| Trading Metrics calculated at close of trading on 10-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2011 |
10-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
2,331.0 |
2,190.0 |
-141.0 |
-6.0% |
2,430.0 |
| High |
2,331.0 |
2,282.0 |
-49.0 |
-2.1% |
2,430.0 |
| Low |
2,200.0 |
2,190.0 |
-10.0 |
-0.5% |
2,215.0 |
| Close |
2,242.0 |
2,247.0 |
5.0 |
0.2% |
2,280.0 |
| Range |
131.0 |
92.0 |
-39.0 |
-29.8% |
215.0 |
| ATR |
87.1 |
87.4 |
0.4 |
0.4% |
0.0 |
| Volume |
425 |
7,273 |
6,848 |
1,611.3% |
94,733 |
|
| Daily Pivots for day following 10-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,515.7 |
2,473.3 |
2,297.6 |
|
| R3 |
2,423.7 |
2,381.3 |
2,272.3 |
|
| R2 |
2,331.7 |
2,331.7 |
2,263.9 |
|
| R1 |
2,289.3 |
2,289.3 |
2,255.4 |
2,310.5 |
| PP |
2,239.7 |
2,239.7 |
2,239.7 |
2,250.3 |
| S1 |
2,197.3 |
2,197.3 |
2,238.6 |
2,218.5 |
| S2 |
2,147.7 |
2,147.7 |
2,230.1 |
|
| S3 |
2,055.7 |
2,105.3 |
2,221.7 |
|
| S4 |
1,963.7 |
2,013.3 |
2,196.4 |
|
|
| 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 |
2,190.0 |
168.0 |
7.5% |
88.6 |
3.9% |
34% |
False |
True |
2,519 |
| 10 |
2,493.0 |
2,190.0 |
303.0 |
13.5% |
87.4 |
3.9% |
19% |
False |
True |
10,608 |
| 20 |
2,503.0 |
2,190.0 |
313.0 |
13.9% |
76.7 |
3.4% |
18% |
False |
True |
10,335 |
| 40 |
2,503.0 |
1,927.0 |
576.0 |
25.6% |
73.4 |
3.3% |
56% |
False |
False |
8,058 |
| 60 |
2,503.0 |
1,927.0 |
576.0 |
25.6% |
74.1 |
3.3% |
56% |
False |
False |
11,205 |
| 80 |
2,788.0 |
1,927.0 |
861.0 |
38.3% |
77.2 |
3.4% |
37% |
False |
False |
8,568 |
| 100 |
2,890.0 |
1,927.0 |
963.0 |
42.9% |
70.2 |
3.1% |
33% |
False |
False |
6,935 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,673.0 |
|
2.618 |
2,522.9 |
|
1.618 |
2,430.9 |
|
1.000 |
2,374.0 |
|
0.618 |
2,338.9 |
|
HIGH |
2,282.0 |
|
0.618 |
2,246.9 |
|
0.500 |
2,236.0 |
|
0.382 |
2,225.1 |
|
LOW |
2,190.0 |
|
0.618 |
2,133.1 |
|
1.000 |
2,098.0 |
|
1.618 |
2,041.1 |
|
2.618 |
1,949.1 |
|
4.250 |
1,799.0 |
|
|
| Fisher Pivots for day following 10-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,243.3 |
2,263.5 |
| PP |
2,239.7 |
2,258.0 |
| S1 |
2,236.0 |
2,252.5 |
|