| Trading Metrics calculated at close of trading on 14-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2011 |
14-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
2,308.50 |
2,355.00 |
46.50 |
2.0% |
2,356.50 |
| High |
2,360.25 |
2,366.50 |
6.25 |
0.3% |
2,399.50 |
| Low |
2,301.50 |
2,329.75 |
28.25 |
1.2% |
2,286.50 |
| Close |
2,350.25 |
2,343.00 |
-7.25 |
-0.3% |
2,350.25 |
| Range |
58.75 |
36.75 |
-22.00 |
-37.4% |
113.00 |
| ATR |
61.01 |
59.27 |
-1.73 |
-2.8% |
0.00 |
| Volume |
187,760 |
184,831 |
-2,929 |
-1.6% |
1,323,517 |
|
| Daily Pivots for day following 14-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,456.75 |
2,436.50 |
2,363.25 |
|
| R3 |
2,420.00 |
2,399.75 |
2,353.00 |
|
| R2 |
2,383.25 |
2,383.25 |
2,349.75 |
|
| R1 |
2,363.00 |
2,363.00 |
2,346.25 |
2,354.75 |
| PP |
2,346.50 |
2,346.50 |
2,346.50 |
2,342.25 |
| S1 |
2,326.25 |
2,326.25 |
2,339.75 |
2,318.00 |
| S2 |
2,309.75 |
2,309.75 |
2,336.25 |
|
| S3 |
2,273.00 |
2,289.50 |
2,333.00 |
|
| S4 |
2,236.25 |
2,252.75 |
2,322.75 |
|
|
| 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% |
58.50 |
2.5% |
50% |
False |
False |
252,498 |
| 10 |
2,399.50 |
2,279.00 |
120.50 |
5.1% |
58.00 |
2.5% |
53% |
False |
False |
279,539 |
| 20 |
2,408.75 |
2,268.50 |
140.25 |
6.0% |
58.50 |
2.5% |
53% |
False |
False |
289,689 |
| 40 |
2,408.75 |
2,035.75 |
373.00 |
15.9% |
63.75 |
2.7% |
82% |
False |
False |
328,020 |
| 60 |
2,408.75 |
2,019.25 |
389.50 |
16.6% |
62.50 |
2.7% |
83% |
False |
False |
261,835 |
| 80 |
2,429.50 |
1,964.00 |
465.50 |
19.9% |
67.00 |
2.9% |
81% |
False |
False |
196,513 |
| 100 |
2,429.50 |
1,964.00 |
465.50 |
19.9% |
61.50 |
2.6% |
81% |
False |
False |
157,257 |
| 120 |
2,429.50 |
1,964.00 |
465.50 |
19.9% |
53.75 |
2.3% |
81% |
False |
False |
131,050 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,522.75 |
|
2.618 |
2,462.75 |
|
1.618 |
2,426.00 |
|
1.000 |
2,403.25 |
|
0.618 |
2,389.25 |
|
HIGH |
2,366.50 |
|
0.618 |
2,352.50 |
|
0.500 |
2,348.00 |
|
0.382 |
2,343.75 |
|
LOW |
2,329.75 |
|
0.618 |
2,307.00 |
|
1.000 |
2,293.00 |
|
1.618 |
2,270.25 |
|
2.618 |
2,233.50 |
|
4.250 |
2,173.50 |
|
|
| Fisher Pivots for day following 14-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,348.00 |
2,337.50 |
| PP |
2,346.50 |
2,332.00 |
| S1 |
2,344.75 |
2,326.50 |
|