| Trading Metrics calculated at close of trading on 25-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2011 |
25-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
2,214.00 |
2,169.00 |
-45.00 |
-2.0% |
2,244.00 |
| High |
2,216.75 |
2,184.50 |
-32.25 |
-1.5% |
2,244.00 |
| Low |
2,161.00 |
2,135.75 |
-25.25 |
-1.2% |
2,135.75 |
| Close |
2,161.00 |
2,147.50 |
-13.50 |
-0.6% |
2,147.50 |
| Range |
55.75 |
48.75 |
-7.00 |
-12.6% |
108.25 |
| ATR |
57.79 |
57.15 |
-0.65 |
-1.1% |
0.00 |
| Volume |
252,323 |
162,261 |
-90,062 |
-35.7% |
936,405 |
|
| Daily Pivots for day following 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,302.25 |
2,273.50 |
2,174.25 |
|
| R3 |
2,253.50 |
2,224.75 |
2,161.00 |
|
| R2 |
2,204.75 |
2,204.75 |
2,156.50 |
|
| R1 |
2,176.00 |
2,176.00 |
2,152.00 |
2,166.00 |
| PP |
2,156.00 |
2,156.00 |
2,156.00 |
2,151.00 |
| S1 |
2,127.25 |
2,127.25 |
2,143.00 |
2,117.25 |
| S2 |
2,107.25 |
2,107.25 |
2,138.50 |
|
| S3 |
2,058.50 |
2,078.50 |
2,134.00 |
|
| S4 |
2,009.75 |
2,029.75 |
2,120.75 |
|
|
| Weekly Pivots for week ending 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,500.50 |
2,432.25 |
2,207.00 |
|
| R3 |
2,392.25 |
2,324.00 |
2,177.25 |
|
| R2 |
2,284.00 |
2,284.00 |
2,167.25 |
|
| R1 |
2,215.75 |
2,215.75 |
2,157.50 |
2,195.75 |
| PP |
2,175.75 |
2,175.75 |
2,175.75 |
2,165.75 |
| S1 |
2,107.50 |
2,107.50 |
2,137.50 |
2,087.50 |
| S2 |
2,067.50 |
2,067.50 |
2,127.75 |
|
| S3 |
1,959.25 |
1,999.25 |
2,117.75 |
|
| S4 |
1,851.00 |
1,891.00 |
2,088.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,290.00 |
2,135.75 |
154.25 |
7.2% |
47.75 |
2.2% |
8% |
False |
True |
238,867 |
| 10 |
2,374.00 |
2,135.75 |
238.25 |
11.1% |
53.50 |
2.5% |
5% |
False |
True |
247,872 |
| 20 |
2,401.75 |
2,135.75 |
266.00 |
12.4% |
54.50 |
2.5% |
4% |
False |
True |
267,958 |
| 40 |
2,408.75 |
2,035.75 |
373.00 |
17.4% |
59.50 |
2.8% |
30% |
False |
False |
302,390 |
| 60 |
2,408.75 |
2,035.75 |
373.00 |
17.4% |
61.75 |
2.9% |
30% |
False |
False |
296,834 |
| 80 |
2,408.75 |
1,964.00 |
444.75 |
20.7% |
67.25 |
3.1% |
41% |
False |
False |
222,786 |
| 100 |
2,429.50 |
1,964.00 |
465.50 |
21.7% |
62.75 |
2.9% |
39% |
False |
False |
178,311 |
| 120 |
2,429.50 |
1,964.00 |
465.50 |
21.7% |
57.00 |
2.7% |
39% |
False |
False |
148,601 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,391.75 |
|
2.618 |
2,312.25 |
|
1.618 |
2,263.50 |
|
1.000 |
2,233.25 |
|
0.618 |
2,214.75 |
|
HIGH |
2,184.50 |
|
0.618 |
2,166.00 |
|
0.500 |
2,160.00 |
|
0.382 |
2,154.25 |
|
LOW |
2,135.75 |
|
0.618 |
2,105.50 |
|
1.000 |
2,087.00 |
|
1.618 |
2,056.75 |
|
2.618 |
2,008.00 |
|
4.250 |
1,928.50 |
|
|
| Fisher Pivots for day following 25-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,160.00 |
2,181.25 |
| PP |
2,156.00 |
2,170.00 |
| S1 |
2,151.75 |
2,158.75 |
|