| Trading Metrics calculated at close of trading on 15-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2011 |
15-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
2,332.0 |
2,265.0 |
-67.0 |
-2.9% |
2,279.0 |
| High |
2,339.0 |
2,271.0 |
-68.0 |
-2.9% |
2,337.0 |
| Low |
2,260.0 |
2,219.0 |
-41.0 |
-1.8% |
2,190.0 |
| Close |
2,283.0 |
2,250.0 |
-33.0 |
-1.4% |
2,313.0 |
| Range |
79.0 |
52.0 |
-27.0 |
-34.2% |
147.0 |
| ATR |
85.9 |
84.3 |
-1.6 |
-1.8% |
0.0 |
| Volume |
23,893 |
18,715 |
-5,178 |
-21.7% |
11,369 |
|
| Daily Pivots for day following 15-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,402.7 |
2,378.3 |
2,278.6 |
|
| R3 |
2,350.7 |
2,326.3 |
2,264.3 |
|
| R2 |
2,298.7 |
2,298.7 |
2,259.5 |
|
| R1 |
2,274.3 |
2,274.3 |
2,254.8 |
2,260.5 |
| PP |
2,246.7 |
2,246.7 |
2,246.7 |
2,239.8 |
| S1 |
2,222.3 |
2,222.3 |
2,245.2 |
2,208.5 |
| S2 |
2,194.7 |
2,194.7 |
2,240.5 |
|
| S3 |
2,142.7 |
2,170.3 |
2,235.7 |
|
| S4 |
2,090.7 |
2,118.3 |
2,221.4 |
|
|
| 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 |
6.6% |
85.0 |
3.8% |
40% |
False |
False |
10,158 |
| 10 |
2,358.0 |
2,190.0 |
168.0 |
7.5% |
84.1 |
3.7% |
36% |
False |
False |
9,885 |
| 20 |
2,503.0 |
2,190.0 |
313.0 |
13.9% |
75.2 |
3.3% |
19% |
False |
False |
10,418 |
| 40 |
2,503.0 |
1,927.0 |
576.0 |
25.6% |
74.8 |
3.3% |
56% |
False |
False |
8,557 |
| 60 |
2,503.0 |
1,927.0 |
576.0 |
25.6% |
73.6 |
3.3% |
56% |
False |
False |
11,868 |
| 80 |
2,723.0 |
1,927.0 |
796.0 |
35.4% |
78.9 |
3.5% |
41% |
False |
False |
9,098 |
| 100 |
2,890.0 |
1,927.0 |
963.0 |
42.8% |
70.7 |
3.1% |
34% |
False |
False |
7,364 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,492.0 |
|
2.618 |
2,407.1 |
|
1.618 |
2,355.1 |
|
1.000 |
2,323.0 |
|
0.618 |
2,303.1 |
|
HIGH |
2,271.0 |
|
0.618 |
2,251.1 |
|
0.500 |
2,245.0 |
|
0.382 |
2,238.9 |
|
LOW |
2,219.0 |
|
0.618 |
2,186.9 |
|
1.000 |
2,167.0 |
|
1.618 |
2,134.9 |
|
2.618 |
2,082.9 |
|
4.250 |
1,998.0 |
|
|
| Fisher Pivots for day following 15-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,248.3 |
2,279.0 |
| PP |
2,246.7 |
2,269.3 |
| S1 |
2,245.0 |
2,259.7 |
|