| Trading Metrics calculated at close of trading on 24-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2011 |
24-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
2,109.0 |
2,097.0 |
-12.0 |
-0.6% |
2,332.0 |
| High |
2,133.0 |
2,125.0 |
-8.0 |
-0.4% |
2,339.0 |
| Low |
2,080.0 |
2,068.0 |
-12.0 |
-0.6% |
2,201.0 |
| Close |
2,096.0 |
2,085.0 |
-11.0 |
-0.5% |
2,233.0 |
| Range |
53.0 |
57.0 |
4.0 |
7.5% |
138.0 |
| ATR |
75.3 |
74.0 |
-1.3 |
-1.7% |
0.0 |
| Volume |
61,047 |
107,786 |
46,739 |
76.6% |
65,133 |
|
| Daily Pivots for day following 24-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,263.7 |
2,231.3 |
2,116.4 |
|
| R3 |
2,206.7 |
2,174.3 |
2,100.7 |
|
| R2 |
2,149.7 |
2,149.7 |
2,095.5 |
|
| R1 |
2,117.3 |
2,117.3 |
2,090.2 |
2,105.0 |
| PP |
2,092.7 |
2,092.7 |
2,092.7 |
2,086.5 |
| S1 |
2,060.3 |
2,060.3 |
2,079.8 |
2,048.0 |
| S2 |
2,035.7 |
2,035.7 |
2,074.6 |
|
| S3 |
1,978.7 |
2,003.3 |
2,069.3 |
|
| S4 |
1,921.7 |
1,946.3 |
2,053.7 |
|
|
| 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 |
2,247.0 |
2,068.0 |
179.0 |
8.6% |
54.4 |
2.6% |
9% |
False |
True |
46,195 |
| 10 |
2,339.0 |
2,068.0 |
271.0 |
13.0% |
59.4 |
2.8% |
6% |
False |
True |
28,842 |
| 20 |
2,493.0 |
2,068.0 |
425.0 |
20.4% |
73.4 |
3.5% |
4% |
False |
True |
19,725 |
| 40 |
2,503.0 |
2,043.0 |
460.0 |
22.1% |
69.4 |
3.3% |
9% |
False |
False |
14,145 |
| 60 |
2,503.0 |
1,927.0 |
576.0 |
27.6% |
72.8 |
3.5% |
27% |
False |
False |
15,738 |
| 80 |
2,503.0 |
1,927.0 |
576.0 |
27.6% |
76.4 |
3.7% |
27% |
False |
False |
12,112 |
| 100 |
2,858.0 |
1,927.0 |
931.0 |
44.7% |
72.4 |
3.5% |
17% |
False |
False |
9,791 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,367.3 |
|
2.618 |
2,274.2 |
|
1.618 |
2,217.2 |
|
1.000 |
2,182.0 |
|
0.618 |
2,160.2 |
|
HIGH |
2,125.0 |
|
0.618 |
2,103.2 |
|
0.500 |
2,096.5 |
|
0.382 |
2,089.8 |
|
LOW |
2,068.0 |
|
0.618 |
2,032.8 |
|
1.000 |
2,011.0 |
|
1.618 |
1,975.8 |
|
2.618 |
1,918.8 |
|
4.250 |
1,825.8 |
|
|
| Fisher Pivots for day following 24-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,096.5 |
2,124.5 |
| PP |
2,092.7 |
2,111.3 |
| S1 |
2,088.8 |
2,098.2 |
|