| Trading Metrics calculated at close of trading on 21-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2011 |
21-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
2,270.00 |
2,244.00 |
-26.00 |
-1.1% |
2,355.00 |
| High |
2,290.00 |
2,244.00 |
-46.00 |
-2.0% |
2,374.00 |
| Low |
2,249.00 |
2,187.00 |
-62.00 |
-2.8% |
2,249.00 |
| Close |
2,249.75 |
2,213.50 |
-36.25 |
-1.6% |
2,249.75 |
| Range |
41.00 |
57.00 |
16.00 |
39.0% |
125.00 |
| ATR |
59.40 |
59.64 |
0.24 |
0.4% |
0.00 |
| Volume |
257,930 |
257,930 |
0 |
0.0% |
1,354,558 |
|
| Daily Pivots for day following 21-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,385.75 |
2,356.75 |
2,244.75 |
|
| R3 |
2,328.75 |
2,299.75 |
2,229.25 |
|
| R2 |
2,271.75 |
2,271.75 |
2,224.00 |
|
| R1 |
2,242.75 |
2,242.75 |
2,218.75 |
2,228.75 |
| PP |
2,214.75 |
2,214.75 |
2,214.75 |
2,208.00 |
| S1 |
2,185.75 |
2,185.75 |
2,208.25 |
2,171.75 |
| S2 |
2,157.75 |
2,157.75 |
2,203.00 |
|
| S3 |
2,100.75 |
2,128.75 |
2,197.75 |
|
| S4 |
2,043.75 |
2,071.75 |
2,182.25 |
|
|
| 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 |
2,187.00 |
187.00 |
8.4% |
59.50 |
2.7% |
14% |
False |
True |
285,531 |
| 10 |
2,399.50 |
2,187.00 |
212.50 |
9.6% |
59.00 |
2.7% |
12% |
False |
True |
269,014 |
| 20 |
2,408.75 |
2,187.00 |
221.75 |
10.0% |
58.00 |
2.6% |
12% |
False |
True |
282,872 |
| 40 |
2,408.75 |
2,035.75 |
373.00 |
16.9% |
62.00 |
2.8% |
48% |
False |
False |
312,487 |
| 60 |
2,408.75 |
2,035.75 |
373.00 |
16.9% |
62.00 |
2.8% |
48% |
False |
False |
285,570 |
| 80 |
2,408.75 |
1,964.00 |
444.75 |
20.1% |
68.00 |
3.1% |
56% |
False |
False |
214,317 |
| 100 |
2,429.50 |
1,964.00 |
465.50 |
21.0% |
62.25 |
2.8% |
54% |
False |
False |
171,530 |
| 120 |
2,429.50 |
1,964.00 |
465.50 |
21.0% |
56.00 |
2.5% |
54% |
False |
False |
142,947 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,486.25 |
|
2.618 |
2,393.25 |
|
1.618 |
2,336.25 |
|
1.000 |
2,301.00 |
|
0.618 |
2,279.25 |
|
HIGH |
2,244.00 |
|
0.618 |
2,222.25 |
|
0.500 |
2,215.50 |
|
0.382 |
2,208.75 |
|
LOW |
2,187.00 |
|
0.618 |
2,151.75 |
|
1.000 |
2,130.00 |
|
1.618 |
2,094.75 |
|
2.618 |
2,037.75 |
|
4.250 |
1,944.75 |
|
|
| Fisher Pivots for day following 21-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,215.50 |
2,260.00 |
| PP |
2,214.75 |
2,244.50 |
| S1 |
2,214.25 |
2,229.00 |
|