| 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 |
1,764.7 |
1,721.5 |
-43.2 |
-2.4% |
1,789.4 |
| High |
1,768.0 |
1,738.5 |
-29.5 |
-1.7% |
1,797.6 |
| Low |
1,711.0 |
1,711.4 |
0.4 |
0.0% |
1,711.0 |
| Close |
1,720.2 |
1,725.1 |
4.9 |
0.3% |
1,725.1 |
| Range |
57.0 |
27.1 |
-29.9 |
-52.5% |
86.6 |
| ATR |
40.4 |
39.5 |
-1.0 |
-2.4% |
0.0 |
| Volume |
196,053 |
137,339 |
-58,714 |
-29.9% |
699,970 |
|
| Daily Pivots for day following 18-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,806.3 |
1,792.8 |
1,740.0 |
|
| R3 |
1,779.2 |
1,765.7 |
1,732.6 |
|
| R2 |
1,752.1 |
1,752.1 |
1,730.1 |
|
| R1 |
1,738.6 |
1,738.6 |
1,727.6 |
1,745.4 |
| PP |
1,725.0 |
1,725.0 |
1,725.0 |
1,728.4 |
| S1 |
1,711.5 |
1,711.5 |
1,722.6 |
1,718.3 |
| S2 |
1,697.9 |
1,697.9 |
1,720.1 |
|
| S3 |
1,670.8 |
1,684.4 |
1,717.6 |
|
| S4 |
1,643.7 |
1,657.3 |
1,710.2 |
|
|
| Weekly Pivots for week ending 18-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,004.4 |
1,951.3 |
1,772.7 |
|
| R3 |
1,917.8 |
1,864.7 |
1,748.9 |
|
| R2 |
1,831.2 |
1,831.2 |
1,741.0 |
|
| R1 |
1,778.1 |
1,778.1 |
1,733.0 |
1,761.4 |
| PP |
1,744.6 |
1,744.6 |
1,744.6 |
1,736.2 |
| S1 |
1,691.5 |
1,691.5 |
1,717.2 |
1,674.8 |
| S2 |
1,658.0 |
1,658.0 |
1,709.2 |
|
| S3 |
1,571.4 |
1,604.9 |
1,701.3 |
|
| S4 |
1,484.8 |
1,518.3 |
1,677.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,797.6 |
1,711.0 |
86.6 |
5.0% |
33.1 |
1.9% |
16% |
False |
False |
139,994 |
| 10 |
1,804.4 |
1,711.0 |
93.4 |
5.4% |
36.0 |
2.1% |
15% |
False |
False |
136,883 |
| 20 |
1,804.4 |
1,636.6 |
167.8 |
9.7% |
36.3 |
2.1% |
53% |
False |
False |
133,950 |
| 40 |
1,804.4 |
1,535.0 |
269.4 |
15.6% |
41.8 |
2.4% |
71% |
False |
False |
141,324 |
| 60 |
1,923.7 |
1,535.0 |
388.7 |
22.5% |
47.4 |
2.7% |
49% |
False |
False |
165,606 |
| 80 |
1,923.7 |
1,535.0 |
388.7 |
22.5% |
47.7 |
2.8% |
49% |
False |
False |
182,986 |
| 100 |
1,923.7 |
1,481.0 |
442.7 |
25.7% |
42.3 |
2.5% |
55% |
False |
False |
153,454 |
| 120 |
1,923.7 |
1,481.0 |
442.7 |
25.7% |
38.2 |
2.2% |
55% |
False |
False |
128,705 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,853.7 |
|
2.618 |
1,809.4 |
|
1.618 |
1,782.3 |
|
1.000 |
1,765.6 |
|
0.618 |
1,755.2 |
|
HIGH |
1,738.5 |
|
0.618 |
1,728.1 |
|
0.500 |
1,725.0 |
|
0.382 |
1,721.8 |
|
LOW |
1,711.4 |
|
0.618 |
1,694.7 |
|
1.000 |
1,684.3 |
|
1.618 |
1,667.6 |
|
2.618 |
1,640.5 |
|
4.250 |
1,596.2 |
|
|
| Fisher Pivots for day following 18-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,725.1 |
1,747.9 |
| PP |
1,725.0 |
1,740.3 |
| S1 |
1,725.0 |
1,732.7 |
|