| Trading Metrics calculated at close of trading on 21-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2011 |
21-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
8,400 |
8,390 |
-10 |
-0.1% |
8,620 |
| High |
8,460 |
8,400 |
-60 |
-0.7% |
8,660 |
| Low |
8,365 |
8,230 |
-135 |
-1.6% |
8,365 |
| Close |
8,400 |
8,265 |
-135 |
-1.6% |
8,400 |
| Range |
95 |
170 |
75 |
78.9% |
295 |
| ATR |
160 |
160 |
1 |
0.5% |
0 |
| Volume |
4,973 |
5,373 |
400 |
8.0% |
29,439 |
|
| Daily Pivots for day following 21-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,808 |
8,707 |
8,359 |
|
| R3 |
8,638 |
8,537 |
8,312 |
|
| R2 |
8,468 |
8,468 |
8,296 |
|
| R1 |
8,367 |
8,367 |
8,281 |
8,333 |
| PP |
8,298 |
8,298 |
8,298 |
8,281 |
| S1 |
8,197 |
8,197 |
8,250 |
8,163 |
| S2 |
8,128 |
8,128 |
8,234 |
|
| S3 |
7,958 |
8,027 |
8,218 |
|
| S4 |
7,788 |
7,857 |
8,172 |
|
|
| Weekly Pivots for week ending 18-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,360 |
9,175 |
8,562 |
|
| R3 |
9,065 |
8,880 |
8,481 |
|
| R2 |
8,770 |
8,770 |
8,454 |
|
| R1 |
8,585 |
8,585 |
8,427 |
8,530 |
| PP |
8,475 |
8,475 |
8,475 |
8,448 |
| S1 |
8,290 |
8,290 |
8,373 |
8,235 |
| S2 |
8,180 |
8,180 |
8,346 |
|
| S3 |
7,885 |
7,995 |
8,319 |
|
| S4 |
7,590 |
7,700 |
8,238 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,595 |
8,230 |
365 |
4.4% |
134 |
1.6% |
10% |
False |
True |
5,962 |
| 10 |
8,795 |
8,230 |
565 |
6.8% |
145 |
1.7% |
6% |
False |
True |
6,120 |
| 20 |
9,170 |
8,230 |
940 |
11.4% |
173 |
2.1% |
4% |
False |
True |
6,810 |
| 40 |
9,170 |
8,230 |
940 |
11.4% |
171 |
2.1% |
4% |
False |
True |
6,793 |
| 60 |
9,170 |
8,230 |
940 |
11.4% |
173 |
2.1% |
4% |
False |
True |
7,299 |
| 80 |
9,950 |
8,230 |
1,720 |
20.8% |
172 |
2.1% |
2% |
False |
True |
5,489 |
| 100 |
10,120 |
8,230 |
1,890 |
22.9% |
138 |
1.7% |
2% |
False |
True |
4,393 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,123 |
|
2.618 |
8,845 |
|
1.618 |
8,675 |
|
1.000 |
8,570 |
|
0.618 |
8,505 |
|
HIGH |
8,400 |
|
0.618 |
8,335 |
|
0.500 |
8,315 |
|
0.382 |
8,295 |
|
LOW |
8,230 |
|
0.618 |
8,125 |
|
1.000 |
8,060 |
|
1.618 |
7,955 |
|
2.618 |
7,785 |
|
4.250 |
7,508 |
|
|
| Fisher Pivots for day following 21-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
8,315 |
8,360 |
| PP |
8,298 |
8,328 |
| S1 |
8,282 |
8,297 |
|