| 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 |
2,312.25 |
2,308.50 |
-3.75 |
-0.2% |
2,356.50 |
| High |
2,344.00 |
2,360.25 |
16.25 |
0.7% |
2,399.50 |
| Low |
2,286.50 |
2,301.50 |
15.00 |
0.7% |
2,286.50 |
| Close |
2,303.50 |
2,350.25 |
46.75 |
2.0% |
2,350.25 |
| Range |
57.50 |
58.75 |
1.25 |
2.2% |
113.00 |
| ATR |
61.18 |
61.01 |
-0.17 |
-0.3% |
0.00 |
| Volume |
301,449 |
187,760 |
-113,689 |
-37.7% |
1,323,517 |
|
| Daily Pivots for day following 11-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,513.50 |
2,490.75 |
2,382.50 |
|
| R3 |
2,454.75 |
2,432.00 |
2,366.50 |
|
| R2 |
2,396.00 |
2,396.00 |
2,361.00 |
|
| R1 |
2,373.25 |
2,373.25 |
2,355.75 |
2,384.50 |
| PP |
2,337.25 |
2,337.25 |
2,337.25 |
2,343.00 |
| S1 |
2,314.50 |
2,314.50 |
2,344.75 |
2,326.00 |
| S2 |
2,278.50 |
2,278.50 |
2,339.50 |
|
| S3 |
2,219.75 |
2,255.75 |
2,334.00 |
|
| S4 |
2,161.00 |
2,197.00 |
2,318.00 |
|
|
| Weekly Pivots for week ending 11-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,684.50 |
2,630.25 |
2,412.50 |
|
| R3 |
2,571.50 |
2,517.25 |
2,381.25 |
|
| R2 |
2,458.50 |
2,458.50 |
2,371.00 |
|
| R1 |
2,404.25 |
2,404.25 |
2,360.50 |
2,375.00 |
| PP |
2,345.50 |
2,345.50 |
2,345.50 |
2,330.75 |
| S1 |
2,291.25 |
2,291.25 |
2,340.00 |
2,262.00 |
| S2 |
2,232.50 |
2,232.50 |
2,329.50 |
|
| S3 |
2,119.50 |
2,178.25 |
2,319.25 |
|
| S4 |
2,006.50 |
2,065.25 |
2,288.00 |
|
|
| 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 |
4.8% |
61.50 |
2.6% |
56% |
False |
False |
264,703 |
| 10 |
2,399.50 |
2,279.00 |
120.50 |
5.1% |
59.00 |
2.5% |
59% |
False |
False |
285,442 |
| 20 |
2,408.75 |
2,268.50 |
140.25 |
6.0% |
60.25 |
2.6% |
58% |
False |
False |
296,187 |
| 40 |
2,408.75 |
2,035.75 |
373.00 |
15.9% |
64.50 |
2.7% |
84% |
False |
False |
331,343 |
| 60 |
2,408.75 |
2,019.25 |
389.50 |
16.6% |
63.00 |
2.7% |
85% |
False |
False |
258,760 |
| 80 |
2,429.50 |
1,964.00 |
465.50 |
19.8% |
67.00 |
2.9% |
83% |
False |
False |
194,236 |
| 100 |
2,429.50 |
1,964.00 |
465.50 |
19.8% |
61.50 |
2.6% |
83% |
False |
False |
155,409 |
| 120 |
2,429.50 |
1,964.00 |
465.50 |
19.8% |
53.50 |
2.3% |
83% |
False |
False |
129,510 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,610.00 |
|
2.618 |
2,514.00 |
|
1.618 |
2,455.25 |
|
1.000 |
2,419.00 |
|
0.618 |
2,396.50 |
|
HIGH |
2,360.25 |
|
0.618 |
2,337.75 |
|
0.500 |
2,331.00 |
|
0.382 |
2,324.00 |
|
LOW |
2,301.50 |
|
0.618 |
2,265.25 |
|
1.000 |
2,242.75 |
|
1.618 |
2,206.50 |
|
2.618 |
2,147.75 |
|
4.250 |
2,051.75 |
|
|
| Fisher Pivots for day following 11-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,343.75 |
2,347.50 |
| PP |
2,337.25 |
2,344.75 |
| S1 |
2,331.00 |
2,342.00 |
|