| Trading Metrics calculated at close of trading on 16-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2011 |
16-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
2,343.25 |
2,361.50 |
18.25 |
0.8% |
2,356.50 |
| High |
2,374.00 |
2,371.50 |
-2.50 |
-0.1% |
2,399.50 |
| Low |
2,310.00 |
2,312.25 |
2.25 |
0.1% |
2,286.50 |
| Close |
2,359.75 |
2,313.75 |
-46.00 |
-1.9% |
2,350.25 |
| Range |
64.00 |
59.25 |
-4.75 |
-7.4% |
113.00 |
| ATR |
59.61 |
59.59 |
-0.03 |
0.0% |
0.00 |
| Volume |
257,276 |
285,487 |
28,211 |
11.0% |
1,323,517 |
|
| Daily Pivots for day following 16-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,510.25 |
2,471.25 |
2,346.25 |
|
| R3 |
2,451.00 |
2,412.00 |
2,330.00 |
|
| R2 |
2,391.75 |
2,391.75 |
2,324.50 |
|
| R1 |
2,352.75 |
2,352.75 |
2,319.25 |
2,342.50 |
| PP |
2,332.50 |
2,332.50 |
2,332.50 |
2,327.50 |
| S1 |
2,293.50 |
2,293.50 |
2,308.25 |
2,283.50 |
| S2 |
2,273.25 |
2,273.25 |
2,303.00 |
|
| S3 |
2,214.00 |
2,234.25 |
2,297.50 |
|
| S4 |
2,154.75 |
2,175.00 |
2,281.25 |
|
|
| 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 |
2,374.00 |
2,286.50 |
87.50 |
3.8% |
55.25 |
2.4% |
31% |
False |
False |
243,360 |
| 10 |
2,399.50 |
2,279.00 |
120.50 |
5.2% |
59.25 |
2.6% |
29% |
False |
False |
260,856 |
| 20 |
2,408.75 |
2,268.50 |
140.25 |
6.1% |
58.25 |
2.5% |
32% |
False |
False |
281,089 |
| 40 |
2,408.75 |
2,035.75 |
373.00 |
16.1% |
63.75 |
2.8% |
75% |
False |
False |
324,607 |
| 60 |
2,408.75 |
2,035.75 |
373.00 |
16.1% |
62.00 |
2.7% |
75% |
False |
False |
270,853 |
| 80 |
2,420.50 |
1,964.00 |
456.50 |
19.7% |
67.75 |
2.9% |
77% |
False |
False |
203,263 |
| 100 |
2,429.50 |
1,964.00 |
465.50 |
20.1% |
61.50 |
2.7% |
75% |
False |
False |
162,683 |
| 120 |
2,429.50 |
1,964.00 |
465.50 |
20.1% |
54.75 |
2.4% |
75% |
False |
False |
135,573 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,623.25 |
|
2.618 |
2,526.50 |
|
1.618 |
2,467.25 |
|
1.000 |
2,430.75 |
|
0.618 |
2,408.00 |
|
HIGH |
2,371.50 |
|
0.618 |
2,348.75 |
|
0.500 |
2,342.00 |
|
0.382 |
2,335.00 |
|
LOW |
2,312.25 |
|
0.618 |
2,275.75 |
|
1.000 |
2,253.00 |
|
1.618 |
2,216.50 |
|
2.618 |
2,157.25 |
|
4.250 |
2,060.50 |
|
|
| Fisher Pivots for day following 16-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,342.00 |
2,342.00 |
| PP |
2,332.50 |
2,332.50 |
| S1 |
2,323.00 |
2,323.25 |
|