| Trading Metrics calculated at close of trading on 16-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2011 |
16-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
2,265.0 |
2,229.0 |
-36.0 |
-1.6% |
2,279.0 |
| High |
2,271.0 |
2,284.0 |
13.0 |
0.6% |
2,337.0 |
| Low |
2,219.0 |
2,223.0 |
4.0 |
0.2% |
2,190.0 |
| Close |
2,250.0 |
2,263.0 |
13.0 |
0.6% |
2,313.0 |
| Range |
52.0 |
61.0 |
9.0 |
17.3% |
147.0 |
| ATR |
84.3 |
82.6 |
-1.7 |
-2.0% |
0.0 |
| Volume |
18,715 |
9,482 |
-9,233 |
-49.3% |
11,369 |
|
| Daily Pivots for day following 16-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,439.7 |
2,412.3 |
2,296.6 |
|
| R3 |
2,378.7 |
2,351.3 |
2,279.8 |
|
| R2 |
2,317.7 |
2,317.7 |
2,274.2 |
|
| R1 |
2,290.3 |
2,290.3 |
2,268.6 |
2,304.0 |
| PP |
2,256.7 |
2,256.7 |
2,256.7 |
2,263.5 |
| S1 |
2,229.3 |
2,229.3 |
2,257.4 |
2,243.0 |
| S2 |
2,195.7 |
2,195.7 |
2,251.8 |
|
| S3 |
2,134.7 |
2,168.3 |
2,246.2 |
|
| S4 |
2,073.7 |
2,107.3 |
2,229.5 |
|
|
| 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% |
71.0 |
3.1% |
49% |
False |
False |
11,970 |
| 10 |
2,358.0 |
2,190.0 |
168.0 |
7.4% |
84.7 |
3.7% |
43% |
False |
False |
10,678 |
| 20 |
2,503.0 |
2,190.0 |
313.0 |
13.8% |
76.2 |
3.4% |
23% |
False |
False |
10,878 |
| 40 |
2,503.0 |
1,927.0 |
576.0 |
25.5% |
74.1 |
3.3% |
58% |
False |
False |
8,724 |
| 60 |
2,503.0 |
1,927.0 |
576.0 |
25.5% |
73.5 |
3.2% |
58% |
False |
False |
11,987 |
| 80 |
2,702.0 |
1,927.0 |
775.0 |
34.2% |
78.8 |
3.5% |
43% |
False |
False |
9,203 |
| 100 |
2,890.0 |
1,927.0 |
963.0 |
42.6% |
70.8 |
3.1% |
35% |
False |
False |
7,452 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,543.3 |
|
2.618 |
2,443.7 |
|
1.618 |
2,382.7 |
|
1.000 |
2,345.0 |
|
0.618 |
2,321.7 |
|
HIGH |
2,284.0 |
|
0.618 |
2,260.7 |
|
0.500 |
2,253.5 |
|
0.382 |
2,246.3 |
|
LOW |
2,223.0 |
|
0.618 |
2,185.3 |
|
1.000 |
2,162.0 |
|
1.618 |
2,124.3 |
|
2.618 |
2,063.3 |
|
4.250 |
1,963.8 |
|
|
| Fisher Pivots for day following 16-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,259.8 |
2,279.0 |
| PP |
2,256.7 |
2,273.7 |
| S1 |
2,253.5 |
2,268.3 |
|