| Trading Metrics calculated at close of trading on 21-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2011 |
21-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1,728.8 |
1,725.2 |
-3.6 |
-0.2% |
1,799.3 |
| High |
1,743.6 |
1,731.1 |
-12.5 |
-0.7% |
1,799.8 |
| Low |
1,719.1 |
1,675.0 |
-44.1 |
-2.6% |
1,719.1 |
| Close |
1,730.5 |
1,684.5 |
-46.0 |
-2.7% |
1,730.5 |
| Range |
24.5 |
56.1 |
31.6 |
129.0% |
80.7 |
| ATR |
35.6 |
37.0 |
1.5 |
4.1% |
0.0 |
| Volume |
2,640 |
1,369 |
-1,271 |
-48.1% |
9,264 |
|
| Daily Pivots for day following 21-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,865.2 |
1,830.9 |
1,715.4 |
|
| R3 |
1,809.1 |
1,774.8 |
1,699.9 |
|
| R2 |
1,753.0 |
1,753.0 |
1,694.8 |
|
| R1 |
1,718.7 |
1,718.7 |
1,689.6 |
1,707.8 |
| PP |
1,696.9 |
1,696.9 |
1,696.9 |
1,691.4 |
| S1 |
1,662.6 |
1,662.6 |
1,679.4 |
1,651.7 |
| S2 |
1,640.8 |
1,640.8 |
1,674.2 |
|
| S3 |
1,584.7 |
1,606.5 |
1,669.1 |
|
| S4 |
1,528.6 |
1,550.4 |
1,653.6 |
|
|
| 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 |
1,791.5 |
1,675.0 |
116.5 |
6.9% |
37.0 |
2.2% |
8% |
False |
True |
1,719 |
| 10 |
1,808.0 |
1,675.0 |
133.0 |
7.9% |
33.6 |
2.0% |
7% |
False |
True |
2,873 |
| 20 |
1,808.0 |
1,652.9 |
155.1 |
9.2% |
33.5 |
2.0% |
20% |
False |
False |
1,969 |
| 40 |
1,808.0 |
1,597.1 |
210.9 |
12.5% |
34.2 |
2.0% |
41% |
False |
False |
1,466 |
| 60 |
1,925.0 |
1,553.4 |
371.6 |
22.1% |
41.1 |
2.4% |
35% |
False |
False |
1,175 |
| 80 |
1,925.0 |
1,553.4 |
371.6 |
22.1% |
42.1 |
2.5% |
35% |
False |
False |
990 |
| 100 |
1,925.0 |
1,490.0 |
435.0 |
25.8% |
36.2 |
2.1% |
45% |
False |
False |
843 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,969.5 |
|
2.618 |
1,878.0 |
|
1.618 |
1,821.9 |
|
1.000 |
1,787.2 |
|
0.618 |
1,765.8 |
|
HIGH |
1,731.1 |
|
0.618 |
1,709.7 |
|
0.500 |
1,703.1 |
|
0.382 |
1,696.4 |
|
LOW |
1,675.0 |
|
0.618 |
1,640.3 |
|
1.000 |
1,618.9 |
|
1.618 |
1,584.2 |
|
2.618 |
1,528.1 |
|
4.250 |
1,436.6 |
|
|
| Fisher Pivots for day following 21-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,703.1 |
1,723.9 |
| PP |
1,696.9 |
1,710.7 |
| S1 |
1,690.7 |
1,697.6 |
|