| Trading Metrics calculated at close of trading on 25-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2011 |
25-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
2,097.0 |
2,082.0 |
-15.0 |
-0.7% |
2,204.0 |
| High |
2,125.0 |
2,113.0 |
-12.0 |
-0.6% |
2,219.0 |
| Low |
2,068.0 |
2,059.0 |
-9.0 |
-0.4% |
2,059.0 |
| Close |
2,085.0 |
2,100.0 |
15.0 |
0.7% |
2,100.0 |
| Range |
57.0 |
54.0 |
-3.0 |
-5.3% |
160.0 |
| ATR |
74.0 |
72.5 |
-1.4 |
-1.9% |
0.0 |
| Volume |
107,786 |
47,274 |
-60,512 |
-56.1% |
270,079 |
|
| Daily Pivots for day following 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,252.7 |
2,230.3 |
2,129.7 |
|
| R3 |
2,198.7 |
2,176.3 |
2,114.9 |
|
| R2 |
2,144.7 |
2,144.7 |
2,109.9 |
|
| R1 |
2,122.3 |
2,122.3 |
2,105.0 |
2,133.5 |
| PP |
2,090.7 |
2,090.7 |
2,090.7 |
2,096.3 |
| S1 |
2,068.3 |
2,068.3 |
2,095.1 |
2,079.5 |
| S2 |
2,036.7 |
2,036.7 |
2,090.1 |
|
| S3 |
1,982.7 |
2,014.3 |
2,085.2 |
|
| S4 |
1,928.7 |
1,960.3 |
2,070.3 |
|
|
| Weekly Pivots for week ending 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,606.0 |
2,513.0 |
2,188.0 |
|
| R3 |
2,446.0 |
2,353.0 |
2,144.0 |
|
| R2 |
2,286.0 |
2,286.0 |
2,129.3 |
|
| R1 |
2,193.0 |
2,193.0 |
2,114.7 |
2,159.5 |
| PP |
2,126.0 |
2,126.0 |
2,126.0 |
2,109.3 |
| S1 |
2,033.0 |
2,033.0 |
2,085.3 |
1,999.5 |
| S2 |
1,966.0 |
1,966.0 |
2,070.7 |
|
| S3 |
1,806.0 |
1,873.0 |
2,056.0 |
|
| S4 |
1,646.0 |
1,713.0 |
2,012.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,219.0 |
2,059.0 |
160.0 |
7.6% |
57.4 |
2.7% |
26% |
False |
True |
54,015 |
| 10 |
2,339.0 |
2,059.0 |
280.0 |
13.3% |
57.7 |
2.7% |
15% |
False |
True |
33,521 |
| 20 |
2,430.0 |
2,059.0 |
371.0 |
17.7% |
73.5 |
3.5% |
11% |
False |
True |
22,065 |
| 40 |
2,503.0 |
2,043.0 |
460.0 |
21.9% |
69.6 |
3.3% |
12% |
False |
False |
15,325 |
| 60 |
2,503.0 |
1,927.0 |
576.0 |
27.4% |
72.5 |
3.5% |
30% |
False |
False |
16,338 |
| 80 |
2,503.0 |
1,927.0 |
576.0 |
27.4% |
75.7 |
3.6% |
30% |
False |
False |
12,677 |
| 100 |
2,788.0 |
1,927.0 |
861.0 |
41.0% |
72.2 |
3.4% |
20% |
False |
False |
10,256 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,342.5 |
|
2.618 |
2,254.4 |
|
1.618 |
2,200.4 |
|
1.000 |
2,167.0 |
|
0.618 |
2,146.4 |
|
HIGH |
2,113.0 |
|
0.618 |
2,092.4 |
|
0.500 |
2,086.0 |
|
0.382 |
2,079.6 |
|
LOW |
2,059.0 |
|
0.618 |
2,025.6 |
|
1.000 |
2,005.0 |
|
1.618 |
1,971.6 |
|
2.618 |
1,917.6 |
|
4.250 |
1,829.5 |
|
|
| Fisher Pivots for day following 25-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,095.3 |
2,098.7 |
| PP |
2,090.7 |
2,097.3 |
| S1 |
2,086.0 |
2,096.0 |
|