 |
| ATR |
90.4 |
91.2 |
0.8 |
0.9% |
0.0 |
| Volume |
1,849,015 |
1,674,090 |
-174,925 |
-9.5% |
8,173,758 |
|
| Daily Pivots for day following 10-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,552.7 |
2,508.3 |
2,316.1 |
|
| R3 |
2,450.7 |
2,406.3 |
2,288.1 |
|
| R2 |
2,348.7 |
2,348.7 |
2,278.7 |
|
| R1 |
2,304.3 |
2,304.3 |
2,269.4 |
2,326.5 |
| PP |
2,246.7 |
2,246.7 |
2,246.7 |
2,257.8 |
| S1 |
2,202.3 |
2,202.3 |
2,250.7 |
2,224.5 |
| S2 |
2,144.7 |
2,144.7 |
2,241.3 |
|
| S3 |
2,042.7 |
2,100.3 |
2,232.0 |
|
| S4 |
1,940.7 |
1,998.3 |
2,203.9 |
|
|
| 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 |
2,189.0 |
179.0 |
7.9% |
98.6 |
4.4% |
40% |
False |
True |
1,491,954 |
| 10 |
2,502.0 |
2,189.0 |
313.0 |
13.8% |
96.1 |
4.3% |
23% |
False |
True |
1,545,480 |
| 20 |
2,509.0 |
2,189.0 |
320.0 |
14.2% |
83.5 |
3.7% |
22% |
False |
True |
1,486,668 |
| 40 |
2,509.0 |
1,924.0 |
585.0 |
25.9% |
79.5 |
3.5% |
57% |
False |
False |
1,544,668 |
| 60 |
2,509.0 |
1,924.0 |
585.0 |
25.9% |
79.5 |
3.5% |
57% |
False |
False |
1,163,999 |
| 80 |
2,790.0 |
1,924.0 |
866.0 |
38.3% |
85.4 |
3.8% |
39% |
False |
False |
875,612 |
| 100 |
2,887.0 |
1,924.0 |
963.0 |
42.6% |
77.9 |
3.4% |
35% |
False |
False |
701,941 |
| 120 |
2,887.0 |
1,924.0 |
963.0 |
42.6% |
72.0 |
3.2% |
35% |
False |
False |
586,283 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,724.5 |
|
2.618 |
2,558.0 |
|
1.618 |
2,456.0 |
|
1.000 |
2,393.0 |
|
0.618 |
2,354.0 |
|
HIGH |
2,291.0 |
|
0.618 |
2,252.0 |
|
0.500 |
2,240.0 |
|
0.382 |
2,228.0 |
|
LOW |
2,189.0 |
|
0.618 |
2,126.0 |
|
1.000 |
2,087.0 |
|
1.618 |
2,024.0 |
|
2.618 |
1,922.0 |
|
4.250 |
1,755.5 |
|
|
| Fisher Pivots for day following 10-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,253.3 |
2,269.0 |
| PP |
2,246.7 |
2,266.0 |
| S1 |
2,240.0 |
2,263.0 |
|