| Trading Metrics calculated at close of trading on 15-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2011 |
15-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
2,336.0 |
2,267.0 |
-69.0 |
-3.0% |
2,287.0 |
| High |
2,346.0 |
2,283.0 |
-63.0 |
-2.7% |
2,349.0 |
| Low |
2,265.0 |
2,226.0 |
-39.0 |
-1.7% |
2,189.0 |
| Close |
2,274.0 |
2,265.0 |
-9.0 |
-0.4% |
2,325.0 |
| Range |
81.0 |
57.0 |
-24.0 |
-29.6% |
160.0 |
| ATR |
89.6 |
87.3 |
-2.3 |
-2.6% |
0.0 |
| Volume |
1,141,741 |
1,396,589 |
254,848 |
22.3% |
6,901,398 |
|
| Daily Pivots for day following 15-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,429.0 |
2,404.0 |
2,296.4 |
|
| R3 |
2,372.0 |
2,347.0 |
2,280.7 |
|
| R2 |
2,315.0 |
2,315.0 |
2,275.5 |
|
| R1 |
2,290.0 |
2,290.0 |
2,270.2 |
2,274.0 |
| PP |
2,258.0 |
2,258.0 |
2,258.0 |
2,250.0 |
| S1 |
2,233.0 |
2,233.0 |
2,259.8 |
2,217.0 |
| S2 |
2,201.0 |
2,201.0 |
2,254.6 |
|
| S3 |
2,144.0 |
2,176.0 |
2,249.3 |
|
| S4 |
2,087.0 |
2,119.0 |
2,233.7 |
|
|
| 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 |
2,346.0 |
2,189.0 |
157.0 |
6.9% |
91.4 |
4.0% |
48% |
False |
False |
1,403,296 |
| 10 |
2,368.0 |
2,189.0 |
179.0 |
7.9% |
93.6 |
4.1% |
42% |
False |
False |
1,424,695 |
| 20 |
2,509.0 |
2,189.0 |
320.0 |
14.1% |
82.1 |
3.6% |
24% |
False |
False |
1,446,733 |
| 40 |
2,509.0 |
1,924.0 |
585.0 |
25.8% |
80.6 |
3.6% |
58% |
False |
False |
1,521,490 |
| 60 |
2,509.0 |
1,924.0 |
585.0 |
25.8% |
78.0 |
3.4% |
58% |
False |
False |
1,220,250 |
| 80 |
2,755.0 |
1,924.0 |
831.0 |
36.7% |
86.2 |
3.8% |
41% |
False |
False |
919,255 |
| 100 |
2,887.0 |
1,924.0 |
963.0 |
42.5% |
78.5 |
3.5% |
35% |
False |
False |
736,771 |
| 120 |
2,887.0 |
1,924.0 |
963.0 |
42.5% |
73.2 |
3.2% |
35% |
False |
False |
615,374 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,525.3 |
|
2.618 |
2,432.2 |
|
1.618 |
2,375.2 |
|
1.000 |
2,340.0 |
|
0.618 |
2,318.2 |
|
HIGH |
2,283.0 |
|
0.618 |
2,261.2 |
|
0.500 |
2,254.5 |
|
0.382 |
2,247.8 |
|
LOW |
2,226.0 |
|
0.618 |
2,190.8 |
|
1.000 |
2,169.0 |
|
1.618 |
2,133.8 |
|
2.618 |
2,076.8 |
|
4.250 |
1,983.8 |
|
|
| Fisher Pivots for day following 15-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,261.5 |
2,286.0 |
| PP |
2,258.0 |
2,279.0 |
| S1 |
2,254.5 |
2,272.0 |
|