| Trading Metrics calculated at close of trading on 18-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2011 |
18-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1,763.5 |
1,728.8 |
-34.7 |
-2.0% |
1,799.3 |
| High |
1,772.7 |
1,743.6 |
-29.1 |
-1.6% |
1,799.8 |
| Low |
1,720.5 |
1,719.1 |
-1.4 |
-0.1% |
1,719.1 |
| Close |
1,725.4 |
1,730.5 |
5.1 |
0.3% |
1,730.5 |
| Range |
52.2 |
24.5 |
-27.7 |
-53.1% |
80.7 |
| ATR |
36.4 |
35.6 |
-0.9 |
-2.3% |
0.0 |
| Volume |
2,381 |
2,640 |
259 |
10.9% |
9,264 |
|
| Daily Pivots for day following 18-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,804.6 |
1,792.0 |
1,744.0 |
|
| R3 |
1,780.1 |
1,767.5 |
1,737.2 |
|
| R2 |
1,755.6 |
1,755.6 |
1,735.0 |
|
| R1 |
1,743.0 |
1,743.0 |
1,732.7 |
1,749.3 |
| PP |
1,731.1 |
1,731.1 |
1,731.1 |
1,734.2 |
| S1 |
1,718.5 |
1,718.5 |
1,728.3 |
1,724.8 |
| S2 |
1,706.6 |
1,706.6 |
1,726.0 |
|
| S3 |
1,682.1 |
1,694.0 |
1,723.8 |
|
| S4 |
1,657.6 |
1,669.5 |
1,717.0 |
|
|
| Weekly Pivots for week ending 18-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,991.9 |
1,941.9 |
1,774.9 |
|
| R3 |
1,911.2 |
1,861.2 |
1,752.7 |
|
| R2 |
1,830.5 |
1,830.5 |
1,745.3 |
|
| R1 |
1,780.5 |
1,780.5 |
1,737.9 |
1,765.2 |
| PP |
1,749.8 |
1,749.8 |
1,749.8 |
1,742.1 |
| S1 |
1,699.8 |
1,699.8 |
1,723.1 |
1,684.5 |
| S2 |
1,669.1 |
1,669.1 |
1,715.7 |
|
| S3 |
1,588.4 |
1,619.1 |
1,708.3 |
|
| S4 |
1,507.7 |
1,538.4 |
1,686.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,799.8 |
1,719.1 |
80.7 |
4.7% |
29.7 |
1.7% |
14% |
False |
True |
1,852 |
| 10 |
1,808.0 |
1,719.1 |
88.9 |
5.1% |
32.3 |
1.9% |
13% |
False |
True |
2,915 |
| 20 |
1,808.0 |
1,643.1 |
164.9 |
9.5% |
31.9 |
1.8% |
53% |
False |
False |
1,908 |
| 40 |
1,808.0 |
1,553.4 |
254.6 |
14.7% |
35.5 |
2.1% |
70% |
False |
False |
1,444 |
| 60 |
1,925.0 |
1,553.4 |
371.6 |
21.5% |
41.3 |
2.4% |
48% |
False |
False |
1,159 |
| 80 |
1,925.0 |
1,553.4 |
371.6 |
21.5% |
41.6 |
2.4% |
48% |
False |
False |
973 |
| 100 |
1,925.0 |
1,490.0 |
435.0 |
25.1% |
35.6 |
2.1% |
55% |
False |
False |
830 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,847.7 |
|
2.618 |
1,807.7 |
|
1.618 |
1,783.2 |
|
1.000 |
1,768.1 |
|
0.618 |
1,758.7 |
|
HIGH |
1,743.6 |
|
0.618 |
1,734.2 |
|
0.500 |
1,731.4 |
|
0.382 |
1,728.5 |
|
LOW |
1,719.1 |
|
0.618 |
1,704.0 |
|
1.000 |
1,694.6 |
|
1.618 |
1,679.5 |
|
2.618 |
1,655.0 |
|
4.250 |
1,615.0 |
|
|
| Fisher Pivots for day following 18-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,731.4 |
1,754.2 |
| PP |
1,731.1 |
1,746.3 |
| S1 |
1,730.8 |
1,738.4 |
|