| Trading Metrics calculated at close of trading on 17-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2011 |
17-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
2,361.50 |
2,314.25 |
-47.25 |
-2.0% |
2,356.50 |
| High |
2,371.50 |
2,332.75 |
-38.75 |
-1.6% |
2,399.50 |
| Low |
2,312.25 |
2,256.00 |
-56.25 |
-2.4% |
2,286.50 |
| Close |
2,313.75 |
2,268.25 |
-45.50 |
-2.0% |
2,350.25 |
| Range |
59.25 |
76.75 |
17.50 |
29.5% |
113.00 |
| ATR |
59.59 |
60.81 |
1.23 |
2.1% |
0.00 |
| Volume |
285,487 |
369,034 |
83,547 |
29.3% |
1,323,517 |
|
| Daily Pivots for day following 17-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,516.00 |
2,468.75 |
2,310.50 |
|
| R3 |
2,439.25 |
2,392.00 |
2,289.25 |
|
| R2 |
2,362.50 |
2,362.50 |
2,282.25 |
|
| R1 |
2,315.25 |
2,315.25 |
2,275.25 |
2,300.50 |
| PP |
2,285.75 |
2,285.75 |
2,285.75 |
2,278.25 |
| S1 |
2,238.50 |
2,238.50 |
2,261.25 |
2,223.75 |
| S2 |
2,209.00 |
2,209.00 |
2,254.25 |
|
| S3 |
2,132.25 |
2,161.75 |
2,247.25 |
|
| S4 |
2,055.50 |
2,085.00 |
2,226.00 |
|
|
| 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 |
2,374.00 |
2,256.00 |
118.00 |
5.2% |
59.00 |
2.6% |
10% |
False |
True |
256,877 |
| 10 |
2,399.50 |
2,256.00 |
143.50 |
6.3% |
58.25 |
2.6% |
9% |
False |
True |
265,518 |
| 20 |
2,408.75 |
2,256.00 |
152.75 |
6.7% |
59.00 |
2.6% |
8% |
False |
True |
282,153 |
| 40 |
2,408.75 |
2,035.75 |
373.00 |
16.4% |
63.25 |
2.8% |
62% |
False |
False |
319,304 |
| 60 |
2,408.75 |
2,035.75 |
373.00 |
16.4% |
62.50 |
2.8% |
62% |
False |
False |
276,981 |
| 80 |
2,408.75 |
1,964.00 |
444.75 |
19.6% |
67.75 |
3.0% |
68% |
False |
False |
207,872 |
| 100 |
2,429.50 |
1,964.00 |
465.50 |
20.5% |
62.00 |
2.7% |
65% |
False |
False |
166,373 |
| 120 |
2,429.50 |
1,964.00 |
465.50 |
20.5% |
55.25 |
2.4% |
65% |
False |
False |
138,648 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,659.00 |
|
2.618 |
2,533.75 |
|
1.618 |
2,457.00 |
|
1.000 |
2,409.50 |
|
0.618 |
2,380.25 |
|
HIGH |
2,332.75 |
|
0.618 |
2,303.50 |
|
0.500 |
2,294.50 |
|
0.382 |
2,285.25 |
|
LOW |
2,256.00 |
|
0.618 |
2,208.50 |
|
1.000 |
2,179.25 |
|
1.618 |
2,131.75 |
|
2.618 |
2,055.00 |
|
4.250 |
1,929.75 |
|
|
| Fisher Pivots for day following 17-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,294.50 |
2,315.00 |
| PP |
2,285.75 |
2,299.50 |
| S1 |
2,277.00 |
2,283.75 |
|