| Trading Metrics calculated at close of trading on 14-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2011 |
14-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
2,264.0 |
2,332.0 |
68.0 |
3.0% |
2,279.0 |
| High |
2,320.0 |
2,339.0 |
19.0 |
0.8% |
2,337.0 |
| Low |
2,249.0 |
2,260.0 |
11.0 |
0.5% |
2,190.0 |
| Close |
2,313.0 |
2,283.0 |
-30.0 |
-1.3% |
2,313.0 |
| Range |
71.0 |
79.0 |
8.0 |
11.3% |
147.0 |
| ATR |
86.4 |
85.9 |
-0.5 |
-0.6% |
0.0 |
| Volume |
488 |
23,893 |
23,405 |
4,796.1% |
11,369 |
|
| Daily Pivots for day following 14-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,531.0 |
2,486.0 |
2,326.5 |
|
| R3 |
2,452.0 |
2,407.0 |
2,304.7 |
|
| R2 |
2,373.0 |
2,373.0 |
2,297.5 |
|
| R1 |
2,328.0 |
2,328.0 |
2,290.2 |
2,311.0 |
| PP |
2,294.0 |
2,294.0 |
2,294.0 |
2,285.5 |
| S1 |
2,249.0 |
2,249.0 |
2,275.8 |
2,232.0 |
| S2 |
2,215.0 |
2,215.0 |
2,268.5 |
|
| S3 |
2,136.0 |
2,170.0 |
2,261.3 |
|
| S4 |
2,057.0 |
2,091.0 |
2,239.6 |
|
|
| 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 |
2,339.0 |
2,190.0 |
149.0 |
6.5% |
86.8 |
3.8% |
62% |
True |
False |
6,955 |
| 10 |
2,358.0 |
2,190.0 |
168.0 |
7.4% |
89.4 |
3.9% |
55% |
False |
False |
12,881 |
| 20 |
2,503.0 |
2,190.0 |
313.0 |
13.7% |
76.7 |
3.4% |
30% |
False |
False |
10,499 |
| 40 |
2,503.0 |
1,927.0 |
576.0 |
25.2% |
75.1 |
3.3% |
62% |
False |
False |
8,160 |
| 60 |
2,503.0 |
1,927.0 |
576.0 |
25.2% |
73.8 |
3.2% |
62% |
False |
False |
11,562 |
| 80 |
2,754.0 |
1,927.0 |
827.0 |
36.2% |
78.7 |
3.4% |
43% |
False |
False |
8,865 |
| 100 |
2,890.0 |
1,927.0 |
963.0 |
42.2% |
70.7 |
3.1% |
37% |
False |
False |
7,178 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,674.8 |
|
2.618 |
2,545.8 |
|
1.618 |
2,466.8 |
|
1.000 |
2,418.0 |
|
0.618 |
2,387.8 |
|
HIGH |
2,339.0 |
|
0.618 |
2,308.8 |
|
0.500 |
2,299.5 |
|
0.382 |
2,290.2 |
|
LOW |
2,260.0 |
|
0.618 |
2,211.2 |
|
1.000 |
2,181.0 |
|
1.618 |
2,132.2 |
|
2.618 |
2,053.2 |
|
4.250 |
1,924.3 |
|
|
| Fisher Pivots for day following 14-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,299.5 |
2,276.8 |
| PP |
2,294.0 |
2,270.7 |
| S1 |
2,288.5 |
2,264.5 |
|