| Trading Metrics calculated at close of trading on 14-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2011 |
14-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
2,273.0 |
2,336.0 |
63.0 |
2.8% |
2,287.0 |
| High |
2,329.0 |
2,346.0 |
17.0 |
0.7% |
2,349.0 |
| Low |
2,251.0 |
2,265.0 |
14.0 |
0.6% |
2,189.0 |
| Close |
2,325.0 |
2,274.0 |
-51.0 |
-2.2% |
2,325.0 |
| Range |
78.0 |
81.0 |
3.0 |
3.8% |
160.0 |
| ATR |
90.2 |
89.6 |
-0.7 |
-0.7% |
0.0 |
| Volume |
955,049 |
1,141,741 |
186,692 |
19.5% |
6,901,398 |
|
| Daily Pivots for day following 14-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,538.0 |
2,487.0 |
2,318.6 |
|
| R3 |
2,457.0 |
2,406.0 |
2,296.3 |
|
| R2 |
2,376.0 |
2,376.0 |
2,288.9 |
|
| R1 |
2,325.0 |
2,325.0 |
2,281.4 |
2,310.0 |
| PP |
2,295.0 |
2,295.0 |
2,295.0 |
2,287.5 |
| S1 |
2,244.0 |
2,244.0 |
2,266.6 |
2,229.0 |
| S2 |
2,214.0 |
2,214.0 |
2,259.2 |
|
| S3 |
2,133.0 |
2,163.0 |
2,251.7 |
|
| S4 |
2,052.0 |
2,082.0 |
2,229.5 |
|
|
| 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 |
7.0% |
95.2 |
4.2% |
53% |
False |
False |
1,370,683 |
| 10 |
2,368.0 |
2,189.0 |
179.0 |
7.9% |
97.8 |
4.3% |
47% |
False |
False |
1,494,421 |
| 20 |
2,509.0 |
2,189.0 |
320.0 |
14.1% |
83.4 |
3.7% |
27% |
False |
False |
1,450,989 |
| 40 |
2,509.0 |
1,924.0 |
585.0 |
25.7% |
80.9 |
3.6% |
60% |
False |
False |
1,519,733 |
| 60 |
2,509.0 |
1,924.0 |
585.0 |
25.7% |
78.7 |
3.5% |
60% |
False |
False |
1,196,985 |
| 80 |
2,760.0 |
1,924.0 |
836.0 |
36.8% |
85.8 |
3.8% |
42% |
False |
False |
901,801 |
| 100 |
2,887.0 |
1,924.0 |
963.0 |
42.3% |
78.3 |
3.4% |
36% |
False |
False |
722,875 |
| 120 |
2,887.0 |
1,924.0 |
963.0 |
42.3% |
72.8 |
3.2% |
36% |
False |
False |
603,737 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,690.3 |
|
2.618 |
2,558.1 |
|
1.618 |
2,477.1 |
|
1.000 |
2,427.0 |
|
0.618 |
2,396.1 |
|
HIGH |
2,346.0 |
|
0.618 |
2,315.1 |
|
0.500 |
2,305.5 |
|
0.382 |
2,295.9 |
|
LOW |
2,265.0 |
|
0.618 |
2,214.9 |
|
1.000 |
2,184.0 |
|
1.618 |
2,133.9 |
|
2.618 |
2,052.9 |
|
4.250 |
1,920.8 |
|
|
| Fisher Pivots for day following 14-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,305.5 |
2,271.8 |
| PP |
2,295.0 |
2,269.7 |
| S1 |
2,284.5 |
2,267.5 |
|