| Trading Metrics calculated at close of trading on 17-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2011 |
17-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
2,229.0 |
2,245.0 |
16.0 |
0.7% |
2,279.0 |
| High |
2,284.0 |
2,260.0 |
-24.0 |
-1.1% |
2,337.0 |
| Low |
2,223.0 |
2,201.0 |
-22.0 |
-1.0% |
2,190.0 |
| Close |
2,263.0 |
2,232.0 |
-31.0 |
-1.4% |
2,313.0 |
| Range |
61.0 |
59.0 |
-2.0 |
-3.3% |
147.0 |
| ATR |
82.6 |
81.2 |
-1.5 |
-1.8% |
0.0 |
| Volume |
9,482 |
4,870 |
-4,612 |
-48.6% |
11,369 |
|
| Daily Pivots for day following 17-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,408.0 |
2,379.0 |
2,264.5 |
|
| R3 |
2,349.0 |
2,320.0 |
2,248.2 |
|
| R2 |
2,290.0 |
2,290.0 |
2,242.8 |
|
| R1 |
2,261.0 |
2,261.0 |
2,237.4 |
2,246.0 |
| PP |
2,231.0 |
2,231.0 |
2,231.0 |
2,223.5 |
| S1 |
2,202.0 |
2,202.0 |
2,226.6 |
2,187.0 |
| S2 |
2,172.0 |
2,172.0 |
2,221.2 |
|
| S3 |
2,113.0 |
2,143.0 |
2,215.8 |
|
| S4 |
2,054.0 |
2,084.0 |
2,199.6 |
|
|
| 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 |
2,201.0 |
138.0 |
6.2% |
64.4 |
2.9% |
22% |
False |
True |
11,489 |
| 10 |
2,358.0 |
2,190.0 |
168.0 |
7.5% |
76.5 |
3.4% |
25% |
False |
False |
7,004 |
| 20 |
2,503.0 |
2,190.0 |
313.0 |
14.0% |
76.5 |
3.4% |
13% |
False |
False |
11,084 |
| 40 |
2,503.0 |
1,927.0 |
576.0 |
25.8% |
73.6 |
3.3% |
53% |
False |
False |
8,772 |
| 60 |
2,503.0 |
1,927.0 |
576.0 |
25.8% |
73.2 |
3.3% |
53% |
False |
False |
12,042 |
| 80 |
2,702.0 |
1,927.0 |
775.0 |
34.7% |
79.1 |
3.5% |
39% |
False |
False |
9,260 |
| 100 |
2,890.0 |
1,927.0 |
963.0 |
43.1% |
70.9 |
3.2% |
32% |
False |
False |
7,490 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,510.8 |
|
2.618 |
2,414.5 |
|
1.618 |
2,355.5 |
|
1.000 |
2,319.0 |
|
0.618 |
2,296.5 |
|
HIGH |
2,260.0 |
|
0.618 |
2,237.5 |
|
0.500 |
2,230.5 |
|
0.382 |
2,223.5 |
|
LOW |
2,201.0 |
|
0.618 |
2,164.5 |
|
1.000 |
2,142.0 |
|
1.618 |
2,105.5 |
|
2.618 |
2,046.5 |
|
4.250 |
1,950.3 |
|
|
| Fisher Pivots for day following 17-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,231.5 |
2,242.5 |
| PP |
2,231.0 |
2,239.0 |
| S1 |
2,230.5 |
2,235.5 |
|