| Trading Metrics calculated at close of trading on 18-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2011 |
18-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
2,249.0 |
2,207.0 |
-42.0 |
-1.9% |
2,336.0 |
| High |
2,271.0 |
2,265.0 |
-6.0 |
-0.3% |
2,346.0 |
| Low |
2,202.0 |
2,207.0 |
5.0 |
0.2% |
2,202.0 |
| Close |
2,221.0 |
2,226.0 |
5.0 |
0.2% |
2,226.0 |
| Range |
69.0 |
58.0 |
-11.0 |
-15.9% |
144.0 |
| ATR |
84.9 |
83.0 |
-1.9 |
-2.3% |
0.0 |
| Volume |
1,472,273 |
1,323,678 |
-148,595 |
-10.1% |
6,669,585 |
|
| Daily Pivots for day following 18-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,406.7 |
2,374.3 |
2,257.9 |
|
| R3 |
2,348.7 |
2,316.3 |
2,242.0 |
|
| R2 |
2,290.7 |
2,290.7 |
2,236.6 |
|
| R1 |
2,258.3 |
2,258.3 |
2,231.3 |
2,274.5 |
| PP |
2,232.7 |
2,232.7 |
2,232.7 |
2,240.8 |
| S1 |
2,200.3 |
2,200.3 |
2,220.7 |
2,216.5 |
| S2 |
2,174.7 |
2,174.7 |
2,215.4 |
|
| S3 |
2,116.7 |
2,142.3 |
2,210.1 |
|
| S4 |
2,058.7 |
2,084.3 |
2,194.1 |
|
|
| Weekly Pivots for week ending 18-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,690.0 |
2,602.0 |
2,305.2 |
|
| R3 |
2,546.0 |
2,458.0 |
2,265.6 |
|
| R2 |
2,402.0 |
2,402.0 |
2,252.4 |
|
| R1 |
2,314.0 |
2,314.0 |
2,239.2 |
2,286.0 |
| PP |
2,258.0 |
2,258.0 |
2,258.0 |
2,244.0 |
| S1 |
2,170.0 |
2,170.0 |
2,212.8 |
2,142.0 |
| S2 |
2,114.0 |
2,114.0 |
2,199.6 |
|
| S3 |
1,970.0 |
2,026.0 |
2,186.4 |
|
| S4 |
1,826.0 |
1,882.0 |
2,146.8 |
|
|
| 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 |
2,202.0 |
144.0 |
6.5% |
67.4 |
3.0% |
17% |
False |
False |
1,333,917 |
| 10 |
2,349.0 |
2,189.0 |
160.0 |
7.2% |
81.0 |
3.6% |
23% |
False |
False |
1,357,098 |
| 20 |
2,509.0 |
2,189.0 |
320.0 |
14.4% |
83.5 |
3.7% |
12% |
False |
False |
1,437,165 |
| 40 |
2,509.0 |
1,965.0 |
544.0 |
24.4% |
78.7 |
3.5% |
48% |
False |
False |
1,491,026 |
| 60 |
2,509.0 |
1,924.0 |
585.0 |
26.3% |
77.7 |
3.5% |
52% |
False |
False |
1,288,803 |
| 80 |
2,705.0 |
1,924.0 |
781.0 |
35.1% |
86.9 |
3.9% |
39% |
False |
False |
970,877 |
| 100 |
2,887.0 |
1,924.0 |
963.0 |
43.3% |
78.9 |
3.5% |
31% |
False |
False |
777,016 |
| 120 |
2,887.0 |
1,924.0 |
963.0 |
43.3% |
73.7 |
3.3% |
31% |
False |
False |
649,556 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,511.5 |
|
2.618 |
2,416.8 |
|
1.618 |
2,358.8 |
|
1.000 |
2,323.0 |
|
0.618 |
2,300.8 |
|
HIGH |
2,265.0 |
|
0.618 |
2,242.8 |
|
0.500 |
2,236.0 |
|
0.382 |
2,229.2 |
|
LOW |
2,207.0 |
|
0.618 |
2,171.2 |
|
1.000 |
2,149.0 |
|
1.618 |
2,113.2 |
|
2.618 |
2,055.2 |
|
4.250 |
1,960.5 |
|
|
| Fisher Pivots for day following 18-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,236.0 |
2,250.5 |
| PP |
2,232.7 |
2,242.3 |
| S1 |
2,229.3 |
2,234.2 |
|