| Trading Metrics calculated at close of trading on 18-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2011 |
18-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
2,245.0 |
2,210.0 |
-35.0 |
-1.6% |
2,332.0 |
| High |
2,260.0 |
2,247.0 |
-13.0 |
-0.6% |
2,339.0 |
| Low |
2,201.0 |
2,208.0 |
7.0 |
0.3% |
2,201.0 |
| Close |
2,232.0 |
2,233.0 |
1.0 |
0.0% |
2,233.0 |
| Range |
59.0 |
39.0 |
-20.0 |
-33.9% |
138.0 |
| ATR |
81.2 |
78.1 |
-3.0 |
-3.7% |
0.0 |
| Volume |
4,870 |
8,173 |
3,303 |
67.8% |
65,133 |
|
| Daily Pivots for day following 18-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,346.3 |
2,328.7 |
2,254.5 |
|
| R3 |
2,307.3 |
2,289.7 |
2,243.7 |
|
| R2 |
2,268.3 |
2,268.3 |
2,240.2 |
|
| R1 |
2,250.7 |
2,250.7 |
2,236.6 |
2,259.5 |
| PP |
2,229.3 |
2,229.3 |
2,229.3 |
2,233.8 |
| S1 |
2,211.7 |
2,211.7 |
2,229.4 |
2,220.5 |
| S2 |
2,190.3 |
2,190.3 |
2,225.9 |
|
| S3 |
2,151.3 |
2,172.7 |
2,222.3 |
|
| S4 |
2,112.3 |
2,133.7 |
2,211.6 |
|
|
| Weekly Pivots for week ending 18-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,671.7 |
2,590.3 |
2,308.9 |
|
| R3 |
2,533.7 |
2,452.3 |
2,271.0 |
|
| R2 |
2,395.7 |
2,395.7 |
2,258.3 |
|
| R1 |
2,314.3 |
2,314.3 |
2,245.7 |
2,286.0 |
| PP |
2,257.7 |
2,257.7 |
2,257.7 |
2,243.5 |
| S1 |
2,176.3 |
2,176.3 |
2,220.4 |
2,148.0 |
| S2 |
2,119.7 |
2,119.7 |
2,207.7 |
|
| S3 |
1,981.7 |
2,038.3 |
2,195.1 |
|
| S4 |
1,843.7 |
1,900.3 |
2,157.1 |
|
|
| 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% |
58.0 |
2.6% |
23% |
False |
False |
13,026 |
| 10 |
2,339.0 |
2,190.0 |
149.0 |
6.7% |
71.4 |
3.2% |
29% |
False |
False |
7,650 |
| 20 |
2,503.0 |
2,190.0 |
313.0 |
14.0% |
75.5 |
3.4% |
14% |
False |
False |
11,445 |
| 40 |
2,503.0 |
1,965.0 |
538.0 |
24.1% |
72.3 |
3.2% |
50% |
False |
False |
8,959 |
| 60 |
2,503.0 |
1,927.0 |
576.0 |
25.8% |
72.5 |
3.2% |
53% |
False |
False |
12,153 |
| 80 |
2,702.0 |
1,927.0 |
775.0 |
34.7% |
79.0 |
3.5% |
39% |
False |
False |
9,359 |
| 100 |
2,874.0 |
1,927.0 |
947.0 |
42.4% |
70.8 |
3.2% |
32% |
False |
False |
7,566 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,412.8 |
|
2.618 |
2,349.1 |
|
1.618 |
2,310.1 |
|
1.000 |
2,286.0 |
|
0.618 |
2,271.1 |
|
HIGH |
2,247.0 |
|
0.618 |
2,232.1 |
|
0.500 |
2,227.5 |
|
0.382 |
2,222.9 |
|
LOW |
2,208.0 |
|
0.618 |
2,183.9 |
|
1.000 |
2,169.0 |
|
1.618 |
2,144.9 |
|
2.618 |
2,105.9 |
|
4.250 |
2,042.3 |
|
|
| Fisher Pivots for day following 18-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,231.2 |
2,242.5 |
| PP |
2,229.3 |
2,239.3 |
| S1 |
2,227.5 |
2,236.2 |
|