| Trading Metrics calculated at close of trading on 21-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2011 |
21-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
2,207.0 |
2,211.0 |
4.0 |
0.2% |
2,336.0 |
| High |
2,265.0 |
2,227.0 |
-38.0 |
-1.7% |
2,346.0 |
| Low |
2,207.0 |
2,152.0 |
-55.0 |
-2.5% |
2,202.0 |
| Close |
2,226.0 |
2,166.0 |
-60.0 |
-2.7% |
2,226.0 |
| Range |
58.0 |
75.0 |
17.0 |
29.3% |
144.0 |
| ATR |
83.0 |
82.4 |
-0.6 |
-0.7% |
0.0 |
| Volume |
1,323,678 |
1,180,304 |
-143,374 |
-10.8% |
6,669,585 |
|
| Daily Pivots for day following 21-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,406.7 |
2,361.3 |
2,207.3 |
|
| R3 |
2,331.7 |
2,286.3 |
2,186.6 |
|
| R2 |
2,256.7 |
2,256.7 |
2,179.8 |
|
| R1 |
2,211.3 |
2,211.3 |
2,172.9 |
2,196.5 |
| PP |
2,181.7 |
2,181.7 |
2,181.7 |
2,174.3 |
| S1 |
2,136.3 |
2,136.3 |
2,159.1 |
2,121.5 |
| S2 |
2,106.7 |
2,106.7 |
2,152.3 |
|
| S3 |
2,031.7 |
2,061.3 |
2,145.4 |
|
| S4 |
1,956.7 |
1,986.3 |
2,124.8 |
|
|
| 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 |
2,299.0 |
2,152.0 |
147.0 |
6.8% |
66.2 |
3.1% |
10% |
False |
True |
1,341,629 |
| 10 |
2,349.0 |
2,152.0 |
197.0 |
9.1% |
80.7 |
3.7% |
7% |
False |
True |
1,356,156 |
| 20 |
2,509.0 |
2,152.0 |
357.0 |
16.5% |
84.6 |
3.9% |
4% |
False |
True |
1,445,768 |
| 40 |
2,509.0 |
2,045.0 |
464.0 |
21.4% |
77.0 |
3.6% |
26% |
False |
False |
1,469,845 |
| 60 |
2,509.0 |
1,924.0 |
585.0 |
27.0% |
77.6 |
3.6% |
41% |
False |
False |
1,308,426 |
| 80 |
2,705.0 |
1,924.0 |
781.0 |
36.1% |
87.2 |
4.0% |
31% |
False |
False |
985,627 |
| 100 |
2,874.0 |
1,924.0 |
950.0 |
43.9% |
79.1 |
3.7% |
25% |
False |
False |
788,812 |
| 120 |
2,887.0 |
1,924.0 |
963.0 |
44.5% |
73.9 |
3.4% |
25% |
False |
False |
659,376 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,545.8 |
|
2.618 |
2,423.4 |
|
1.618 |
2,348.4 |
|
1.000 |
2,302.0 |
|
0.618 |
2,273.4 |
|
HIGH |
2,227.0 |
|
0.618 |
2,198.4 |
|
0.500 |
2,189.5 |
|
0.382 |
2,180.7 |
|
LOW |
2,152.0 |
|
0.618 |
2,105.7 |
|
1.000 |
2,077.0 |
|
1.618 |
2,030.7 |
|
2.618 |
1,955.7 |
|
4.250 |
1,833.3 |
|
|
| Fisher Pivots for day following 21-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,189.5 |
2,211.5 |
| PP |
2,181.7 |
2,196.3 |
| S1 |
2,173.8 |
2,181.2 |
|