| Trading Metrics calculated at close of trading on 25-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2011 |
25-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
2,117.0 |
2,087.0 |
-30.0 |
-1.4% |
2,211.0 |
| High |
2,147.0 |
2,121.0 |
-26.0 |
-1.2% |
2,227.0 |
| Low |
2,086.0 |
2,064.0 |
-22.0 |
-1.1% |
2,064.0 |
| Close |
2,086.0 |
2,093.0 |
7.0 |
0.3% |
2,093.0 |
| Range |
61.0 |
57.0 |
-4.0 |
-6.6% |
163.0 |
| ATR |
79.2 |
77.6 |
-1.6 |
-2.0% |
0.0 |
| Volume |
1,277,720 |
1,115,982 |
-161,738 |
-12.7% |
4,837,588 |
|
| Daily Pivots for day following 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,263.7 |
2,235.3 |
2,124.4 |
|
| R3 |
2,206.7 |
2,178.3 |
2,108.7 |
|
| R2 |
2,149.7 |
2,149.7 |
2,103.5 |
|
| R1 |
2,121.3 |
2,121.3 |
2,098.2 |
2,135.5 |
| PP |
2,092.7 |
2,092.7 |
2,092.7 |
2,099.8 |
| S1 |
2,064.3 |
2,064.3 |
2,087.8 |
2,078.5 |
| S2 |
2,035.7 |
2,035.7 |
2,082.6 |
|
| S3 |
1,978.7 |
2,007.3 |
2,077.3 |
|
| S4 |
1,921.7 |
1,950.3 |
2,061.7 |
|
|
| Weekly Pivots for week ending 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,617.0 |
2,518.0 |
2,182.7 |
|
| R3 |
2,454.0 |
2,355.0 |
2,137.8 |
|
| R2 |
2,291.0 |
2,291.0 |
2,122.9 |
|
| R1 |
2,192.0 |
2,192.0 |
2,107.9 |
2,160.0 |
| PP |
2,128.0 |
2,128.0 |
2,128.0 |
2,112.0 |
| S1 |
2,029.0 |
2,029.0 |
2,078.1 |
1,997.0 |
| S2 |
1,965.0 |
1,965.0 |
2,063.1 |
|
| S3 |
1,802.0 |
1,866.0 |
2,048.2 |
|
| S4 |
1,639.0 |
1,703.0 |
2,003.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,265.0 |
2,064.0 |
201.0 |
9.6% |
61.6 |
2.9% |
14% |
False |
True |
1,232,253 |
| 10 |
2,346.0 |
2,064.0 |
282.0 |
13.5% |
66.5 |
3.2% |
10% |
False |
True |
1,246,222 |
| 20 |
2,502.0 |
2,064.0 |
438.0 |
20.9% |
81.3 |
3.9% |
7% |
False |
True |
1,395,851 |
| 40 |
2,509.0 |
2,045.0 |
464.0 |
22.2% |
75.6 |
3.6% |
10% |
False |
False |
1,442,338 |
| 60 |
2,509.0 |
1,924.0 |
585.0 |
28.0% |
77.7 |
3.7% |
29% |
False |
False |
1,368,587 |
| 80 |
2,533.0 |
1,924.0 |
609.0 |
29.1% |
85.9 |
4.1% |
28% |
False |
False |
1,031,163 |
| 100 |
2,872.0 |
1,924.0 |
948.0 |
45.3% |
80.0 |
3.8% |
18% |
False |
False |
825,381 |
| 120 |
2,887.0 |
1,924.0 |
963.0 |
46.0% |
74.5 |
3.6% |
18% |
False |
False |
689,746 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,363.3 |
|
2.618 |
2,270.2 |
|
1.618 |
2,213.2 |
|
1.000 |
2,178.0 |
|
0.618 |
2,156.2 |
|
HIGH |
2,121.0 |
|
0.618 |
2,099.2 |
|
0.500 |
2,092.5 |
|
0.382 |
2,085.8 |
|
LOW |
2,064.0 |
|
0.618 |
2,028.8 |
|
1.000 |
2,007.0 |
|
1.618 |
1,971.8 |
|
2.618 |
1,914.8 |
|
4.250 |
1,821.8 |
|
|
| Fisher Pivots for day following 25-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,092.8 |
2,127.0 |
| PP |
2,092.7 |
2,115.7 |
| S1 |
2,092.5 |
2,104.3 |
|