| Trading Metrics calculated at close of trading on 23-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2011 |
23-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
2,171.0 |
2,109.0 |
-62.0 |
-2.9% |
2,332.0 |
| High |
2,181.0 |
2,133.0 |
-48.0 |
-2.2% |
2,339.0 |
| Low |
2,128.0 |
2,080.0 |
-48.0 |
-2.3% |
2,201.0 |
| Close |
2,136.0 |
2,096.0 |
-40.0 |
-1.9% |
2,233.0 |
| Range |
53.0 |
53.0 |
0.0 |
0.0% |
138.0 |
| ATR |
76.7 |
75.3 |
-1.5 |
-1.9% |
0.0 |
| Volume |
53,064 |
61,047 |
7,983 |
15.0% |
65,133 |
|
| Daily Pivots for day following 23-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,262.0 |
2,232.0 |
2,125.2 |
|
| R3 |
2,209.0 |
2,179.0 |
2,110.6 |
|
| R2 |
2,156.0 |
2,156.0 |
2,105.7 |
|
| R1 |
2,126.0 |
2,126.0 |
2,100.9 |
2,114.5 |
| PP |
2,103.0 |
2,103.0 |
2,103.0 |
2,097.3 |
| S1 |
2,073.0 |
2,073.0 |
2,091.1 |
2,061.5 |
| S2 |
2,050.0 |
2,050.0 |
2,086.3 |
|
| S3 |
1,997.0 |
2,020.0 |
2,081.4 |
|
| S4 |
1,944.0 |
1,967.0 |
2,066.9 |
|
|
| 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 |
2,260.0 |
2,080.0 |
180.0 |
8.6% |
54.8 |
2.6% |
9% |
False |
True |
25,612 |
| 10 |
2,339.0 |
2,080.0 |
259.0 |
12.4% |
62.9 |
3.0% |
6% |
False |
True |
18,791 |
| 20 |
2,503.0 |
2,080.0 |
423.0 |
20.2% |
76.6 |
3.7% |
4% |
False |
True |
15,572 |
| 40 |
2,503.0 |
2,043.0 |
460.0 |
21.9% |
69.7 |
3.3% |
12% |
False |
False |
11,456 |
| 60 |
2,503.0 |
1,927.0 |
576.0 |
27.5% |
72.9 |
3.5% |
29% |
False |
False |
14,018 |
| 80 |
2,531.0 |
1,927.0 |
604.0 |
28.8% |
77.7 |
3.7% |
28% |
False |
False |
10,768 |
| 100 |
2,869.0 |
1,927.0 |
942.0 |
44.9% |
72.1 |
3.4% |
18% |
False |
False |
8,716 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,358.3 |
|
2.618 |
2,271.8 |
|
1.618 |
2,218.8 |
|
1.000 |
2,186.0 |
|
0.618 |
2,165.8 |
|
HIGH |
2,133.0 |
|
0.618 |
2,112.8 |
|
0.500 |
2,106.5 |
|
0.382 |
2,100.2 |
|
LOW |
2,080.0 |
|
0.618 |
2,047.2 |
|
1.000 |
2,027.0 |
|
1.618 |
1,994.2 |
|
2.618 |
1,941.2 |
|
4.250 |
1,854.8 |
|
|
| Fisher Pivots for day following 23-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,106.5 |
2,149.5 |
| PP |
2,103.0 |
2,131.7 |
| S1 |
2,099.5 |
2,113.8 |
|