| 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 |
1,794.2 |
1,784.0 |
-10.2 |
-0.6% |
1,758.3 |
| High |
1,799.5 |
1,790.0 |
-9.5 |
-0.5% |
1,806.6 |
| Low |
1,776.8 |
1,763.5 |
-13.3 |
-0.7% |
1,739.1 |
| Close |
1,780.9 |
1,784.7 |
3.8 |
0.2% |
1,790.6 |
| Range |
22.7 |
26.5 |
3.8 |
16.7% |
67.5 |
| ATR |
39.0 |
38.1 |
-0.9 |
-2.3% |
0.0 |
| Volume |
13,773 |
7,670 |
-6,103 |
-44.3% |
95,331 |
|
| Daily Pivots for day following 15-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,858.9 |
1,848.3 |
1,799.3 |
|
| R3 |
1,832.4 |
1,821.8 |
1,792.0 |
|
| R2 |
1,805.9 |
1,805.9 |
1,789.6 |
|
| R1 |
1,795.3 |
1,795.3 |
1,787.1 |
1,800.6 |
| PP |
1,779.4 |
1,779.4 |
1,779.4 |
1,782.1 |
| S1 |
1,768.8 |
1,768.8 |
1,782.3 |
1,774.1 |
| S2 |
1,752.9 |
1,752.9 |
1,779.8 |
|
| S3 |
1,726.4 |
1,742.3 |
1,777.4 |
|
| S4 |
1,699.9 |
1,715.8 |
1,770.1 |
|
|
| Weekly Pivots for week ending 11-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,981.3 |
1,953.4 |
1,827.7 |
|
| R3 |
1,913.8 |
1,885.9 |
1,809.2 |
|
| R2 |
1,846.3 |
1,846.3 |
1,803.0 |
|
| R1 |
1,818.4 |
1,818.4 |
1,796.8 |
1,832.4 |
| PP |
1,778.8 |
1,778.8 |
1,778.8 |
1,785.7 |
| S1 |
1,750.9 |
1,750.9 |
1,784.4 |
1,764.9 |
| S2 |
1,711.3 |
1,711.3 |
1,778.2 |
|
| S3 |
1,643.8 |
1,683.4 |
1,772.0 |
|
| S4 |
1,576.3 |
1,615.9 |
1,753.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,803.1 |
1,739.1 |
64.0 |
3.6% |
33.9 |
1.9% |
71% |
False |
False |
15,277 |
| 10 |
1,806.6 |
1,718.5 |
88.1 |
4.9% |
32.9 |
1.8% |
75% |
False |
False |
13,930 |
| 20 |
1,806.6 |
1,607.3 |
199.3 |
11.2% |
34.6 |
1.9% |
89% |
False |
False |
9,146 |
| 40 |
1,820.8 |
1,543.3 |
277.5 |
15.5% |
42.7 |
2.4% |
87% |
False |
False |
6,494 |
| 60 |
1,925.1 |
1,543.3 |
381.8 |
21.4% |
47.8 |
2.7% |
63% |
False |
False |
5,349 |
| 80 |
1,925.1 |
1,543.3 |
381.8 |
21.4% |
44.6 |
2.5% |
63% |
False |
False |
4,921 |
| 100 |
1,925.1 |
1,482.6 |
442.5 |
24.8% |
39.1 |
2.2% |
68% |
False |
False |
4,049 |
| 120 |
1,925.1 |
1,482.6 |
442.5 |
24.8% |
34.7 |
1.9% |
68% |
False |
False |
3,407 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,902.6 |
|
2.618 |
1,859.4 |
|
1.618 |
1,832.9 |
|
1.000 |
1,816.5 |
|
0.618 |
1,806.4 |
|
HIGH |
1,790.0 |
|
0.618 |
1,779.9 |
|
0.500 |
1,776.8 |
|
0.382 |
1,773.6 |
|
LOW |
1,763.5 |
|
0.618 |
1,747.1 |
|
1.000 |
1,737.0 |
|
1.618 |
1,720.6 |
|
2.618 |
1,694.1 |
|
4.250 |
1,650.9 |
|
|
| Fisher Pivots for day following 15-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,782.1 |
1,781.1 |
| PP |
1,779.4 |
1,777.4 |
| S1 |
1,776.8 |
1,773.8 |
|