| Trading Metrics calculated at close of trading on 16-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2011 |
16-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1,251.50 |
1,254.50 |
3.00 |
0.2% |
1,253.25 |
| High |
1,262.25 |
1,258.75 |
-3.50 |
-0.3% |
1,275.25 |
| Low |
1,234.00 |
1,230.50 |
-3.50 |
-0.3% |
1,218.25 |
| Close |
1,254.00 |
1,231.00 |
-23.00 |
-1.8% |
1,261.50 |
| Range |
28.25 |
28.25 |
0.00 |
0.0% |
57.00 |
| ATR |
31.89 |
31.63 |
-0.26 |
-0.8% |
0.00 |
| Volume |
2,243,400 |
2,708,943 |
465,543 |
20.8% |
11,647,373 |
|
| Daily Pivots for day following 16-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,324.75 |
1,306.25 |
1,246.50 |
|
| R3 |
1,296.50 |
1,278.00 |
1,238.75 |
|
| R2 |
1,268.25 |
1,268.25 |
1,236.25 |
|
| R1 |
1,249.75 |
1,249.75 |
1,233.50 |
1,245.00 |
| PP |
1,240.00 |
1,240.00 |
1,240.00 |
1,237.75 |
| S1 |
1,221.50 |
1,221.50 |
1,228.50 |
1,216.50 |
| S2 |
1,211.75 |
1,211.75 |
1,225.75 |
|
| S3 |
1,183.50 |
1,193.25 |
1,223.25 |
|
| S4 |
1,155.25 |
1,165.00 |
1,215.50 |
|
|
| Weekly Pivots for week ending 11-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,422.75 |
1,399.00 |
1,292.75 |
|
| R3 |
1,365.75 |
1,342.00 |
1,277.25 |
|
| R2 |
1,308.75 |
1,308.75 |
1,272.00 |
|
| R1 |
1,285.00 |
1,285.00 |
1,266.75 |
1,297.00 |
| PP |
1,251.75 |
1,251.75 |
1,251.75 |
1,257.50 |
| S1 |
1,228.00 |
1,228.00 |
1,256.25 |
1,240.00 |
| S2 |
1,194.75 |
1,194.75 |
1,251.00 |
|
| S3 |
1,137.75 |
1,171.00 |
1,245.75 |
|
| S4 |
1,080.75 |
1,114.00 |
1,230.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,270.75 |
1,218.25 |
52.50 |
4.3% |
28.25 |
2.3% |
24% |
False |
False |
2,200,330 |
| 10 |
1,275.25 |
1,213.50 |
61.75 |
5.0% |
31.75 |
2.6% |
28% |
False |
False |
2,353,091 |
| 20 |
1,289.25 |
1,192.50 |
96.75 |
7.9% |
30.75 |
2.5% |
40% |
False |
False |
2,459,706 |
| 40 |
1,289.25 |
1,068.00 |
221.25 |
18.0% |
33.25 |
2.7% |
74% |
False |
False |
2,684,851 |
| 60 |
1,289.25 |
1,068.00 |
221.25 |
18.0% |
33.25 |
2.7% |
74% |
False |
False |
2,286,254 |
| 80 |
1,322.75 |
1,068.00 |
254.75 |
20.7% |
36.25 |
2.9% |
64% |
False |
False |
1,716,174 |
| 100 |
1,348.75 |
1,068.00 |
280.75 |
22.8% |
32.75 |
2.7% |
58% |
False |
False |
1,373,253 |
| 120 |
1,348.75 |
1,068.00 |
280.75 |
22.8% |
30.25 |
2.5% |
58% |
False |
False |
1,144,483 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,378.75 |
|
2.618 |
1,332.75 |
|
1.618 |
1,304.50 |
|
1.000 |
1,287.00 |
|
0.618 |
1,276.25 |
|
HIGH |
1,258.75 |
|
0.618 |
1,248.00 |
|
0.500 |
1,244.50 |
|
0.382 |
1,241.25 |
|
LOW |
1,230.50 |
|
0.618 |
1,213.00 |
|
1.000 |
1,202.25 |
|
1.618 |
1,184.75 |
|
2.618 |
1,156.50 |
|
4.250 |
1,110.50 |
|
|
| Fisher Pivots for day following 16-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,244.50 |
1,250.50 |
| PP |
1,240.00 |
1,244.00 |
| S1 |
1,235.50 |
1,237.50 |
|