| 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 |
11,365 |
11,200 |
-165 |
-1.5% |
11,622 |
| High |
11,375 |
11,245 |
-130 |
-1.1% |
11,630 |
| Low |
11,149 |
11,077 |
-72 |
-0.6% |
11,077 |
| Close |
11,164 |
11,117 |
-47 |
-0.4% |
11,117 |
| Range |
226 |
168 |
-58 |
-25.7% |
553 |
| ATR |
228 |
224 |
-4 |
-1.9% |
0 |
| Volume |
384 |
89 |
-295 |
-76.8% |
1,067 |
|
| Daily Pivots for day following 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,650 |
11,552 |
11,210 |
|
| R3 |
11,482 |
11,384 |
11,163 |
|
| R2 |
11,314 |
11,314 |
11,148 |
|
| R1 |
11,216 |
11,216 |
11,133 |
11,181 |
| PP |
11,146 |
11,146 |
11,146 |
11,129 |
| S1 |
11,048 |
11,048 |
11,102 |
11,013 |
| S2 |
10,978 |
10,978 |
11,086 |
|
| S3 |
10,810 |
10,880 |
11,071 |
|
| S4 |
10,642 |
10,712 |
11,025 |
|
|
| Weekly Pivots for week ending 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,934 |
12,578 |
11,421 |
|
| R3 |
12,381 |
12,025 |
11,269 |
|
| R2 |
11,828 |
11,828 |
11,219 |
|
| R1 |
11,472 |
11,472 |
11,168 |
11,374 |
| PP |
11,275 |
11,275 |
11,275 |
11,225 |
| S1 |
10,919 |
10,919 |
11,066 |
10,821 |
| S2 |
10,722 |
10,722 |
11,016 |
|
| S3 |
10,169 |
10,366 |
10,965 |
|
| S4 |
9,616 |
9,813 |
10,813 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,790 |
11,077 |
713 |
6.4% |
192 |
1.7% |
6% |
False |
True |
220 |
| 10 |
12,119 |
11,077 |
1,042 |
9.4% |
207 |
1.9% |
4% |
False |
True |
125 |
| 20 |
12,119 |
11,077 |
1,042 |
9.4% |
204 |
1.8% |
4% |
False |
True |
76 |
| 40 |
12,150 |
10,288 |
1,862 |
16.7% |
210 |
1.9% |
45% |
False |
False |
50 |
| 60 |
12,150 |
10,288 |
1,862 |
16.7% |
213 |
1.9% |
45% |
False |
False |
43 |
| 80 |
12,150 |
10,288 |
1,862 |
16.7% |
160 |
1.4% |
45% |
False |
False |
32 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,959 |
|
2.618 |
11,685 |
|
1.618 |
11,517 |
|
1.000 |
11,413 |
|
0.618 |
11,349 |
|
HIGH |
11,245 |
|
0.618 |
11,181 |
|
0.500 |
11,161 |
|
0.382 |
11,141 |
|
LOW |
11,077 |
|
0.618 |
10,973 |
|
1.000 |
10,909 |
|
1.618 |
10,805 |
|
2.618 |
10,637 |
|
4.250 |
10,363 |
|
|
| Fisher Pivots for day following 25-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
11,161 |
11,292 |
| PP |
11,146 |
11,234 |
| S1 |
11,132 |
11,175 |
|