| Trading Metrics calculated at close of trading on 09-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2011 |
09-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1,797.0 |
1,798.0 |
1.0 |
0.1% |
1,749.3 |
| High |
1,808.0 |
1,803.9 |
-4.1 |
-0.2% |
1,773.1 |
| Low |
1,784.3 |
1,770.0 |
-14.3 |
-0.8% |
1,688.0 |
| Close |
1,803.6 |
1,796.1 |
-7.5 |
-0.4% |
1,760.2 |
| Range |
23.7 |
33.9 |
10.2 |
43.0% |
85.1 |
| ATR |
36.3 |
36.1 |
-0.2 |
-0.5% |
0.0 |
| Volume |
3,759 |
7,421 |
3,662 |
97.4% |
6,224 |
|
| Daily Pivots for day following 09-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,891.7 |
1,877.8 |
1,814.7 |
|
| R3 |
1,857.8 |
1,843.9 |
1,805.4 |
|
| R2 |
1,823.9 |
1,823.9 |
1,802.3 |
|
| R1 |
1,810.0 |
1,810.0 |
1,799.2 |
1,800.0 |
| PP |
1,790.0 |
1,790.0 |
1,790.0 |
1,785.0 |
| S1 |
1,776.1 |
1,776.1 |
1,793.0 |
1,766.1 |
| S2 |
1,756.1 |
1,756.1 |
1,789.9 |
|
| S3 |
1,722.2 |
1,742.2 |
1,786.8 |
|
| S4 |
1,688.3 |
1,708.3 |
1,777.5 |
|
|
| Weekly Pivots for week ending 04-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,995.7 |
1,963.1 |
1,807.0 |
|
| R3 |
1,910.6 |
1,878.0 |
1,783.6 |
|
| R2 |
1,825.5 |
1,825.5 |
1,775.8 |
|
| R1 |
1,792.9 |
1,792.9 |
1,768.0 |
1,809.2 |
| PP |
1,740.4 |
1,740.4 |
1,740.4 |
1,748.6 |
| S1 |
1,707.8 |
1,707.8 |
1,752.4 |
1,724.1 |
| S2 |
1,655.3 |
1,655.3 |
1,744.6 |
|
| S3 |
1,570.2 |
1,622.7 |
1,736.8 |
|
| S4 |
1,485.1 |
1,537.6 |
1,713.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,808.0 |
1,734.0 |
74.0 |
4.1% |
30.3 |
1.7% |
84% |
False |
False |
3,330 |
| 10 |
1,808.0 |
1,688.0 |
120.0 |
6.7% |
31.2 |
1.7% |
90% |
False |
False |
2,080 |
| 20 |
1,808.0 |
1,609.0 |
199.0 |
11.1% |
30.0 |
1.7% |
94% |
False |
False |
1,513 |
| 40 |
1,831.7 |
1,553.4 |
278.3 |
15.5% |
40.0 |
2.2% |
87% |
False |
False |
1,145 |
| 60 |
1,925.0 |
1,553.4 |
371.6 |
20.7% |
44.1 |
2.5% |
65% |
False |
False |
936 |
| 80 |
1,925.0 |
1,553.4 |
371.6 |
20.7% |
40.0 |
2.2% |
65% |
False |
False |
794 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,948.0 |
|
2.618 |
1,892.7 |
|
1.618 |
1,858.8 |
|
1.000 |
1,837.8 |
|
0.618 |
1,824.9 |
|
HIGH |
1,803.9 |
|
0.618 |
1,791.0 |
|
0.500 |
1,787.0 |
|
0.382 |
1,782.9 |
|
LOW |
1,770.0 |
|
0.618 |
1,749.0 |
|
1.000 |
1,736.1 |
|
1.618 |
1,715.1 |
|
2.618 |
1,681.2 |
|
4.250 |
1,625.9 |
|
|
| Fisher Pivots for day following 09-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,793.1 |
1,792.1 |
| PP |
1,790.0 |
1,788.1 |
| S1 |
1,787.0 |
1,784.1 |
|