| Trading Metrics calculated at close of trading on 21-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2011 |
21-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
2,210.0 |
2,204.0 |
-6.0 |
-0.3% |
2,332.0 |
| High |
2,247.0 |
2,219.0 |
-28.0 |
-1.2% |
2,339.0 |
| Low |
2,208.0 |
2,149.0 |
-59.0 |
-2.7% |
2,201.0 |
| Close |
2,233.0 |
2,156.0 |
-77.0 |
-3.4% |
2,233.0 |
| Range |
39.0 |
70.0 |
31.0 |
79.5% |
138.0 |
| ATR |
78.1 |
78.6 |
0.4 |
0.5% |
0.0 |
| Volume |
8,173 |
908 |
-7,265 |
-88.9% |
65,133 |
|
| Daily Pivots for day following 21-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,384.7 |
2,340.3 |
2,194.5 |
|
| R3 |
2,314.7 |
2,270.3 |
2,175.3 |
|
| R2 |
2,244.7 |
2,244.7 |
2,168.8 |
|
| R1 |
2,200.3 |
2,200.3 |
2,162.4 |
2,187.5 |
| PP |
2,174.7 |
2,174.7 |
2,174.7 |
2,168.3 |
| S1 |
2,130.3 |
2,130.3 |
2,149.6 |
2,117.5 |
| S2 |
2,104.7 |
2,104.7 |
2,143.2 |
|
| S3 |
2,034.7 |
2,060.3 |
2,136.8 |
|
| S4 |
1,964.7 |
1,990.3 |
2,117.5 |
|
|
| 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 |
2,284.0 |
2,149.0 |
135.0 |
6.3% |
56.2 |
2.6% |
5% |
False |
True |
8,429 |
| 10 |
2,339.0 |
2,149.0 |
190.0 |
8.8% |
71.5 |
3.3% |
4% |
False |
True |
7,692 |
| 20 |
2,503.0 |
2,149.0 |
354.0 |
16.4% |
76.6 |
3.6% |
2% |
False |
True |
11,433 |
| 40 |
2,503.0 |
2,043.0 |
460.0 |
21.3% |
70.6 |
3.3% |
25% |
False |
False |
8,972 |
| 60 |
2,503.0 |
1,927.0 |
576.0 |
26.7% |
73.1 |
3.4% |
40% |
False |
False |
12,152 |
| 80 |
2,590.0 |
1,927.0 |
663.0 |
30.8% |
78.3 |
3.6% |
35% |
False |
False |
9,367 |
| 100 |
2,869.0 |
1,927.0 |
942.0 |
43.7% |
71.4 |
3.3% |
24% |
False |
False |
7,575 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,516.5 |
|
2.618 |
2,402.3 |
|
1.618 |
2,332.3 |
|
1.000 |
2,289.0 |
|
0.618 |
2,262.3 |
|
HIGH |
2,219.0 |
|
0.618 |
2,192.3 |
|
0.500 |
2,184.0 |
|
0.382 |
2,175.7 |
|
LOW |
2,149.0 |
|
0.618 |
2,105.7 |
|
1.000 |
2,079.0 |
|
1.618 |
2,035.7 |
|
2.618 |
1,965.7 |
|
4.250 |
1,851.5 |
|
|
| Fisher Pivots for day following 21-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,184.0 |
2,204.5 |
| PP |
2,174.7 |
2,188.3 |
| S1 |
2,165.3 |
2,172.2 |
|