| Trading Metrics calculated at close of trading on 12-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2009 |
12-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
2,869.0 |
2,863.0 |
-6.0 |
-0.2% |
2,728.0 |
| High |
2,896.0 |
2,899.0 |
3.0 |
0.1% |
2,798.0 |
| Low |
2,864.0 |
2,852.0 |
-12.0 |
-0.4% |
2,680.0 |
| Close |
2,872.0 |
2,870.0 |
-2.0 |
-0.1% |
2,782.0 |
| Range |
32.0 |
47.0 |
15.0 |
46.9% |
118.0 |
| ATR |
64.2 |
63.0 |
-1.2 |
-1.9% |
0.0 |
| Volume |
1,073,971 |
1,178,725 |
104,754 |
9.8% |
7,369,327 |
|
| Daily Pivots for day following 12-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,014.7 |
2,989.3 |
2,895.9 |
|
| R3 |
2,967.7 |
2,942.3 |
2,882.9 |
|
| R2 |
2,920.7 |
2,920.7 |
2,878.6 |
|
| R1 |
2,895.3 |
2,895.3 |
2,874.3 |
2,908.0 |
| PP |
2,873.7 |
2,873.7 |
2,873.7 |
2,880.0 |
| S1 |
2,848.3 |
2,848.3 |
2,865.7 |
2,861.0 |
| S2 |
2,826.7 |
2,826.7 |
2,861.4 |
|
| S3 |
2,779.7 |
2,801.3 |
2,857.1 |
|
| S4 |
2,732.7 |
2,754.3 |
2,844.2 |
|
|
| 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 |
2,899.0 |
2,741.0 |
158.0 |
5.5% |
44.8 |
1.6% |
82% |
True |
False |
1,114,015 |
| 10 |
2,899.0 |
2,680.0 |
219.0 |
7.6% |
59.7 |
2.1% |
87% |
True |
False |
1,337,167 |
| 20 |
2,953.0 |
2,680.0 |
273.0 |
9.5% |
62.9 |
2.2% |
70% |
False |
False |
1,308,973 |
| 40 |
2,953.0 |
2,680.0 |
273.0 |
9.5% |
57.8 |
2.0% |
70% |
False |
False |
1,227,379 |
| 60 |
2,953.0 |
2,626.0 |
327.0 |
11.4% |
54.2 |
1.9% |
75% |
False |
False |
892,744 |
| 80 |
2,953.0 |
2,505.0 |
448.0 |
15.6% |
54.5 |
1.9% |
81% |
False |
False |
670,023 |
| 100 |
2,953.0 |
2,241.0 |
712.0 |
24.8% |
53.9 |
1.9% |
88% |
False |
False |
536,294 |
| 120 |
2,953.0 |
2,241.0 |
712.0 |
24.8% |
53.4 |
1.9% |
88% |
False |
False |
449,021 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,098.8 |
|
2.618 |
3,022.0 |
|
1.618 |
2,975.0 |
|
1.000 |
2,946.0 |
|
0.618 |
2,928.0 |
|
HIGH |
2,899.0 |
|
0.618 |
2,881.0 |
|
0.500 |
2,875.5 |
|
0.382 |
2,870.0 |
|
LOW |
2,852.0 |
|
0.618 |
2,823.0 |
|
1.000 |
2,805.0 |
|
1.618 |
2,776.0 |
|
2.618 |
2,729.0 |
|
4.250 |
2,652.3 |
|
|
| Fisher Pivots for day following 12-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,875.5 |
2,869.3 |
| PP |
2,873.7 |
2,868.7 |
| S1 |
2,871.8 |
2,868.0 |
|