| Trading Metrics calculated at close of trading on 17-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2011 |
17-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
5,867.5 |
5,889.5 |
22.0 |
0.4% |
6,004.0 |
| High |
6,029.5 |
5,935.0 |
-94.5 |
-1.6% |
6,102.0 |
| Low |
5,849.0 |
5,775.0 |
-74.0 |
-1.3% |
5,676.5 |
| Close |
5,936.0 |
5,860.0 |
-76.0 |
-1.3% |
6,060.0 |
| Range |
180.5 |
160.0 |
-20.5 |
-11.4% |
425.5 |
| ATR |
222.5 |
218.1 |
-4.4 |
-2.0% |
0.0 |
| Volume |
285 |
546 |
261 |
91.6% |
3,693 |
|
| Daily Pivots for day following 17-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,336.7 |
6,258.3 |
5,948.0 |
|
| R3 |
6,176.7 |
6,098.3 |
5,904.0 |
|
| R2 |
6,016.7 |
6,016.7 |
5,889.3 |
|
| R1 |
5,938.3 |
5,938.3 |
5,874.7 |
5,897.5 |
| PP |
5,856.7 |
5,856.7 |
5,856.7 |
5,836.3 |
| S1 |
5,778.3 |
5,778.3 |
5,845.3 |
5,737.5 |
| S2 |
5,696.7 |
5,696.7 |
5,830.7 |
|
| S3 |
5,536.7 |
5,618.3 |
5,816.0 |
|
| S4 |
5,376.7 |
5,458.3 |
5,772.0 |
|
|
| Weekly Pivots for week ending 11-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,222.7 |
7,066.8 |
6,294.0 |
|
| R3 |
6,797.2 |
6,641.3 |
6,177.0 |
|
| R2 |
6,371.7 |
6,371.7 |
6,138.0 |
|
| R1 |
6,215.8 |
6,215.8 |
6,099.0 |
6,293.8 |
| PP |
5,946.2 |
5,946.2 |
5,946.2 |
5,985.1 |
| S1 |
5,790.3 |
5,790.3 |
6,021.0 |
5,868.3 |
| S2 |
5,520.7 |
5,520.7 |
5,982.0 |
|
| S3 |
5,095.2 |
5,364.8 |
5,943.0 |
|
| S4 |
4,669.7 |
4,939.3 |
5,826.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,134.0 |
5,775.0 |
359.0 |
6.1% |
182.9 |
3.1% |
24% |
False |
True |
354 |
| 10 |
6,198.0 |
5,676.5 |
521.5 |
8.9% |
208.8 |
3.6% |
35% |
False |
False |
552 |
| 20 |
6,456.0 |
5,676.5 |
779.5 |
13.3% |
208.9 |
3.6% |
24% |
False |
False |
530 |
| 40 |
6,456.0 |
5,001.0 |
1,455.0 |
24.8% |
201.0 |
3.4% |
59% |
False |
False |
552 |
| 60 |
6,456.0 |
4,988.0 |
1,468.0 |
25.1% |
193.6 |
3.3% |
59% |
False |
False |
1,687 |
| 80 |
7,350.0 |
4,988.0 |
2,362.0 |
40.3% |
214.7 |
3.7% |
37% |
False |
False |
1,308 |
| 100 |
7,570.5 |
4,988.0 |
2,582.5 |
44.1% |
185.2 |
3.2% |
34% |
False |
False |
1,058 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,615.0 |
|
2.618 |
6,353.9 |
|
1.618 |
6,193.9 |
|
1.000 |
6,095.0 |
|
0.618 |
6,033.9 |
|
HIGH |
5,935.0 |
|
0.618 |
5,873.9 |
|
0.500 |
5,855.0 |
|
0.382 |
5,836.1 |
|
LOW |
5,775.0 |
|
0.618 |
5,676.1 |
|
1.000 |
5,615.0 |
|
1.618 |
5,516.1 |
|
2.618 |
5,356.1 |
|
4.250 |
5,095.0 |
|
|
| Fisher Pivots for day following 17-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
5,858.3 |
5,902.3 |
| PP |
5,856.7 |
5,888.2 |
| S1 |
5,855.0 |
5,874.1 |
|