| Trading Metrics calculated at close of trading on 22-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2011 |
22-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
2,244.00 |
2,215.25 |
-28.75 |
-1.3% |
2,355.00 |
| High |
2,244.00 |
2,226.75 |
-17.25 |
-0.8% |
2,374.00 |
| Low |
2,187.00 |
2,190.75 |
3.75 |
0.2% |
2,249.00 |
| Close |
2,213.50 |
2,214.25 |
0.75 |
0.0% |
2,249.75 |
| Range |
57.00 |
36.00 |
-21.00 |
-36.8% |
125.00 |
| ATR |
59.64 |
57.95 |
-1.69 |
-2.8% |
0.00 |
| Volume |
257,930 |
263,891 |
5,961 |
2.3% |
1,354,558 |
|
| Daily Pivots for day following 22-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,318.50 |
2,302.50 |
2,234.00 |
|
| R3 |
2,282.50 |
2,266.50 |
2,224.25 |
|
| R2 |
2,246.50 |
2,246.50 |
2,220.75 |
|
| R1 |
2,230.50 |
2,230.50 |
2,217.50 |
2,220.50 |
| PP |
2,210.50 |
2,210.50 |
2,210.50 |
2,205.50 |
| S1 |
2,194.50 |
2,194.50 |
2,211.00 |
2,184.50 |
| S2 |
2,174.50 |
2,174.50 |
2,207.75 |
|
| S3 |
2,138.50 |
2,158.50 |
2,204.25 |
|
| S4 |
2,102.50 |
2,122.50 |
2,194.50 |
|
|
| 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 |
2,371.50 |
2,187.00 |
184.50 |
8.3% |
54.00 |
2.4% |
15% |
False |
False |
286,854 |
| 10 |
2,397.50 |
2,187.00 |
210.50 |
9.5% |
58.25 |
2.6% |
13% |
False |
False |
270,272 |
| 20 |
2,408.75 |
2,187.00 |
221.75 |
10.0% |
56.25 |
2.5% |
12% |
False |
False |
279,816 |
| 40 |
2,408.75 |
2,035.75 |
373.00 |
16.8% |
61.25 |
2.8% |
48% |
False |
False |
310,295 |
| 60 |
2,408.75 |
2,035.75 |
373.00 |
16.8% |
61.50 |
2.8% |
48% |
False |
False |
289,966 |
| 80 |
2,408.75 |
1,964.00 |
444.75 |
20.1% |
67.50 |
3.0% |
56% |
False |
False |
217,614 |
| 100 |
2,429.50 |
1,964.00 |
465.50 |
21.0% |
62.25 |
2.8% |
54% |
False |
False |
174,166 |
| 120 |
2,429.50 |
1,964.00 |
465.50 |
21.0% |
56.25 |
2.5% |
54% |
False |
False |
145,146 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,379.75 |
|
2.618 |
2,321.00 |
|
1.618 |
2,285.00 |
|
1.000 |
2,262.75 |
|
0.618 |
2,249.00 |
|
HIGH |
2,226.75 |
|
0.618 |
2,213.00 |
|
0.500 |
2,208.75 |
|
0.382 |
2,204.50 |
|
LOW |
2,190.75 |
|
0.618 |
2,168.50 |
|
1.000 |
2,154.75 |
|
1.618 |
2,132.50 |
|
2.618 |
2,096.50 |
|
4.250 |
2,037.75 |
|
|
| Fisher Pivots for day following 22-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,212.50 |
2,238.50 |
| PP |
2,210.50 |
2,230.50 |
| S1 |
2,208.75 |
2,222.25 |
|