| Trading Metrics calculated at close of trading on 11-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2011 |
11-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
2,196.0 |
2,273.0 |
77.0 |
3.5% |
2,287.0 |
| High |
2,291.0 |
2,329.0 |
38.0 |
1.7% |
2,349.0 |
| Low |
2,189.0 |
2,251.0 |
62.0 |
2.8% |
2,189.0 |
| Close |
2,260.0 |
2,325.0 |
65.0 |
2.9% |
2,325.0 |
| Range |
102.0 |
78.0 |
-24.0 |
-23.5% |
160.0 |
| ATR |
91.2 |
90.2 |
-0.9 |
-1.0% |
0.0 |
| Volume |
1,674,090 |
955,049 |
-719,041 |
-43.0% |
6,901,398 |
|
| Daily Pivots for day following 11-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,535.7 |
2,508.3 |
2,367.9 |
|
| R3 |
2,457.7 |
2,430.3 |
2,346.5 |
|
| R2 |
2,379.7 |
2,379.7 |
2,339.3 |
|
| R1 |
2,352.3 |
2,352.3 |
2,332.2 |
2,366.0 |
| PP |
2,301.7 |
2,301.7 |
2,301.7 |
2,308.5 |
| S1 |
2,274.3 |
2,274.3 |
2,317.9 |
2,288.0 |
| S2 |
2,223.7 |
2,223.7 |
2,310.7 |
|
| S3 |
2,145.7 |
2,196.3 |
2,303.6 |
|
| S4 |
2,067.7 |
2,118.3 |
2,282.1 |
|
|
| Weekly Pivots for week ending 11-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,767.7 |
2,706.3 |
2,413.0 |
|
| R3 |
2,607.7 |
2,546.3 |
2,369.0 |
|
| R2 |
2,447.7 |
2,447.7 |
2,354.3 |
|
| R1 |
2,386.3 |
2,386.3 |
2,339.7 |
2,417.0 |
| PP |
2,287.7 |
2,287.7 |
2,287.7 |
2,303.0 |
| S1 |
2,226.3 |
2,226.3 |
2,310.3 |
2,257.0 |
| S2 |
2,127.7 |
2,127.7 |
2,295.7 |
|
| S3 |
1,967.7 |
2,066.3 |
2,281.0 |
|
| S4 |
1,807.7 |
1,906.3 |
2,237.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,349.0 |
2,189.0 |
160.0 |
6.9% |
94.6 |
4.1% |
85% |
False |
False |
1,380,279 |
| 10 |
2,439.0 |
2,189.0 |
250.0 |
10.8% |
97.9 |
4.2% |
54% |
False |
False |
1,507,515 |
| 20 |
2,509.0 |
2,189.0 |
320.0 |
13.8% |
84.4 |
3.6% |
43% |
False |
False |
1,469,904 |
| 40 |
2,509.0 |
1,924.0 |
585.0 |
25.2% |
80.0 |
3.4% |
69% |
False |
False |
1,524,305 |
| 60 |
2,509.0 |
1,924.0 |
585.0 |
25.2% |
78.7 |
3.4% |
69% |
False |
False |
1,179,711 |
| 80 |
2,790.0 |
1,924.0 |
866.0 |
37.2% |
85.2 |
3.7% |
46% |
False |
False |
887,533 |
| 100 |
2,887.0 |
1,924.0 |
963.0 |
41.4% |
78.2 |
3.4% |
42% |
False |
False |
711,473 |
| 120 |
2,887.0 |
1,924.0 |
963.0 |
41.4% |
72.4 |
3.1% |
42% |
False |
False |
594,238 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,660.5 |
|
2.618 |
2,533.2 |
|
1.618 |
2,455.2 |
|
1.000 |
2,407.0 |
|
0.618 |
2,377.2 |
|
HIGH |
2,329.0 |
|
0.618 |
2,299.2 |
|
0.500 |
2,290.0 |
|
0.382 |
2,280.8 |
|
LOW |
2,251.0 |
|
0.618 |
2,202.8 |
|
1.000 |
2,173.0 |
|
1.618 |
2,124.8 |
|
2.618 |
2,046.8 |
|
4.250 |
1,919.5 |
|
|
| Fisher Pivots for day following 11-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,313.3 |
2,305.8 |
| PP |
2,301.7 |
2,286.7 |
| S1 |
2,290.0 |
2,267.5 |
|