| Trading Metrics calculated at close of trading on 09-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2011 |
09-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
2,369.00 |
2,394.75 |
25.75 |
1.1% |
2,397.75 |
| High |
2,399.50 |
2,397.50 |
-2.00 |
-0.1% |
2,398.00 |
| Low |
2,355.25 |
2,302.50 |
-52.75 |
-2.2% |
2,279.00 |
| Close |
2,394.50 |
2,311.00 |
-83.50 |
-3.5% |
2,351.00 |
| Range |
44.25 |
95.00 |
50.75 |
114.7% |
119.00 |
| ATR |
58.88 |
61.46 |
2.58 |
4.4% |
0.00 |
| Volume |
251,312 |
337,138 |
85,826 |
34.2% |
1,530,912 |
|
| Daily Pivots for day following 09-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,622.00 |
2,561.50 |
2,363.25 |
|
| R3 |
2,527.00 |
2,466.50 |
2,337.00 |
|
| R2 |
2,432.00 |
2,432.00 |
2,328.50 |
|
| R1 |
2,371.50 |
2,371.50 |
2,319.75 |
2,354.25 |
| PP |
2,337.00 |
2,337.00 |
2,337.00 |
2,328.50 |
| S1 |
2,276.50 |
2,276.50 |
2,302.25 |
2,259.25 |
| S2 |
2,242.00 |
2,242.00 |
2,293.50 |
|
| S3 |
2,147.00 |
2,181.50 |
2,285.00 |
|
| S4 |
2,052.00 |
2,086.50 |
2,258.75 |
|
|
| Weekly Pivots for week ending 04-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,699.75 |
2,644.25 |
2,416.50 |
|
| R3 |
2,580.75 |
2,525.25 |
2,383.75 |
|
| R2 |
2,461.75 |
2,461.75 |
2,372.75 |
|
| R1 |
2,406.25 |
2,406.25 |
2,362.00 |
2,374.50 |
| PP |
2,342.75 |
2,342.75 |
2,342.75 |
2,326.75 |
| S1 |
2,287.25 |
2,287.25 |
2,340.00 |
2,255.50 |
| S2 |
2,223.75 |
2,223.75 |
2,329.25 |
|
| S3 |
2,104.75 |
2,168.25 |
2,318.25 |
|
| S4 |
1,985.75 |
2,049.25 |
2,285.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,399.50 |
2,279.00 |
120.50 |
5.2% |
63.25 |
2.7% |
27% |
False |
False |
278,353 |
| 10 |
2,408.75 |
2,279.00 |
129.75 |
5.6% |
57.50 |
2.5% |
25% |
False |
False |
290,838 |
| 20 |
2,408.75 |
2,268.50 |
140.25 |
6.1% |
59.25 |
2.6% |
30% |
False |
False |
301,234 |
| 40 |
2,408.75 |
2,035.75 |
373.00 |
16.1% |
63.75 |
2.8% |
74% |
False |
False |
336,924 |
| 60 |
2,408.75 |
2,019.25 |
389.50 |
16.9% |
64.00 |
2.8% |
75% |
False |
False |
250,615 |
| 80 |
2,429.50 |
1,964.00 |
465.50 |
20.1% |
66.50 |
2.9% |
75% |
False |
False |
188,124 |
| 100 |
2,429.50 |
1,964.00 |
465.50 |
20.1% |
61.25 |
2.6% |
75% |
False |
False |
150,518 |
| 120 |
2,429.50 |
1,964.00 |
465.50 |
20.1% |
52.50 |
2.3% |
75% |
False |
False |
125,433 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,801.25 |
|
2.618 |
2,646.25 |
|
1.618 |
2,551.25 |
|
1.000 |
2,492.50 |
|
0.618 |
2,456.25 |
|
HIGH |
2,397.50 |
|
0.618 |
2,361.25 |
|
0.500 |
2,350.00 |
|
0.382 |
2,338.75 |
|
LOW |
2,302.50 |
|
0.618 |
2,243.75 |
|
1.000 |
2,207.50 |
|
1.618 |
2,148.75 |
|
2.618 |
2,053.75 |
|
4.250 |
1,898.75 |
|
|
| Fisher Pivots for day following 09-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,350.00 |
2,351.00 |
| PP |
2,337.00 |
2,337.75 |
| S1 |
2,324.00 |
2,324.25 |
|