| Trading Metrics calculated at close of trading on 23-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2011 |
23-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
2,179.0 |
2,117.0 |
-62.0 |
-2.8% |
2,336.0 |
| High |
2,190.0 |
2,147.0 |
-43.0 |
-2.0% |
2,346.0 |
| Low |
2,133.0 |
2,086.0 |
-47.0 |
-2.2% |
2,202.0 |
| Close |
2,142.0 |
2,086.0 |
-56.0 |
-2.6% |
2,226.0 |
| Range |
57.0 |
61.0 |
4.0 |
7.0% |
144.0 |
| ATR |
80.6 |
79.2 |
-1.4 |
-1.7% |
0.0 |
| Volume |
1,263,582 |
1,277,720 |
14,138 |
1.1% |
6,669,585 |
|
| Daily Pivots for day following 23-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,289.3 |
2,248.7 |
2,119.6 |
|
| R3 |
2,228.3 |
2,187.7 |
2,102.8 |
|
| R2 |
2,167.3 |
2,167.3 |
2,097.2 |
|
| R1 |
2,126.7 |
2,126.7 |
2,091.6 |
2,116.5 |
| PP |
2,106.3 |
2,106.3 |
2,106.3 |
2,101.3 |
| S1 |
2,065.7 |
2,065.7 |
2,080.4 |
2,055.5 |
| S2 |
2,045.3 |
2,045.3 |
2,074.8 |
|
| S3 |
1,984.3 |
2,004.7 |
2,069.2 |
|
| S4 |
1,923.3 |
1,943.7 |
2,052.5 |
|
|
| 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 |
2,271.0 |
2,086.0 |
185.0 |
8.9% |
64.0 |
3.1% |
0% |
False |
True |
1,303,511 |
| 10 |
2,346.0 |
2,086.0 |
260.0 |
12.5% |
71.0 |
3.4% |
0% |
False |
True |
1,302,033 |
| 20 |
2,509.0 |
2,086.0 |
423.0 |
20.3% |
84.5 |
4.0% |
0% |
False |
True |
1,450,112 |
| 40 |
2,509.0 |
2,045.0 |
464.0 |
22.2% |
76.0 |
3.6% |
9% |
False |
False |
1,450,254 |
| 60 |
2,509.0 |
1,924.0 |
585.0 |
28.0% |
78.0 |
3.7% |
28% |
False |
False |
1,350,610 |
| 80 |
2,543.0 |
1,924.0 |
619.0 |
29.7% |
86.1 |
4.1% |
26% |
False |
False |
1,017,310 |
| 100 |
2,872.0 |
1,924.0 |
948.0 |
45.4% |
79.9 |
3.8% |
17% |
False |
False |
814,223 |
| 120 |
2,887.0 |
1,924.0 |
963.0 |
46.2% |
74.3 |
3.6% |
17% |
False |
False |
680,491 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,406.3 |
|
2.618 |
2,306.7 |
|
1.618 |
2,245.7 |
|
1.000 |
2,208.0 |
|
0.618 |
2,184.7 |
|
HIGH |
2,147.0 |
|
0.618 |
2,123.7 |
|
0.500 |
2,116.5 |
|
0.382 |
2,109.3 |
|
LOW |
2,086.0 |
|
0.618 |
2,048.3 |
|
1.000 |
2,025.0 |
|
1.618 |
1,987.3 |
|
2.618 |
1,926.3 |
|
4.250 |
1,826.8 |
|
|
| Fisher Pivots for day following 23-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,116.5 |
2,156.5 |
| PP |
2,106.3 |
2,133.0 |
| S1 |
2,096.2 |
2,109.5 |
|