| Trading Metrics calculated at close of trading on 16-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2011 |
16-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
12,077.92 |
12,084.74 |
6.82 |
0.1% |
11,983.02 |
| High |
12,165.11 |
12,109.03 |
-56.08 |
-0.5% |
12,187.51 |
| Low |
12,001.26 |
11,890.57 |
-110.69 |
-0.9% |
11,736.93 |
| Close |
12,096.16 |
11,905.59 |
-190.57 |
-1.6% |
12,153.68 |
| Range |
163.85 |
218.46 |
54.61 |
33.3% |
450.58 |
| ATR |
232.96 |
231.92 |
-1.04 |
-0.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 16-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,623.78 |
12,483.14 |
12,025.74 |
|
| R3 |
12,405.32 |
12,264.68 |
11,965.67 |
|
| R2 |
12,186.86 |
12,186.86 |
11,945.64 |
|
| R1 |
12,046.22 |
12,046.22 |
11,925.62 |
12,007.31 |
| PP |
11,968.40 |
11,968.40 |
11,968.40 |
11,948.94 |
| S1 |
11,827.76 |
11,827.76 |
11,885.56 |
11,788.85 |
| S2 |
11,749.94 |
11,749.94 |
11,865.54 |
|
| S3 |
11,531.48 |
11,609.30 |
11,845.51 |
|
| S4 |
11,313.02 |
11,390.84 |
11,785.44 |
|
|
| Weekly Pivots for week ending 11-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,377.78 |
13,216.31 |
12,401.50 |
|
| R3 |
12,927.20 |
12,765.73 |
12,277.59 |
|
| R2 |
12,476.62 |
12,476.62 |
12,236.29 |
|
| R1 |
12,315.15 |
12,315.15 |
12,194.98 |
12,395.89 |
| PP |
12,026.04 |
12,026.04 |
12,026.04 |
12,066.41 |
| S1 |
11,864.57 |
11,864.57 |
12,112.38 |
11,945.31 |
| S2 |
11,575.46 |
11,575.46 |
12,071.07 |
|
| S3 |
11,124.88 |
11,413.99 |
12,029.77 |
|
| S4 |
10,674.30 |
10,963.41 |
11,905.86 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,179.72 |
11,779.88 |
399.84 |
3.4% |
198.11 |
1.7% |
31% |
False |
False |
|
| 10 |
12,187.51 |
11,736.93 |
450.58 |
3.8% |
222.28 |
1.9% |
37% |
False |
False |
|
| 20 |
12,284.31 |
11,391.14 |
893.17 |
7.5% |
227.98 |
1.9% |
58% |
False |
False |
|
| 40 |
12,284.31 |
10,404.49 |
1,879.82 |
15.8% |
246.52 |
2.1% |
80% |
False |
False |
|
| 60 |
12,284.31 |
10,404.49 |
1,879.82 |
15.8% |
248.57 |
2.1% |
80% |
False |
False |
|
| 80 |
12,498.65 |
10,404.49 |
2,094.16 |
17.6% |
270.52 |
2.3% |
72% |
False |
False |
|
| 100 |
12,753.89 |
10,404.49 |
2,349.40 |
19.7% |
244.24 |
2.1% |
64% |
False |
False |
|
| 120 |
12,753.89 |
10,404.49 |
2,349.40 |
19.7% |
227.41 |
1.9% |
64% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,037.49 |
|
2.618 |
12,680.96 |
|
1.618 |
12,462.50 |
|
1.000 |
12,327.49 |
|
0.618 |
12,244.04 |
|
HIGH |
12,109.03 |
|
0.618 |
12,025.58 |
|
0.500 |
11,999.80 |
|
0.382 |
11,974.02 |
|
LOW |
11,890.57 |
|
0.618 |
11,755.56 |
|
1.000 |
11,672.11 |
|
1.618 |
11,537.10 |
|
2.618 |
11,318.64 |
|
4.250 |
10,962.12 |
|
|
| Fisher Pivots for day following 16-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
11,999.80 |
12,030.57 |
| PP |
11,968.40 |
11,988.91 |
| S1 |
11,936.99 |
11,947.25 |
|