| 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 |
5,776.0 |
5,673.0 |
-103.0 |
-1.8% |
6,112.5 |
| High |
5,789.0 |
5,695.5 |
-93.5 |
-1.6% |
6,134.0 |
| Low |
5,610.0 |
5,550.0 |
-60.0 |
-1.1% |
5,775.0 |
| Close |
5,632.0 |
5,568.0 |
-64.0 |
-1.1% |
5,830.5 |
| Range |
179.0 |
145.5 |
-33.5 |
-18.7% |
359.0 |
| ATR |
212.4 |
207.6 |
-4.8 |
-2.3% |
0.0 |
| Volume |
499 |
526 |
27 |
5.4% |
1,758 |
|
| Daily Pivots for day following 22-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,041.0 |
5,950.0 |
5,648.0 |
|
| R3 |
5,895.5 |
5,804.5 |
5,608.0 |
|
| R2 |
5,750.0 |
5,750.0 |
5,594.7 |
|
| R1 |
5,659.0 |
5,659.0 |
5,581.3 |
5,631.8 |
| PP |
5,604.5 |
5,604.5 |
5,604.5 |
5,590.9 |
| S1 |
5,513.5 |
5,513.5 |
5,554.7 |
5,486.3 |
| S2 |
5,459.0 |
5,459.0 |
5,541.3 |
|
| S3 |
5,313.5 |
5,368.0 |
5,528.0 |
|
| S4 |
5,168.0 |
5,222.5 |
5,488.0 |
|
|
| Weekly Pivots for week ending 18-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,990.2 |
6,769.3 |
6,028.0 |
|
| R3 |
6,631.2 |
6,410.3 |
5,929.2 |
|
| R2 |
6,272.2 |
6,272.2 |
5,896.3 |
|
| R1 |
6,051.3 |
6,051.3 |
5,863.4 |
5,982.3 |
| PP |
5,913.2 |
5,913.2 |
5,913.2 |
5,878.6 |
| S1 |
5,692.3 |
5,692.3 |
5,797.6 |
5,623.3 |
| S2 |
5,554.2 |
5,554.2 |
5,764.7 |
|
| S3 |
5,195.2 |
5,333.3 |
5,731.8 |
|
| S4 |
4,836.2 |
4,974.3 |
5,633.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,029.5 |
5,550.0 |
479.5 |
8.6% |
158.9 |
2.9% |
4% |
False |
True |
420 |
| 10 |
6,134.0 |
5,550.0 |
584.0 |
10.5% |
199.1 |
3.6% |
3% |
False |
True |
600 |
| 20 |
6,456.0 |
5,550.0 |
906.0 |
16.3% |
206.3 |
3.7% |
2% |
False |
True |
512 |
| 40 |
6,456.0 |
5,147.5 |
1,308.5 |
23.5% |
193.2 |
3.5% |
32% |
False |
False |
553 |
| 60 |
6,456.0 |
4,988.0 |
1,468.0 |
26.4% |
195.3 |
3.5% |
40% |
False |
False |
1,702 |
| 80 |
6,810.0 |
4,988.0 |
1,822.0 |
32.7% |
211.7 |
3.8% |
32% |
False |
False |
1,319 |
| 100 |
7,570.5 |
4,988.0 |
2,582.5 |
46.4% |
188.6 |
3.4% |
22% |
False |
False |
1,070 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,313.9 |
|
2.618 |
6,076.4 |
|
1.618 |
5,930.9 |
|
1.000 |
5,841.0 |
|
0.618 |
5,785.4 |
|
HIGH |
5,695.5 |
|
0.618 |
5,639.9 |
|
0.500 |
5,622.8 |
|
0.382 |
5,605.6 |
|
LOW |
5,550.0 |
|
0.618 |
5,460.1 |
|
1.000 |
5,404.5 |
|
1.618 |
5,314.6 |
|
2.618 |
5,169.1 |
|
4.250 |
4,931.6 |
|
|
| Fisher Pivots for day following 22-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
5,622.8 |
5,730.8 |
| PP |
5,604.5 |
5,676.5 |
| S1 |
5,586.3 |
5,622.3 |
|