| Trading Metrics calculated at close of trading on 15-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2011 |
15-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
2,355.00 |
2,343.25 |
-11.75 |
-0.5% |
2,356.50 |
| High |
2,366.50 |
2,374.00 |
7.50 |
0.3% |
2,399.50 |
| Low |
2,329.75 |
2,310.00 |
-19.75 |
-0.8% |
2,286.50 |
| Close |
2,343.00 |
2,359.75 |
16.75 |
0.7% |
2,350.25 |
| Range |
36.75 |
64.00 |
27.25 |
74.1% |
113.00 |
| ATR |
59.27 |
59.61 |
0.34 |
0.6% |
0.00 |
| Volume |
184,831 |
257,276 |
72,445 |
39.2% |
1,323,517 |
|
| Daily Pivots for day following 15-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,540.00 |
2,513.75 |
2,395.00 |
|
| R3 |
2,476.00 |
2,449.75 |
2,377.25 |
|
| R2 |
2,412.00 |
2,412.00 |
2,371.50 |
|
| R1 |
2,385.75 |
2,385.75 |
2,365.50 |
2,399.00 |
| PP |
2,348.00 |
2,348.00 |
2,348.00 |
2,354.50 |
| S1 |
2,321.75 |
2,321.75 |
2,354.00 |
2,335.00 |
| S2 |
2,284.00 |
2,284.00 |
2,348.00 |
|
| S3 |
2,220.00 |
2,257.75 |
2,342.25 |
|
| S4 |
2,156.00 |
2,193.75 |
2,324.50 |
|
|
| 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 |
2,397.50 |
2,286.50 |
111.00 |
4.7% |
62.50 |
2.6% |
66% |
False |
False |
253,690 |
| 10 |
2,399.50 |
2,279.00 |
120.50 |
5.1% |
57.00 |
2.4% |
67% |
False |
False |
260,703 |
| 20 |
2,408.75 |
2,268.50 |
140.25 |
5.9% |
58.50 |
2.5% |
65% |
False |
False |
283,458 |
| 40 |
2,408.75 |
2,035.75 |
373.00 |
15.8% |
64.25 |
2.7% |
87% |
False |
False |
326,307 |
| 60 |
2,408.75 |
2,032.50 |
376.25 |
15.9% |
62.50 |
2.7% |
87% |
False |
False |
266,100 |
| 80 |
2,429.50 |
1,964.00 |
465.50 |
19.7% |
67.25 |
2.8% |
85% |
False |
False |
199,697 |
| 100 |
2,429.50 |
1,964.00 |
465.50 |
19.7% |
61.50 |
2.6% |
85% |
False |
False |
159,829 |
| 120 |
2,429.50 |
1,964.00 |
465.50 |
19.7% |
54.25 |
2.3% |
85% |
False |
False |
133,194 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,646.00 |
|
2.618 |
2,541.50 |
|
1.618 |
2,477.50 |
|
1.000 |
2,438.00 |
|
0.618 |
2,413.50 |
|
HIGH |
2,374.00 |
|
0.618 |
2,349.50 |
|
0.500 |
2,342.00 |
|
0.382 |
2,334.50 |
|
LOW |
2,310.00 |
|
0.618 |
2,270.50 |
|
1.000 |
2,246.00 |
|
1.618 |
2,206.50 |
|
2.618 |
2,142.50 |
|
4.250 |
2,038.00 |
|
|
| Fisher Pivots for day following 15-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,353.75 |
2,352.50 |
| PP |
2,348.00 |
2,345.00 |
| S1 |
2,342.00 |
2,337.75 |
|