| Trading Metrics calculated at close of trading on 16-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2011 |
16-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
2,267.0 |
2,230.0 |
-37.0 |
-1.6% |
2,287.0 |
| High |
2,283.0 |
2,299.0 |
16.0 |
0.7% |
2,349.0 |
| Low |
2,226.0 |
2,227.0 |
1.0 |
0.0% |
2,189.0 |
| Close |
2,265.0 |
2,240.0 |
-25.0 |
-1.1% |
2,325.0 |
| Range |
57.0 |
72.0 |
15.0 |
26.3% |
160.0 |
| ATR |
87.3 |
86.2 |
-1.1 |
-1.2% |
0.0 |
| Volume |
1,396,589 |
1,335,304 |
-61,285 |
-4.4% |
6,901,398 |
|
| Daily Pivots for day following 16-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,471.3 |
2,427.7 |
2,279.6 |
|
| R3 |
2,399.3 |
2,355.7 |
2,259.8 |
|
| R2 |
2,327.3 |
2,327.3 |
2,253.2 |
|
| R1 |
2,283.7 |
2,283.7 |
2,246.6 |
2,305.5 |
| PP |
2,255.3 |
2,255.3 |
2,255.3 |
2,266.3 |
| S1 |
2,211.7 |
2,211.7 |
2,233.4 |
2,233.5 |
| S2 |
2,183.3 |
2,183.3 |
2,226.8 |
|
| S3 |
2,111.3 |
2,139.7 |
2,220.2 |
|
| S4 |
2,039.3 |
2,067.7 |
2,200.4 |
|
|
| 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 |
7.0% |
78.0 |
3.5% |
32% |
False |
False |
1,300,554 |
| 10 |
2,368.0 |
2,189.0 |
179.0 |
8.0% |
93.5 |
4.2% |
28% |
False |
False |
1,433,368 |
| 20 |
2,509.0 |
2,189.0 |
320.0 |
14.3% |
83.4 |
3.7% |
16% |
False |
False |
1,455,839 |
| 40 |
2,509.0 |
1,924.0 |
585.0 |
26.1% |
80.2 |
3.6% |
54% |
False |
False |
1,522,075 |
| 60 |
2,509.0 |
1,924.0 |
585.0 |
26.1% |
78.1 |
3.5% |
54% |
False |
False |
1,242,387 |
| 80 |
2,723.0 |
1,924.0 |
799.0 |
35.7% |
86.7 |
3.9% |
40% |
False |
False |
935,942 |
| 100 |
2,887.0 |
1,924.0 |
963.0 |
43.0% |
78.7 |
3.5% |
33% |
False |
False |
750,119 |
| 120 |
2,887.0 |
1,924.0 |
963.0 |
43.0% |
73.5 |
3.3% |
33% |
False |
False |
626,491 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,605.0 |
|
2.618 |
2,487.5 |
|
1.618 |
2,415.5 |
|
1.000 |
2,371.0 |
|
0.618 |
2,343.5 |
|
HIGH |
2,299.0 |
|
0.618 |
2,271.5 |
|
0.500 |
2,263.0 |
|
0.382 |
2,254.5 |
|
LOW |
2,227.0 |
|
0.618 |
2,182.5 |
|
1.000 |
2,155.0 |
|
1.618 |
2,110.5 |
|
2.618 |
2,038.5 |
|
4.250 |
1,921.0 |
|
|
| Fisher Pivots for day following 16-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,263.0 |
2,286.0 |
| PP |
2,255.3 |
2,270.7 |
| S1 |
2,247.7 |
2,255.3 |
|