| Trading Metrics calculated at close of trading on 14-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2011 |
14-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
5,940.0 |
6,112.5 |
172.5 |
2.9% |
6,004.0 |
| High |
6,078.5 |
6,134.0 |
55.5 |
0.9% |
6,102.0 |
| Low |
5,886.5 |
5,940.0 |
53.5 |
0.9% |
5,676.5 |
| Close |
6,060.0 |
6,012.5 |
-47.5 |
-0.8% |
6,060.0 |
| Range |
192.0 |
194.0 |
2.0 |
1.0% |
425.5 |
| ATR |
231.3 |
228.7 |
-2.7 |
-1.2% |
0.0 |
| Volume |
261 |
397 |
136 |
52.1% |
3,693 |
|
| Daily Pivots for day following 14-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,610.8 |
6,505.7 |
6,119.2 |
|
| R3 |
6,416.8 |
6,311.7 |
6,065.9 |
|
| R2 |
6,222.8 |
6,222.8 |
6,048.1 |
|
| R1 |
6,117.7 |
6,117.7 |
6,030.3 |
6,073.3 |
| PP |
6,028.8 |
6,028.8 |
6,028.8 |
6,006.6 |
| S1 |
5,923.7 |
5,923.7 |
5,994.7 |
5,879.3 |
| S2 |
5,834.8 |
5,834.8 |
5,976.9 |
|
| S3 |
5,640.8 |
5,729.7 |
5,959.2 |
|
| S4 |
5,446.8 |
5,535.7 |
5,905.8 |
|
|
| Weekly Pivots for week ending 11-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,222.7 |
7,066.8 |
6,294.0 |
|
| R3 |
6,797.2 |
6,641.3 |
6,177.0 |
|
| R2 |
6,371.7 |
6,371.7 |
6,138.0 |
|
| R1 |
6,215.8 |
6,215.8 |
6,099.0 |
6,293.8 |
| PP |
5,946.2 |
5,946.2 |
5,946.2 |
5,985.1 |
| S1 |
5,790.3 |
5,790.3 |
6,021.0 |
5,868.3 |
| S2 |
5,520.7 |
5,520.7 |
5,982.0 |
|
| S3 |
5,095.2 |
5,364.8 |
5,943.0 |
|
| S4 |
4,669.7 |
4,939.3 |
5,826.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,134.0 |
5,676.5 |
457.5 |
7.6% |
231.6 |
3.9% |
73% |
True |
False |
777 |
| 10 |
6,202.0 |
5,676.5 |
525.5 |
8.7% |
237.3 |
3.9% |
64% |
False |
False |
588 |
| 20 |
6,456.0 |
5,676.5 |
779.5 |
13.0% |
208.0 |
3.5% |
43% |
False |
False |
563 |
| 40 |
6,456.0 |
5,001.0 |
1,455.0 |
24.2% |
203.3 |
3.4% |
70% |
False |
False |
544 |
| 60 |
6,456.0 |
4,988.0 |
1,468.0 |
24.4% |
196.2 |
3.3% |
70% |
False |
False |
1,673 |
| 80 |
7,454.0 |
4,988.0 |
2,466.0 |
41.0% |
211.2 |
3.5% |
42% |
False |
False |
1,295 |
| 100 |
7,570.5 |
4,988.0 |
2,582.5 |
43.0% |
182.4 |
3.0% |
40% |
False |
False |
1,049 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,958.5 |
|
2.618 |
6,641.9 |
|
1.618 |
6,447.9 |
|
1.000 |
6,328.0 |
|
0.618 |
6,253.9 |
|
HIGH |
6,134.0 |
|
0.618 |
6,059.9 |
|
0.500 |
6,037.0 |
|
0.382 |
6,014.1 |
|
LOW |
5,940.0 |
|
0.618 |
5,820.1 |
|
1.000 |
5,746.0 |
|
1.618 |
5,626.1 |
|
2.618 |
5,432.1 |
|
4.250 |
5,115.5 |
|
|
| Fisher Pivots for day following 14-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
6,037.0 |
5,976.8 |
| PP |
6,028.8 |
5,941.0 |
| S1 |
6,020.7 |
5,905.3 |
|