| Trading Metrics calculated at close of trading on 10-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2011 |
10-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1,273.25 |
1,226.25 |
-47.00 |
-3.7% |
1,280.00 |
| High |
1,274.00 |
1,245.00 |
-29.00 |
-2.3% |
1,280.75 |
| Low |
1,222.75 |
1,218.25 |
-4.50 |
-0.4% |
1,208.50 |
| Close |
1,225.50 |
1,237.50 |
12.00 |
1.0% |
1,251.00 |
| Range |
51.25 |
26.75 |
-24.50 |
-47.8% |
72.25 |
| ATR |
33.12 |
32.66 |
-0.45 |
-1.4% |
0.00 |
| Volume |
3,240,999 |
2,581,674 |
-659,325 |
-20.3% |
13,208,495 |
|
| Daily Pivots for day following 10-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,313.75 |
1,302.50 |
1,252.25 |
|
| R3 |
1,287.00 |
1,275.75 |
1,244.75 |
|
| R2 |
1,260.25 |
1,260.25 |
1,242.50 |
|
| R1 |
1,249.00 |
1,249.00 |
1,240.00 |
1,254.50 |
| PP |
1,233.50 |
1,233.50 |
1,233.50 |
1,236.50 |
| S1 |
1,222.25 |
1,222.25 |
1,235.00 |
1,228.00 |
| S2 |
1,206.75 |
1,206.75 |
1,232.50 |
|
| S3 |
1,180.00 |
1,195.50 |
1,230.25 |
|
| S4 |
1,153.25 |
1,168.75 |
1,222.75 |
|
|
| Weekly Pivots for week ending 04-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,463.50 |
1,429.50 |
1,290.75 |
|
| R3 |
1,391.25 |
1,357.25 |
1,270.75 |
|
| R2 |
1,319.00 |
1,319.00 |
1,264.25 |
|
| R1 |
1,285.00 |
1,285.00 |
1,257.50 |
1,266.00 |
| PP |
1,246.75 |
1,246.75 |
1,246.75 |
1,237.25 |
| S1 |
1,212.75 |
1,212.75 |
1,244.50 |
1,193.50 |
| S2 |
1,174.50 |
1,174.50 |
1,237.75 |
|
| S3 |
1,102.25 |
1,140.50 |
1,231.25 |
|
| S4 |
1,030.00 |
1,068.25 |
1,211.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,275.25 |
1,218.25 |
57.00 |
4.6% |
31.25 |
2.5% |
34% |
False |
True |
2,457,597 |
| 10 |
1,284.25 |
1,208.50 |
75.75 |
6.1% |
31.25 |
2.5% |
38% |
False |
False |
2,516,622 |
| 20 |
1,289.25 |
1,185.50 |
103.75 |
8.4% |
31.75 |
2.6% |
50% |
False |
False |
2,537,981 |
| 40 |
1,289.25 |
1,068.00 |
221.25 |
17.9% |
33.25 |
2.7% |
77% |
False |
False |
2,748,262 |
| 60 |
1,289.25 |
1,068.00 |
221.25 |
17.9% |
34.25 |
2.8% |
77% |
False |
False |
2,146,303 |
| 80 |
1,342.00 |
1,068.00 |
274.00 |
22.1% |
35.75 |
2.9% |
62% |
False |
False |
1,611,053 |
| 100 |
1,348.75 |
1,068.00 |
280.75 |
22.7% |
32.50 |
2.6% |
60% |
False |
False |
1,289,110 |
| 120 |
1,348.75 |
1,068.00 |
280.75 |
22.7% |
29.75 |
2.4% |
60% |
False |
False |
1,074,317 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,358.75 |
|
2.618 |
1,315.00 |
|
1.618 |
1,288.25 |
|
1.000 |
1,271.75 |
|
0.618 |
1,261.50 |
|
HIGH |
1,245.00 |
|
0.618 |
1,234.75 |
|
0.500 |
1,231.50 |
|
0.382 |
1,228.50 |
|
LOW |
1,218.25 |
|
0.618 |
1,201.75 |
|
1.000 |
1,191.50 |
|
1.618 |
1,175.00 |
|
2.618 |
1,148.25 |
|
4.250 |
1,104.50 |
|
|
| Fisher Pivots for day following 10-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,235.50 |
1,246.75 |
| PP |
1,233.50 |
1,243.75 |
| S1 |
1,231.50 |
1,240.50 |
|