| Trading Metrics calculated at close of trading on 09-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2009 |
09-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
2,780.0 |
2,806.0 |
26.0 |
0.9% |
2,728.0 |
| High |
2,798.0 |
2,866.0 |
68.0 |
2.4% |
2,798.0 |
| Low |
2,741.0 |
2,803.0 |
62.0 |
2.3% |
2,680.0 |
| Close |
2,782.0 |
2,846.0 |
64.0 |
2.3% |
2,782.0 |
| Range |
57.0 |
63.0 |
6.0 |
10.5% |
118.0 |
| ATR |
67.2 |
68.4 |
1.2 |
1.8% |
0.0 |
| Volume |
1,380,838 |
978,851 |
-401,987 |
-29.1% |
7,369,327 |
|
| Daily Pivots for day following 09-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,027.3 |
2,999.7 |
2,880.7 |
|
| R3 |
2,964.3 |
2,936.7 |
2,863.3 |
|
| R2 |
2,901.3 |
2,901.3 |
2,857.6 |
|
| R1 |
2,873.7 |
2,873.7 |
2,851.8 |
2,887.5 |
| PP |
2,838.3 |
2,838.3 |
2,838.3 |
2,845.3 |
| S1 |
2,810.7 |
2,810.7 |
2,840.2 |
2,824.5 |
| S2 |
2,775.3 |
2,775.3 |
2,834.5 |
|
| S3 |
2,712.3 |
2,747.7 |
2,828.7 |
|
| S4 |
2,649.3 |
2,684.7 |
2,811.4 |
|
|
| Weekly Pivots for week ending 06-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,107.3 |
3,062.7 |
2,846.9 |
|
| R3 |
2,989.3 |
2,944.7 |
2,814.5 |
|
| R2 |
2,871.3 |
2,871.3 |
2,803.6 |
|
| R1 |
2,826.7 |
2,826.7 |
2,792.8 |
2,849.0 |
| PP |
2,753.3 |
2,753.3 |
2,753.3 |
2,764.5 |
| S1 |
2,708.7 |
2,708.7 |
2,771.2 |
2,731.0 |
| S2 |
2,635.3 |
2,635.3 |
2,760.4 |
|
| S3 |
2,517.3 |
2,590.7 |
2,749.6 |
|
| S4 |
2,399.3 |
2,472.7 |
2,717.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,866.0 |
2,680.0 |
186.0 |
6.5% |
61.6 |
2.2% |
89% |
True |
False |
1,366,511 |
| 10 |
2,866.0 |
2,680.0 |
186.0 |
6.5% |
69.4 |
2.4% |
89% |
True |
False |
1,455,703 |
| 20 |
2,953.0 |
2,680.0 |
273.0 |
9.6% |
64.2 |
2.3% |
61% |
False |
False |
1,325,401 |
| 40 |
2,953.0 |
2,680.0 |
273.0 |
9.6% |
58.2 |
2.0% |
61% |
False |
False |
1,224,326 |
| 60 |
2,953.0 |
2,570.0 |
383.0 |
13.5% |
55.3 |
1.9% |
72% |
False |
False |
839,304 |
| 80 |
2,953.0 |
2,472.0 |
481.0 |
16.9% |
54.6 |
1.9% |
78% |
False |
False |
629,903 |
| 100 |
2,953.0 |
2,241.0 |
712.0 |
25.0% |
54.7 |
1.9% |
85% |
False |
False |
504,203 |
| 120 |
2,953.0 |
2,241.0 |
712.0 |
25.0% |
54.0 |
1.9% |
85% |
False |
False |
422,389 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,133.8 |
|
2.618 |
3,030.9 |
|
1.618 |
2,967.9 |
|
1.000 |
2,929.0 |
|
0.618 |
2,904.9 |
|
HIGH |
2,866.0 |
|
0.618 |
2,841.9 |
|
0.500 |
2,834.5 |
|
0.382 |
2,827.1 |
|
LOW |
2,803.0 |
|
0.618 |
2,764.1 |
|
1.000 |
2,740.0 |
|
1.618 |
2,701.1 |
|
2.618 |
2,638.1 |
|
4.250 |
2,535.3 |
|
|
| Fisher Pivots for day following 09-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,842.2 |
2,826.0 |
| PP |
2,838.3 |
2,806.0 |
| S1 |
2,834.5 |
2,786.0 |
|