| Trading Metrics calculated at close of trading on 15-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2011 |
15-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
6,089.0 |
5,928.0 |
-161.0 |
-2.6% |
6,003.5 |
| High |
6,135.0 |
6,018.0 |
-117.0 |
-1.9% |
6,102.0 |
| Low |
5,924.5 |
5,817.5 |
-107.0 |
-1.8% |
5,666.0 |
| Close |
5,954.0 |
5,958.0 |
4.0 |
0.1% |
6,055.5 |
| Range |
210.5 |
200.5 |
-10.0 |
-4.8% |
436.0 |
| ATR |
236.2 |
233.6 |
-2.5 |
-1.1% |
0.0 |
| Volume |
164,901 |
202,088 |
37,187 |
22.6% |
909,277 |
|
| Daily Pivots for day following 15-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,532.7 |
6,445.8 |
6,068.3 |
|
| R3 |
6,332.2 |
6,245.3 |
6,013.1 |
|
| R2 |
6,131.7 |
6,131.7 |
5,994.8 |
|
| R1 |
6,044.8 |
6,044.8 |
5,976.4 |
6,088.3 |
| PP |
5,931.2 |
5,931.2 |
5,931.2 |
5,952.9 |
| S1 |
5,844.3 |
5,844.3 |
5,939.6 |
5,887.8 |
| S2 |
5,730.7 |
5,730.7 |
5,921.2 |
|
| S3 |
5,530.2 |
5,643.8 |
5,902.9 |
|
| S4 |
5,329.7 |
5,443.3 |
5,847.7 |
|
|
| Weekly Pivots for week ending 11-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,249.2 |
7,088.3 |
6,295.3 |
|
| R3 |
6,813.2 |
6,652.3 |
6,175.4 |
|
| R2 |
6,377.2 |
6,377.2 |
6,135.4 |
|
| R1 |
6,216.3 |
6,216.3 |
6,095.5 |
6,296.8 |
| PP |
5,941.2 |
5,941.2 |
5,941.2 |
5,981.4 |
| S1 |
5,780.3 |
5,780.3 |
6,015.5 |
5,860.8 |
| S2 |
5,505.2 |
5,505.2 |
5,975.6 |
|
| S3 |
5,069.2 |
5,344.3 |
5,935.6 |
|
| S4 |
4,633.2 |
4,908.3 |
5,815.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,135.0 |
5,666.0 |
469.0 |
7.9% |
253.3 |
4.3% |
62% |
False |
False |
192,196 |
| 10 |
6,202.0 |
5,666.0 |
536.0 |
9.0% |
247.2 |
4.1% |
54% |
False |
False |
187,651 |
| 20 |
6,442.0 |
5,666.0 |
776.0 |
13.0% |
221.1 |
3.7% |
38% |
False |
False |
185,499 |
| 40 |
6,442.0 |
4,980.0 |
1,462.0 |
24.5% |
217.1 |
3.6% |
67% |
False |
False |
188,663 |
| 60 |
6,442.0 |
4,971.0 |
1,471.0 |
24.7% |
211.1 |
3.5% |
67% |
False |
False |
144,015 |
| 80 |
7,425.0 |
4,971.0 |
2,454.0 |
41.2% |
231.0 |
3.9% |
40% |
False |
False |
108,254 |
| 100 |
7,575.5 |
4,971.0 |
2,604.5 |
43.7% |
204.7 |
3.4% |
38% |
False |
False |
86,675 |
| 120 |
7,575.5 |
4,971.0 |
2,604.5 |
43.7% |
187.2 |
3.1% |
38% |
False |
False |
72,713 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,870.1 |
|
2.618 |
6,542.9 |
|
1.618 |
6,342.4 |
|
1.000 |
6,218.5 |
|
0.618 |
6,141.9 |
|
HIGH |
6,018.0 |
|
0.618 |
5,941.4 |
|
0.500 |
5,917.8 |
|
0.382 |
5,894.1 |
|
LOW |
5,817.5 |
|
0.618 |
5,693.6 |
|
1.000 |
5,617.0 |
|
1.618 |
5,493.1 |
|
2.618 |
5,292.6 |
|
4.250 |
4,965.4 |
|
|
| Fisher Pivots for day following 15-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
5,944.6 |
5,976.3 |
| PP |
5,931.2 |
5,970.2 |
| S1 |
5,917.8 |
5,964.1 |
|