| Trading Metrics calculated at close of trading on 17-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2011 |
17-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
2,230.0 |
2,249.0 |
19.0 |
0.9% |
2,287.0 |
| High |
2,299.0 |
2,271.0 |
-28.0 |
-1.2% |
2,349.0 |
| Low |
2,227.0 |
2,202.0 |
-25.0 |
-1.1% |
2,189.0 |
| Close |
2,240.0 |
2,221.0 |
-19.0 |
-0.8% |
2,325.0 |
| Range |
72.0 |
69.0 |
-3.0 |
-4.2% |
160.0 |
| ATR |
86.2 |
84.9 |
-1.2 |
-1.4% |
0.0 |
| Volume |
1,335,304 |
1,472,273 |
136,969 |
10.3% |
6,901,398 |
|
| Daily Pivots for day following 17-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,438.3 |
2,398.7 |
2,259.0 |
|
| R3 |
2,369.3 |
2,329.7 |
2,240.0 |
|
| R2 |
2,300.3 |
2,300.3 |
2,233.7 |
|
| R1 |
2,260.7 |
2,260.7 |
2,227.3 |
2,246.0 |
| PP |
2,231.3 |
2,231.3 |
2,231.3 |
2,224.0 |
| S1 |
2,191.7 |
2,191.7 |
2,214.7 |
2,177.0 |
| S2 |
2,162.3 |
2,162.3 |
2,208.4 |
|
| S3 |
2,093.3 |
2,122.7 |
2,202.0 |
|
| S4 |
2,024.3 |
2,053.7 |
2,183.1 |
|
|
| Weekly Pivots for week ending 11-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,767.7 |
2,706.3 |
2,413.0 |
|
| R3 |
2,607.7 |
2,546.3 |
2,369.0 |
|
| R2 |
2,447.7 |
2,447.7 |
2,354.3 |
|
| R1 |
2,386.3 |
2,386.3 |
2,339.7 |
2,417.0 |
| PP |
2,287.7 |
2,287.7 |
2,287.7 |
2,303.0 |
| S1 |
2,226.3 |
2,226.3 |
2,310.3 |
2,257.0 |
| S2 |
2,127.7 |
2,127.7 |
2,295.7 |
|
| S3 |
1,967.7 |
2,066.3 |
2,281.0 |
|
| S4 |
1,807.7 |
1,906.3 |
2,237.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,346.0 |
2,202.0 |
144.0 |
6.5% |
71.4 |
3.2% |
13% |
False |
True |
1,260,191 |
| 10 |
2,368.0 |
2,189.0 |
179.0 |
8.1% |
85.0 |
3.8% |
18% |
False |
False |
1,376,072 |
| 20 |
2,509.0 |
2,189.0 |
320.0 |
14.4% |
83.7 |
3.8% |
10% |
False |
False |
1,444,430 |
| 40 |
2,509.0 |
1,924.0 |
585.0 |
26.3% |
79.9 |
3.6% |
51% |
False |
False |
1,507,000 |
| 60 |
2,509.0 |
1,924.0 |
585.0 |
26.3% |
78.1 |
3.5% |
51% |
False |
False |
1,266,881 |
| 80 |
2,705.0 |
1,924.0 |
781.0 |
35.2% |
86.7 |
3.9% |
38% |
False |
False |
954,337 |
| 100 |
2,887.0 |
1,924.0 |
963.0 |
43.4% |
78.9 |
3.6% |
31% |
False |
False |
764,146 |
| 120 |
2,887.0 |
1,924.0 |
963.0 |
43.4% |
73.5 |
3.3% |
31% |
False |
False |
638,748 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,564.3 |
|
2.618 |
2,451.6 |
|
1.618 |
2,382.6 |
|
1.000 |
2,340.0 |
|
0.618 |
2,313.6 |
|
HIGH |
2,271.0 |
|
0.618 |
2,244.6 |
|
0.500 |
2,236.5 |
|
0.382 |
2,228.4 |
|
LOW |
2,202.0 |
|
0.618 |
2,159.4 |
|
1.000 |
2,133.0 |
|
1.618 |
2,090.4 |
|
2.618 |
2,021.4 |
|
4.250 |
1,908.8 |
|
|
| Fisher Pivots for day following 17-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,236.5 |
2,250.5 |
| PP |
2,231.3 |
2,240.7 |
| S1 |
2,226.2 |
2,230.8 |
|