| Trading Metrics calculated at close of trading on 11-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2011 |
11-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
2,190.0 |
2,264.0 |
74.0 |
3.4% |
2,279.0 |
| High |
2,282.0 |
2,320.0 |
38.0 |
1.7% |
2,337.0 |
| Low |
2,190.0 |
2,249.0 |
59.0 |
2.7% |
2,190.0 |
| Close |
2,247.0 |
2,313.0 |
66.0 |
2.9% |
2,313.0 |
| Range |
92.0 |
71.0 |
-21.0 |
-22.8% |
147.0 |
| ATR |
87.4 |
86.4 |
-1.0 |
-1.2% |
0.0 |
| Volume |
7,273 |
488 |
-6,785 |
-93.3% |
11,369 |
|
| Daily Pivots for day following 11-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,507.0 |
2,481.0 |
2,352.1 |
|
| R3 |
2,436.0 |
2,410.0 |
2,332.5 |
|
| R2 |
2,365.0 |
2,365.0 |
2,326.0 |
|
| R1 |
2,339.0 |
2,339.0 |
2,319.5 |
2,352.0 |
| PP |
2,294.0 |
2,294.0 |
2,294.0 |
2,300.5 |
| S1 |
2,268.0 |
2,268.0 |
2,306.5 |
2,281.0 |
| S2 |
2,223.0 |
2,223.0 |
2,300.0 |
|
| S3 |
2,152.0 |
2,197.0 |
2,293.5 |
|
| S4 |
2,081.0 |
2,126.0 |
2,274.0 |
|
|
| Weekly Pivots for week ending 11-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,721.0 |
2,664.0 |
2,393.9 |
|
| R3 |
2,574.0 |
2,517.0 |
2,353.4 |
|
| R2 |
2,427.0 |
2,427.0 |
2,340.0 |
|
| R1 |
2,370.0 |
2,370.0 |
2,326.5 |
2,398.5 |
| PP |
2,280.0 |
2,280.0 |
2,280.0 |
2,294.3 |
| S1 |
2,223.0 |
2,223.0 |
2,299.5 |
2,251.5 |
| S2 |
2,133.0 |
2,133.0 |
2,286.1 |
|
| S3 |
1,986.0 |
2,076.0 |
2,272.6 |
|
| S4 |
1,839.0 |
1,929.0 |
2,232.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,337.0 |
2,190.0 |
147.0 |
6.4% |
84.8 |
3.7% |
84% |
False |
False |
2,273 |
| 10 |
2,430.0 |
2,190.0 |
240.0 |
10.4% |
89.2 |
3.9% |
51% |
False |
False |
10,610 |
| 20 |
2,503.0 |
2,190.0 |
313.0 |
13.5% |
77.7 |
3.4% |
39% |
False |
False |
10,327 |
| 40 |
2,503.0 |
1,927.0 |
576.0 |
24.9% |
73.9 |
3.2% |
67% |
False |
False |
7,564 |
| 60 |
2,503.0 |
1,927.0 |
576.0 |
24.9% |
74.1 |
3.2% |
67% |
False |
False |
11,180 |
| 80 |
2,754.0 |
1,927.0 |
827.0 |
35.8% |
77.8 |
3.4% |
47% |
False |
False |
8,569 |
| 100 |
2,890.0 |
1,927.0 |
963.0 |
41.6% |
70.2 |
3.0% |
40% |
False |
False |
6,939 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,621.8 |
|
2.618 |
2,505.9 |
|
1.618 |
2,434.9 |
|
1.000 |
2,391.0 |
|
0.618 |
2,363.9 |
|
HIGH |
2,320.0 |
|
0.618 |
2,292.9 |
|
0.500 |
2,284.5 |
|
0.382 |
2,276.1 |
|
LOW |
2,249.0 |
|
0.618 |
2,205.1 |
|
1.000 |
2,178.0 |
|
1.618 |
2,134.1 |
|
2.618 |
2,063.1 |
|
4.250 |
1,947.3 |
|
|
| Fisher Pivots for day following 11-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,303.5 |
2,295.5 |
| PP |
2,294.0 |
2,278.0 |
| S1 |
2,284.5 |
2,260.5 |
|