| 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 |
1,725.2 |
1,685.6 |
-39.6 |
-2.3% |
1,799.3 |
| High |
1,731.1 |
1,710.2 |
-20.9 |
-1.2% |
1,799.8 |
| Low |
1,675.0 |
1,680.8 |
5.8 |
0.3% |
1,719.1 |
| Close |
1,684.5 |
1,708.6 |
24.1 |
1.4% |
1,730.5 |
| Range |
56.1 |
29.4 |
-26.7 |
-47.6% |
80.7 |
| ATR |
37.0 |
36.5 |
-0.5 |
-1.5% |
0.0 |
| Volume |
1,369 |
6,395 |
5,026 |
367.1% |
9,264 |
|
| Daily Pivots for day following 22-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,788.1 |
1,777.7 |
1,724.8 |
|
| R3 |
1,758.7 |
1,748.3 |
1,716.7 |
|
| R2 |
1,729.3 |
1,729.3 |
1,714.0 |
|
| R1 |
1,718.9 |
1,718.9 |
1,711.3 |
1,724.1 |
| PP |
1,699.9 |
1,699.9 |
1,699.9 |
1,702.5 |
| S1 |
1,689.5 |
1,689.5 |
1,705.9 |
1,694.7 |
| S2 |
1,670.5 |
1,670.5 |
1,703.2 |
|
| S3 |
1,641.1 |
1,660.1 |
1,700.5 |
|
| S4 |
1,611.7 |
1,630.7 |
1,692.4 |
|
|
| 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 |
1,789.2 |
1,675.0 |
114.2 |
6.7% |
38.1 |
2.2% |
29% |
False |
False |
2,821 |
| 10 |
1,803.9 |
1,675.0 |
128.9 |
7.5% |
34.1 |
2.0% |
26% |
False |
False |
3,136 |
| 20 |
1,808.0 |
1,675.0 |
133.0 |
7.8% |
32.1 |
1.9% |
25% |
False |
False |
2,268 |
| 40 |
1,808.0 |
1,597.1 |
210.9 |
12.3% |
33.6 |
2.0% |
53% |
False |
False |
1,609 |
| 60 |
1,925.0 |
1,553.4 |
371.6 |
21.7% |
40.6 |
2.4% |
42% |
False |
False |
1,278 |
| 80 |
1,925.0 |
1,553.4 |
371.6 |
21.7% |
42.2 |
2.5% |
42% |
False |
False |
1,068 |
| 100 |
1,925.0 |
1,516.4 |
408.6 |
23.9% |
36.5 |
2.1% |
47% |
False |
False |
906 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,835.2 |
|
2.618 |
1,787.2 |
|
1.618 |
1,757.8 |
|
1.000 |
1,739.6 |
|
0.618 |
1,728.4 |
|
HIGH |
1,710.2 |
|
0.618 |
1,699.0 |
|
0.500 |
1,695.5 |
|
0.382 |
1,692.0 |
|
LOW |
1,680.8 |
|
0.618 |
1,662.6 |
|
1.000 |
1,651.4 |
|
1.618 |
1,633.2 |
|
2.618 |
1,603.8 |
|
4.250 |
1,555.9 |
|
|
| Fisher Pivots for day following 22-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,704.2 |
1,709.3 |
| PP |
1,699.9 |
1,709.1 |
| S1 |
1,695.5 |
1,708.8 |
|