| 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 |
2,394.75 |
2,312.25 |
-82.50 |
-3.4% |
2,397.75 |
| High |
2,397.50 |
2,344.00 |
-53.50 |
-2.2% |
2,398.00 |
| Low |
2,302.50 |
2,286.50 |
-16.00 |
-0.7% |
2,279.00 |
| Close |
2,311.00 |
2,303.50 |
-7.50 |
-0.3% |
2,351.00 |
| Range |
95.00 |
57.50 |
-37.50 |
-39.5% |
119.00 |
| ATR |
61.46 |
61.18 |
-0.28 |
-0.5% |
0.00 |
| Volume |
337,138 |
301,449 |
-35,689 |
-10.6% |
1,530,912 |
|
| Daily Pivots for day following 10-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,483.75 |
2,451.25 |
2,335.00 |
|
| R3 |
2,426.25 |
2,393.75 |
2,319.25 |
|
| R2 |
2,368.75 |
2,368.75 |
2,314.00 |
|
| R1 |
2,336.25 |
2,336.25 |
2,308.75 |
2,323.75 |
| PP |
2,311.25 |
2,311.25 |
2,311.25 |
2,305.00 |
| S1 |
2,278.75 |
2,278.75 |
2,298.25 |
2,266.25 |
| S2 |
2,253.75 |
2,253.75 |
2,293.00 |
|
| S3 |
2,196.25 |
2,221.25 |
2,287.75 |
|
| S4 |
2,138.75 |
2,163.75 |
2,272.00 |
|
|
| 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 |
2,286.50 |
113.00 |
4.9% |
57.25 |
2.5% |
15% |
False |
True |
274,160 |
| 10 |
2,401.75 |
2,279.00 |
122.75 |
5.3% |
55.50 |
2.4% |
20% |
False |
False |
288,045 |
| 20 |
2,408.75 |
2,268.50 |
140.25 |
6.1% |
59.75 |
2.6% |
25% |
False |
False |
300,521 |
| 40 |
2,408.75 |
2,035.75 |
373.00 |
16.2% |
64.00 |
2.8% |
72% |
False |
False |
334,440 |
| 60 |
2,408.75 |
2,019.25 |
389.50 |
16.9% |
64.00 |
2.8% |
73% |
False |
False |
255,635 |
| 80 |
2,429.50 |
1,964.00 |
465.50 |
20.2% |
67.00 |
2.9% |
73% |
False |
False |
191,891 |
| 100 |
2,429.50 |
1,964.00 |
465.50 |
20.2% |
61.25 |
2.7% |
73% |
False |
False |
153,532 |
| 120 |
2,429.50 |
1,964.00 |
465.50 |
20.2% |
53.00 |
2.3% |
73% |
False |
False |
127,945 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,588.50 |
|
2.618 |
2,494.50 |
|
1.618 |
2,437.00 |
|
1.000 |
2,401.50 |
|
0.618 |
2,379.50 |
|
HIGH |
2,344.00 |
|
0.618 |
2,322.00 |
|
0.500 |
2,315.25 |
|
0.382 |
2,308.50 |
|
LOW |
2,286.50 |
|
0.618 |
2,251.00 |
|
1.000 |
2,229.00 |
|
1.618 |
2,193.50 |
|
2.618 |
2,136.00 |
|
4.250 |
2,042.00 |
|
|
| Fisher Pivots for day following 10-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,315.25 |
2,343.00 |
| PP |
2,311.25 |
2,329.75 |
| S1 |
2,307.50 |
2,316.75 |
|