| 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 |
1,703.2 |
1,695.9 |
-7.3 |
-0.4% |
1,729.0 |
| High |
1,713.8 |
1,705.5 |
-8.3 |
-0.5% |
1,729.0 |
| Low |
1,680.1 |
1,675.4 |
-4.7 |
-0.3% |
1,670.5 |
| Close |
1,698.8 |
1,688.5 |
-10.3 |
-0.6% |
1,688.5 |
| Range |
33.7 |
30.1 |
-3.6 |
-10.7% |
58.5 |
| ATR |
39.2 |
38.6 |
-0.7 |
-1.7% |
0.0 |
| Volume |
30,236 |
63,630 |
33,394 |
110.4% |
138,215 |
|
| Daily Pivots for day following 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,780.1 |
1,764.4 |
1,705.1 |
|
| R3 |
1,750.0 |
1,734.3 |
1,696.8 |
|
| R2 |
1,719.9 |
1,719.9 |
1,694.0 |
|
| R1 |
1,704.2 |
1,704.2 |
1,691.3 |
1,697.0 |
| PP |
1,689.8 |
1,689.8 |
1,689.8 |
1,686.2 |
| S1 |
1,674.1 |
1,674.1 |
1,685.7 |
1,666.9 |
| S2 |
1,659.7 |
1,659.7 |
1,683.0 |
|
| S3 |
1,629.6 |
1,644.0 |
1,680.2 |
|
| S4 |
1,599.5 |
1,613.9 |
1,671.9 |
|
|
| Weekly Pivots for week ending 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,871.5 |
1,838.5 |
1,720.7 |
|
| R3 |
1,813.0 |
1,780.0 |
1,704.6 |
|
| R2 |
1,754.5 |
1,754.5 |
1,699.2 |
|
| R1 |
1,721.5 |
1,721.5 |
1,693.9 |
1,708.8 |
| PP |
1,696.0 |
1,696.0 |
1,696.0 |
1,689.6 |
| S1 |
1,663.0 |
1,663.0 |
1,683.1 |
1,650.3 |
| S2 |
1,637.5 |
1,637.5 |
1,677.8 |
|
| S3 |
1,579.0 |
1,604.5 |
1,672.4 |
|
| S4 |
1,520.5 |
1,546.0 |
1,656.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,741.2 |
1,670.5 |
70.7 |
4.2% |
37.2 |
2.2% |
25% |
False |
False |
34,058 |
| 10 |
1,799.5 |
1,670.5 |
129.0 |
7.6% |
36.7 |
2.2% |
14% |
False |
False |
25,286 |
| 20 |
1,806.6 |
1,670.5 |
136.1 |
8.1% |
35.0 |
2.1% |
13% |
False |
False |
18,550 |
| 40 |
1,806.6 |
1,599.4 |
207.2 |
12.3% |
36.4 |
2.2% |
43% |
False |
False |
11,019 |
| 60 |
1,925.1 |
1,543.3 |
381.8 |
22.6% |
44.5 |
2.6% |
38% |
False |
False |
8,621 |
| 80 |
1,925.1 |
1,543.3 |
381.8 |
22.6% |
46.2 |
2.7% |
38% |
False |
False |
7,466 |
| 100 |
1,925.1 |
1,526.1 |
399.0 |
23.6% |
40.7 |
2.4% |
41% |
False |
False |
6,166 |
| 120 |
1,925.1 |
1,482.6 |
442.5 |
26.2% |
36.3 |
2.1% |
47% |
False |
False |
5,188 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,833.4 |
|
2.618 |
1,784.3 |
|
1.618 |
1,754.2 |
|
1.000 |
1,735.6 |
|
0.618 |
1,724.1 |
|
HIGH |
1,705.5 |
|
0.618 |
1,694.0 |
|
0.500 |
1,690.5 |
|
0.382 |
1,686.9 |
|
LOW |
1,675.4 |
|
0.618 |
1,656.8 |
|
1.000 |
1,645.3 |
|
1.618 |
1,626.7 |
|
2.618 |
1,596.6 |
|
4.250 |
1,547.5 |
|
|
| Fisher Pivots for day following 25-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,690.5 |
1,692.8 |
| PP |
1,689.8 |
1,691.3 |
| S1 |
1,689.2 |
1,689.9 |
|