| 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 |
2,204.0 |
2,171.0 |
-33.0 |
-1.5% |
2,332.0 |
| High |
2,219.0 |
2,181.0 |
-38.0 |
-1.7% |
2,339.0 |
| Low |
2,149.0 |
2,128.0 |
-21.0 |
-1.0% |
2,201.0 |
| Close |
2,156.0 |
2,136.0 |
-20.0 |
-0.9% |
2,233.0 |
| Range |
70.0 |
53.0 |
-17.0 |
-24.3% |
138.0 |
| ATR |
78.6 |
76.7 |
-1.8 |
-2.3% |
0.0 |
| Volume |
908 |
53,064 |
52,156 |
5,744.1% |
65,133 |
|
| Daily Pivots for day following 22-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,307.3 |
2,274.7 |
2,165.2 |
|
| R3 |
2,254.3 |
2,221.7 |
2,150.6 |
|
| R2 |
2,201.3 |
2,201.3 |
2,145.7 |
|
| R1 |
2,168.7 |
2,168.7 |
2,140.9 |
2,158.5 |
| PP |
2,148.3 |
2,148.3 |
2,148.3 |
2,143.3 |
| S1 |
2,115.7 |
2,115.7 |
2,131.1 |
2,105.5 |
| S2 |
2,095.3 |
2,095.3 |
2,126.3 |
|
| S3 |
2,042.3 |
2,062.7 |
2,121.4 |
|
| S4 |
1,989.3 |
2,009.7 |
2,106.9 |
|
|
| Weekly Pivots for week ending 18-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,671.7 |
2,590.3 |
2,308.9 |
|
| R3 |
2,533.7 |
2,452.3 |
2,271.0 |
|
| R2 |
2,395.7 |
2,395.7 |
2,258.3 |
|
| R1 |
2,314.3 |
2,314.3 |
2,245.7 |
2,286.0 |
| PP |
2,257.7 |
2,257.7 |
2,257.7 |
2,243.5 |
| S1 |
2,176.3 |
2,176.3 |
2,220.4 |
2,148.0 |
| S2 |
2,119.7 |
2,119.7 |
2,207.7 |
|
| S3 |
1,981.7 |
2,038.3 |
2,195.1 |
|
| S4 |
1,843.7 |
1,900.3 |
2,157.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,284.0 |
2,128.0 |
156.0 |
7.3% |
56.4 |
2.6% |
5% |
False |
True |
15,299 |
| 10 |
2,339.0 |
2,128.0 |
211.0 |
9.9% |
70.7 |
3.3% |
4% |
False |
True |
12,729 |
| 20 |
2,503.0 |
2,128.0 |
375.0 |
17.6% |
77.0 |
3.6% |
2% |
False |
True |
14,018 |
| 40 |
2,503.0 |
2,043.0 |
460.0 |
21.5% |
70.1 |
3.3% |
20% |
False |
False |
9,942 |
| 60 |
2,503.0 |
1,927.0 |
576.0 |
27.0% |
73.2 |
3.4% |
36% |
False |
False |
13,023 |
| 80 |
2,542.0 |
1,927.0 |
615.0 |
28.8% |
77.8 |
3.6% |
34% |
False |
False |
10,030 |
| 100 |
2,869.0 |
1,927.0 |
942.0 |
44.1% |
71.8 |
3.4% |
22% |
False |
False |
8,106 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,406.3 |
|
2.618 |
2,319.8 |
|
1.618 |
2,266.8 |
|
1.000 |
2,234.0 |
|
0.618 |
2,213.8 |
|
HIGH |
2,181.0 |
|
0.618 |
2,160.8 |
|
0.500 |
2,154.5 |
|
0.382 |
2,148.2 |
|
LOW |
2,128.0 |
|
0.618 |
2,095.2 |
|
1.000 |
2,075.0 |
|
1.618 |
2,042.2 |
|
2.618 |
1,989.2 |
|
4.250 |
1,902.8 |
|
|
| Fisher Pivots for day following 22-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,154.5 |
2,187.5 |
| PP |
2,148.3 |
2,170.3 |
| S1 |
2,142.2 |
2,153.2 |
|