| Trading Metrics calculated at close of trading on 10-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2011 |
10-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1,798.0 |
1,772.1 |
-25.9 |
-1.4% |
1,749.3 |
| High |
1,803.9 |
1,779.4 |
-24.5 |
-1.4% |
1,773.1 |
| Low |
1,770.0 |
1,742.2 |
-27.8 |
-1.6% |
1,688.0 |
| Close |
1,796.1 |
1,764.1 |
-32.0 |
-1.8% |
1,760.2 |
| Range |
33.9 |
37.2 |
3.3 |
9.7% |
85.1 |
| ATR |
36.1 |
37.4 |
1.3 |
3.5% |
0.0 |
| Volume |
7,421 |
2,816 |
-4,605 |
-62.1% |
6,224 |
|
| Daily Pivots for day following 10-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,873.5 |
1,856.0 |
1,784.6 |
|
| R3 |
1,836.3 |
1,818.8 |
1,774.3 |
|
| R2 |
1,799.1 |
1,799.1 |
1,770.9 |
|
| R1 |
1,781.6 |
1,781.6 |
1,767.5 |
1,771.8 |
| PP |
1,761.9 |
1,761.9 |
1,761.9 |
1,757.0 |
| S1 |
1,744.4 |
1,744.4 |
1,760.7 |
1,734.6 |
| S2 |
1,724.7 |
1,724.7 |
1,757.3 |
|
| S3 |
1,687.5 |
1,707.2 |
1,753.9 |
|
| S4 |
1,650.3 |
1,670.0 |
1,743.6 |
|
|
| 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 |
1,742.2 |
65.8 |
3.7% |
29.9 |
1.7% |
33% |
False |
True |
3,485 |
| 10 |
1,808.0 |
1,688.0 |
120.0 |
6.8% |
31.0 |
1.8% |
63% |
False |
False |
2,274 |
| 20 |
1,808.0 |
1,609.0 |
199.0 |
11.3% |
30.5 |
1.7% |
78% |
False |
False |
1,579 |
| 40 |
1,831.7 |
1,553.4 |
278.3 |
15.8% |
39.6 |
2.2% |
76% |
False |
False |
1,204 |
| 60 |
1,925.0 |
1,553.4 |
371.6 |
21.1% |
44.6 |
2.5% |
57% |
False |
False |
979 |
| 80 |
1,925.0 |
1,553.4 |
371.6 |
21.1% |
40.3 |
2.3% |
57% |
False |
False |
828 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,937.5 |
|
2.618 |
1,876.8 |
|
1.618 |
1,839.6 |
|
1.000 |
1,816.6 |
|
0.618 |
1,802.4 |
|
HIGH |
1,779.4 |
|
0.618 |
1,765.2 |
|
0.500 |
1,760.8 |
|
0.382 |
1,756.4 |
|
LOW |
1,742.2 |
|
0.618 |
1,719.2 |
|
1.000 |
1,705.0 |
|
1.618 |
1,682.0 |
|
2.618 |
1,644.8 |
|
4.250 |
1,584.1 |
|
|
| Fisher Pivots for day following 10-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,763.0 |
1,775.1 |
| PP |
1,761.9 |
1,771.4 |
| S1 |
1,760.8 |
1,767.8 |
|