| Trading Metrics calculated at close of trading on 18-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2011 |
18-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
2,314.25 |
2,270.00 |
-44.25 |
-1.9% |
2,355.00 |
| High |
2,332.75 |
2,290.00 |
-42.75 |
-1.8% |
2,374.00 |
| Low |
2,256.00 |
2,249.00 |
-7.00 |
-0.3% |
2,249.00 |
| Close |
2,268.25 |
2,249.75 |
-18.50 |
-0.8% |
2,249.75 |
| Range |
76.75 |
41.00 |
-35.75 |
-46.6% |
125.00 |
| ATR |
60.81 |
59.40 |
-1.42 |
-2.3% |
0.00 |
| Volume |
369,034 |
257,930 |
-111,104 |
-30.1% |
1,354,558 |
|
| Daily Pivots for day following 18-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,386.00 |
2,358.75 |
2,272.25 |
|
| R3 |
2,345.00 |
2,317.75 |
2,261.00 |
|
| R2 |
2,304.00 |
2,304.00 |
2,257.25 |
|
| R1 |
2,276.75 |
2,276.75 |
2,253.50 |
2,270.00 |
| PP |
2,263.00 |
2,263.00 |
2,263.00 |
2,259.50 |
| S1 |
2,235.75 |
2,235.75 |
2,246.00 |
2,229.00 |
| S2 |
2,222.00 |
2,222.00 |
2,242.25 |
|
| S3 |
2,181.00 |
2,194.75 |
2,238.50 |
|
| S4 |
2,140.00 |
2,153.75 |
2,227.25 |
|
|
| Weekly Pivots for week ending 18-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,666.00 |
2,582.75 |
2,318.50 |
|
| R3 |
2,541.00 |
2,457.75 |
2,284.00 |
|
| R2 |
2,416.00 |
2,416.00 |
2,272.75 |
|
| R1 |
2,332.75 |
2,332.75 |
2,261.25 |
2,312.00 |
| PP |
2,291.00 |
2,291.00 |
2,291.00 |
2,280.50 |
| S1 |
2,207.75 |
2,207.75 |
2,238.25 |
2,187.00 |
| S2 |
2,166.00 |
2,166.00 |
2,226.75 |
|
| S3 |
2,041.00 |
2,082.75 |
2,215.50 |
|
| S4 |
1,916.00 |
1,957.75 |
2,181.00 |
|
|
| 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 |
2,249.00 |
125.00 |
5.6% |
55.50 |
2.5% |
1% |
False |
True |
270,911 |
| 10 |
2,399.50 |
2,249.00 |
150.50 |
6.7% |
58.50 |
2.6% |
0% |
False |
True |
267,807 |
| 20 |
2,408.75 |
2,249.00 |
159.75 |
7.1% |
58.50 |
2.6% |
0% |
False |
True |
282,064 |
| 40 |
2,408.75 |
2,035.75 |
373.00 |
16.6% |
62.25 |
2.8% |
57% |
False |
False |
315,791 |
| 60 |
2,408.75 |
2,035.75 |
373.00 |
16.6% |
62.50 |
2.8% |
57% |
False |
False |
281,276 |
| 80 |
2,408.75 |
1,964.00 |
444.75 |
19.8% |
67.75 |
3.0% |
64% |
False |
False |
211,095 |
| 100 |
2,429.50 |
1,964.00 |
465.50 |
20.7% |
62.00 |
2.8% |
61% |
False |
False |
168,952 |
| 120 |
2,429.50 |
1,964.00 |
465.50 |
20.7% |
55.50 |
2.5% |
61% |
False |
False |
140,797 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,464.25 |
|
2.618 |
2,397.25 |
|
1.618 |
2,356.25 |
|
1.000 |
2,331.00 |
|
0.618 |
2,315.25 |
|
HIGH |
2,290.00 |
|
0.618 |
2,274.25 |
|
0.500 |
2,269.50 |
|
0.382 |
2,264.75 |
|
LOW |
2,249.00 |
|
0.618 |
2,223.75 |
|
1.000 |
2,208.00 |
|
1.618 |
2,182.75 |
|
2.618 |
2,141.75 |
|
4.250 |
2,074.75 |
|
|
| Fisher Pivots for day following 18-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,269.50 |
2,310.25 |
| PP |
2,263.00 |
2,290.00 |
| S1 |
2,256.25 |
2,270.00 |
|