| Trading Metrics calculated at close of trading on 09-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2011 |
09-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
2,280.0 |
2,331.0 |
51.0 |
2.2% |
2,430.0 |
| High |
2,337.0 |
2,331.0 |
-6.0 |
-0.3% |
2,430.0 |
| Low |
2,276.0 |
2,200.0 |
-76.0 |
-3.3% |
2,215.0 |
| Close |
2,298.0 |
2,242.0 |
-56.0 |
-2.4% |
2,280.0 |
| Range |
61.0 |
131.0 |
70.0 |
114.8% |
215.0 |
| ATR |
83.7 |
87.1 |
3.4 |
4.0% |
0.0 |
| Volume |
2,700 |
425 |
-2,275 |
-84.3% |
94,733 |
|
| Daily Pivots for day following 09-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,650.7 |
2,577.3 |
2,314.1 |
|
| R3 |
2,519.7 |
2,446.3 |
2,278.0 |
|
| R2 |
2,388.7 |
2,388.7 |
2,266.0 |
|
| R1 |
2,315.3 |
2,315.3 |
2,254.0 |
2,286.5 |
| PP |
2,257.7 |
2,257.7 |
2,257.7 |
2,243.3 |
| S1 |
2,184.3 |
2,184.3 |
2,230.0 |
2,155.5 |
| S2 |
2,126.7 |
2,126.7 |
2,218.0 |
|
| S3 |
1,995.7 |
2,053.3 |
2,206.0 |
|
| S4 |
1,864.7 |
1,922.3 |
2,170.0 |
|
|
| Weekly Pivots for week ending 04-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,953.3 |
2,831.7 |
2,398.3 |
|
| R3 |
2,738.3 |
2,616.7 |
2,339.1 |
|
| R2 |
2,523.3 |
2,523.3 |
2,319.4 |
|
| R1 |
2,401.7 |
2,401.7 |
2,299.7 |
2,355.0 |
| PP |
2,308.3 |
2,308.3 |
2,308.3 |
2,285.0 |
| S1 |
2,186.7 |
2,186.7 |
2,260.3 |
2,140.0 |
| S2 |
2,093.3 |
2,093.3 |
2,240.6 |
|
| S3 |
1,878.3 |
1,971.7 |
2,220.9 |
|
| S4 |
1,663.3 |
1,756.7 |
2,161.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,358.0 |
2,200.0 |
158.0 |
7.0% |
98.4 |
4.4% |
27% |
False |
True |
9,387 |
| 10 |
2,503.0 |
2,200.0 |
303.0 |
13.5% |
90.2 |
4.0% |
14% |
False |
True |
12,354 |
| 20 |
2,503.0 |
2,200.0 |
303.0 |
13.5% |
75.2 |
3.4% |
14% |
False |
True |
10,141 |
| 40 |
2,503.0 |
1,927.0 |
576.0 |
25.7% |
73.5 |
3.3% |
55% |
False |
False |
9,543 |
| 60 |
2,503.0 |
1,927.0 |
576.0 |
25.7% |
74.5 |
3.3% |
55% |
False |
False |
11,096 |
| 80 |
2,788.0 |
1,927.0 |
861.0 |
38.4% |
77.2 |
3.4% |
37% |
False |
False |
8,481 |
| 100 |
2,890.0 |
1,927.0 |
963.0 |
43.0% |
69.7 |
3.1% |
33% |
False |
False |
6,863 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,887.8 |
|
2.618 |
2,674.0 |
|
1.618 |
2,543.0 |
|
1.000 |
2,462.0 |
|
0.618 |
2,412.0 |
|
HIGH |
2,331.0 |
|
0.618 |
2,281.0 |
|
0.500 |
2,265.5 |
|
0.382 |
2,250.0 |
|
LOW |
2,200.0 |
|
0.618 |
2,119.0 |
|
1.000 |
2,069.0 |
|
1.618 |
1,988.0 |
|
2.618 |
1,857.0 |
|
4.250 |
1,643.3 |
|
|
| Fisher Pivots for day following 09-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,265.5 |
2,268.5 |
| PP |
2,257.7 |
2,259.7 |
| S1 |
2,249.8 |
2,250.8 |
|