| Trading Metrics calculated at close of trading on 11-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2011 |
11-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
8,590 |
8,515 |
-75 |
-0.9% |
8,780 |
| High |
8,600 |
8,620 |
20 |
0.2% |
8,815 |
| Low |
8,470 |
8,470 |
0 |
0.0% |
8,470 |
| Close |
8,530 |
8,600 |
70 |
0.8% |
8,600 |
| Range |
130 |
150 |
20 |
15.4% |
345 |
| ATR |
178 |
176 |
-2 |
-1.1% |
0 |
| Volume |
7,283 |
4,596 |
-2,687 |
-36.9% |
32,982 |
|
| Daily Pivots for day following 11-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,013 |
8,957 |
8,683 |
|
| R3 |
8,863 |
8,807 |
8,641 |
|
| R2 |
8,713 |
8,713 |
8,628 |
|
| R1 |
8,657 |
8,657 |
8,614 |
8,685 |
| PP |
8,563 |
8,563 |
8,563 |
8,578 |
| S1 |
8,507 |
8,507 |
8,586 |
8,535 |
| S2 |
8,413 |
8,413 |
8,573 |
|
| S3 |
8,263 |
8,357 |
8,559 |
|
| S4 |
8,113 |
8,207 |
8,518 |
|
|
| Weekly Pivots for week ending 11-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,663 |
9,477 |
8,790 |
|
| R3 |
9,318 |
9,132 |
8,695 |
|
| R2 |
8,973 |
8,973 |
8,663 |
|
| R1 |
8,787 |
8,787 |
8,632 |
8,708 |
| PP |
8,628 |
8,628 |
8,628 |
8,589 |
| S1 |
8,442 |
8,442 |
8,569 |
8,363 |
| S2 |
8,283 |
8,283 |
8,537 |
|
| S3 |
7,938 |
8,097 |
8,505 |
|
| S4 |
7,593 |
7,752 |
8,410 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,815 |
8,470 |
345 |
4.0% |
156 |
1.8% |
38% |
False |
True |
6,596 |
| 10 |
9,170 |
8,470 |
700 |
8.1% |
189 |
2.2% |
19% |
False |
True |
7,105 |
| 20 |
9,170 |
8,470 |
700 |
8.1% |
179 |
2.1% |
19% |
False |
True |
6,889 |
| 40 |
9,170 |
8,280 |
890 |
10.3% |
182 |
2.1% |
36% |
False |
False |
7,260 |
| 60 |
9,170 |
8,280 |
890 |
10.3% |
173 |
2.0% |
36% |
False |
False |
6,722 |
| 80 |
10,120 |
8,280 |
1,840 |
21.4% |
163 |
1.9% |
17% |
False |
False |
5,055 |
| 100 |
10,120 |
8,280 |
1,840 |
21.4% |
130 |
1.5% |
17% |
False |
False |
4,045 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,258 |
|
2.618 |
9,013 |
|
1.618 |
8,863 |
|
1.000 |
8,770 |
|
0.618 |
8,713 |
|
HIGH |
8,620 |
|
0.618 |
8,563 |
|
0.500 |
8,545 |
|
0.382 |
8,527 |
|
LOW |
8,470 |
|
0.618 |
8,377 |
|
1.000 |
8,320 |
|
1.618 |
8,227 |
|
2.618 |
8,077 |
|
4.250 |
7,833 |
|
|
| Fisher Pivots for day following 11-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
8,582 |
8,620 |
| PP |
8,563 |
8,613 |
| S1 |
8,545 |
8,607 |
|