| Trading Metrics calculated at close of trading on 22-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2011 |
22-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
2,211.0 |
2,179.0 |
-32.0 |
-1.4% |
2,336.0 |
| High |
2,227.0 |
2,190.0 |
-37.0 |
-1.7% |
2,346.0 |
| Low |
2,152.0 |
2,133.0 |
-19.0 |
-0.9% |
2,202.0 |
| Close |
2,166.0 |
2,142.0 |
-24.0 |
-1.1% |
2,226.0 |
| Range |
75.0 |
57.0 |
-18.0 |
-24.0% |
144.0 |
| ATR |
82.4 |
80.6 |
-1.8 |
-2.2% |
0.0 |
| Volume |
1,180,304 |
1,263,582 |
83,278 |
7.1% |
6,669,585 |
|
| Daily Pivots for day following 22-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,326.0 |
2,291.0 |
2,173.4 |
|
| R3 |
2,269.0 |
2,234.0 |
2,157.7 |
|
| R2 |
2,212.0 |
2,212.0 |
2,152.5 |
|
| R1 |
2,177.0 |
2,177.0 |
2,147.2 |
2,166.0 |
| PP |
2,155.0 |
2,155.0 |
2,155.0 |
2,149.5 |
| S1 |
2,120.0 |
2,120.0 |
2,136.8 |
2,109.0 |
| S2 |
2,098.0 |
2,098.0 |
2,131.6 |
|
| S3 |
2,041.0 |
2,063.0 |
2,126.3 |
|
| S4 |
1,984.0 |
2,006.0 |
2,110.7 |
|
|
| 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 |
2,133.0 |
166.0 |
7.7% |
66.2 |
3.1% |
5% |
False |
True |
1,315,028 |
| 10 |
2,346.0 |
2,133.0 |
213.0 |
9.9% |
78.8 |
3.7% |
4% |
False |
True |
1,359,162 |
| 20 |
2,509.0 |
2,133.0 |
376.0 |
17.6% |
84.7 |
4.0% |
2% |
False |
True |
1,445,293 |
| 40 |
2,509.0 |
2,045.0 |
464.0 |
21.7% |
76.5 |
3.6% |
21% |
False |
False |
1,455,975 |
| 60 |
2,509.0 |
1,924.0 |
585.0 |
27.3% |
77.7 |
3.6% |
37% |
False |
False |
1,329,454 |
| 80 |
2,584.0 |
1,924.0 |
660.0 |
30.8% |
86.3 |
4.0% |
33% |
False |
False |
1,001,418 |
| 100 |
2,872.0 |
1,924.0 |
948.0 |
44.3% |
79.5 |
3.7% |
23% |
False |
False |
801,446 |
| 120 |
2,887.0 |
1,924.0 |
963.0 |
45.0% |
74.0 |
3.5% |
23% |
False |
False |
669,867 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,432.3 |
|
2.618 |
2,339.2 |
|
1.618 |
2,282.2 |
|
1.000 |
2,247.0 |
|
0.618 |
2,225.2 |
|
HIGH |
2,190.0 |
|
0.618 |
2,168.2 |
|
0.500 |
2,161.5 |
|
0.382 |
2,154.8 |
|
LOW |
2,133.0 |
|
0.618 |
2,097.8 |
|
1.000 |
2,076.0 |
|
1.618 |
2,040.8 |
|
2.618 |
1,983.8 |
|
4.250 |
1,890.8 |
|
|
| Fisher Pivots for day following 22-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,161.5 |
2,199.0 |
| PP |
2,155.0 |
2,180.0 |
| S1 |
2,148.5 |
2,161.0 |
|