| Trading Metrics calculated at close of trading on 22-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2011 |
22-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
11,795.55 |
11,542.39 |
-253.16 |
-2.1% |
12,153.00 |
| High |
11,795.70 |
11,571.75 |
-223.95 |
-1.9% |
12,170.56 |
| Low |
11,454.07 |
11,433.97 |
-20.10 |
-0.2% |
11,676.35 |
| Close |
11,547.31 |
11,493.72 |
-53.59 |
-0.5% |
11,796.16 |
| Range |
341.63 |
137.78 |
-203.85 |
-59.7% |
494.21 |
| ATR |
233.45 |
226.61 |
-6.83 |
-2.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 22-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,913.15 |
11,841.22 |
11,569.50 |
|
| R3 |
11,775.37 |
11,703.44 |
11,531.61 |
|
| R2 |
11,637.59 |
11,637.59 |
11,518.98 |
|
| R1 |
11,565.66 |
11,565.66 |
11,506.35 |
11,532.74 |
| PP |
11,499.81 |
11,499.81 |
11,499.81 |
11,483.35 |
| S1 |
11,427.88 |
11,427.88 |
11,481.09 |
11,394.96 |
| S2 |
11,362.03 |
11,362.03 |
11,468.46 |
|
| S3 |
11,224.25 |
11,290.10 |
11,455.83 |
|
| S4 |
11,086.47 |
11,152.32 |
11,417.94 |
|
|
| Weekly Pivots for week ending 18-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,363.65 |
13,074.12 |
12,067.98 |
|
| R3 |
12,869.44 |
12,579.91 |
11,932.07 |
|
| R2 |
12,375.23 |
12,375.23 |
11,886.77 |
|
| R1 |
12,085.70 |
12,085.70 |
11,841.46 |
11,983.36 |
| PP |
11,881.02 |
11,881.02 |
11,881.02 |
11,829.86 |
| S1 |
11,591.49 |
11,591.49 |
11,750.86 |
11,489.15 |
| S2 |
11,386.81 |
11,386.81 |
11,705.55 |
|
| S3 |
10,892.60 |
11,097.28 |
11,660.25 |
|
| S4 |
10,398.39 |
10,603.07 |
11,524.34 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,109.03 |
11,433.97 |
675.06 |
5.9% |
213.79 |
1.9% |
9% |
False |
True |
|
| 10 |
12,179.72 |
11,433.97 |
745.75 |
6.5% |
227.05 |
2.0% |
8% |
False |
True |
|
| 20 |
12,284.31 |
11,433.97 |
850.34 |
7.4% |
229.25 |
2.0% |
7% |
False |
True |
|
| 40 |
12,284.31 |
10,404.49 |
1,879.82 |
16.4% |
235.17 |
2.0% |
58% |
False |
False |
|
| 60 |
12,284.31 |
10,404.49 |
1,879.82 |
16.4% |
243.23 |
2.1% |
58% |
False |
False |
|
| 80 |
12,284.31 |
10,404.49 |
1,879.82 |
16.4% |
271.01 |
2.4% |
58% |
False |
False |
|
| 100 |
12,753.89 |
10,404.49 |
2,349.40 |
20.4% |
246.61 |
2.1% |
46% |
False |
False |
|
| 120 |
12,753.89 |
10,404.49 |
2,349.40 |
20.4% |
228.84 |
2.0% |
46% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,157.32 |
|
2.618 |
11,932.46 |
|
1.618 |
11,794.68 |
|
1.000 |
11,709.53 |
|
0.618 |
11,656.90 |
|
HIGH |
11,571.75 |
|
0.618 |
11,519.12 |
|
0.500 |
11,502.86 |
|
0.382 |
11,486.60 |
|
LOW |
11,433.97 |
|
0.618 |
11,348.82 |
|
1.000 |
11,296.19 |
|
1.618 |
11,211.04 |
|
2.618 |
11,073.26 |
|
4.250 |
10,848.41 |
|
|
| Fisher Pivots for day following 22-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
11,502.86 |
11,644.39 |
| PP |
11,499.81 |
11,594.17 |
| S1 |
11,496.77 |
11,543.94 |
|