| Trading Metrics calculated at close of trading on 23-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2011 |
23-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
2,215.25 |
2,214.00 |
-1.25 |
-0.1% |
2,355.00 |
| High |
2,226.75 |
2,216.75 |
-10.00 |
-0.4% |
2,374.00 |
| Low |
2,190.75 |
2,161.00 |
-29.75 |
-1.4% |
2,249.00 |
| Close |
2,214.25 |
2,161.00 |
-53.25 |
-2.4% |
2,249.75 |
| Range |
36.00 |
55.75 |
19.75 |
54.9% |
125.00 |
| ATR |
57.95 |
57.79 |
-0.16 |
-0.3% |
0.00 |
| Volume |
263,891 |
252,323 |
-11,568 |
-4.4% |
1,354,558 |
|
| Daily Pivots for day following 23-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,346.75 |
2,309.75 |
2,191.75 |
|
| R3 |
2,291.00 |
2,254.00 |
2,176.25 |
|
| R2 |
2,235.25 |
2,235.25 |
2,171.25 |
|
| R1 |
2,198.25 |
2,198.25 |
2,166.00 |
2,189.00 |
| PP |
2,179.50 |
2,179.50 |
2,179.50 |
2,175.00 |
| S1 |
2,142.50 |
2,142.50 |
2,156.00 |
2,133.00 |
| S2 |
2,123.75 |
2,123.75 |
2,150.75 |
|
| S3 |
2,068.00 |
2,086.75 |
2,145.75 |
|
| S4 |
2,012.25 |
2,031.00 |
2,130.25 |
|
|
| 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 |
2,332.75 |
2,161.00 |
171.75 |
7.9% |
53.25 |
2.5% |
0% |
False |
True |
280,221 |
| 10 |
2,374.00 |
2,161.00 |
213.00 |
9.9% |
54.25 |
2.5% |
0% |
False |
True |
261,791 |
| 20 |
2,408.75 |
2,161.00 |
247.75 |
11.5% |
56.00 |
2.6% |
0% |
False |
True |
276,314 |
| 40 |
2,408.75 |
2,035.75 |
373.00 |
17.3% |
61.00 |
2.8% |
34% |
False |
False |
308,461 |
| 60 |
2,408.75 |
2,035.75 |
373.00 |
17.3% |
61.75 |
2.9% |
34% |
False |
False |
294,154 |
| 80 |
2,408.75 |
1,964.00 |
444.75 |
20.6% |
67.25 |
3.1% |
44% |
False |
False |
220,763 |
| 100 |
2,429.50 |
1,964.00 |
465.50 |
21.5% |
62.50 |
2.9% |
42% |
False |
False |
176,689 |
| 120 |
2,429.50 |
1,964.00 |
465.50 |
21.5% |
56.75 |
2.6% |
42% |
False |
False |
147,249 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,453.75 |
|
2.618 |
2,362.75 |
|
1.618 |
2,307.00 |
|
1.000 |
2,272.50 |
|
0.618 |
2,251.25 |
|
HIGH |
2,216.75 |
|
0.618 |
2,195.50 |
|
0.500 |
2,189.00 |
|
0.382 |
2,182.25 |
|
LOW |
2,161.00 |
|
0.618 |
2,126.50 |
|
1.000 |
2,105.25 |
|
1.618 |
2,070.75 |
|
2.618 |
2,015.00 |
|
4.250 |
1,924.00 |
|
|
| Fisher Pivots for day following 23-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,189.00 |
2,202.50 |
| PP |
2,179.50 |
2,188.75 |
| S1 |
2,170.25 |
2,174.75 |
|