| Trading Metrics calculated at close of trading on 16-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2009 |
16-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
2,867.0 |
2,900.0 |
33.0 |
1.2% |
2,806.0 |
| High |
2,891.0 |
2,930.0 |
39.0 |
1.3% |
2,899.0 |
| Low |
2,846.0 |
2,899.0 |
53.0 |
1.9% |
2,803.0 |
| Close |
2,879.0 |
2,922.0 |
43.0 |
1.5% |
2,879.0 |
| Range |
45.0 |
31.0 |
-14.0 |
-31.1% |
96.0 |
| ATR |
61.7 |
61.0 |
-0.8 |
-1.2% |
0.0 |
| Volume |
894,797 |
1,117,532 |
222,735 |
24.9% |
5,084,036 |
|
| Daily Pivots for day following 16-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,010.0 |
2,997.0 |
2,939.1 |
|
| R3 |
2,979.0 |
2,966.0 |
2,930.5 |
|
| R2 |
2,948.0 |
2,948.0 |
2,927.7 |
|
| R1 |
2,935.0 |
2,935.0 |
2,924.8 |
2,941.5 |
| PP |
2,917.0 |
2,917.0 |
2,917.0 |
2,920.3 |
| S1 |
2,904.0 |
2,904.0 |
2,919.2 |
2,910.5 |
| S2 |
2,886.0 |
2,886.0 |
2,916.3 |
|
| S3 |
2,855.0 |
2,873.0 |
2,913.5 |
|
| S4 |
2,824.0 |
2,842.0 |
2,905.0 |
|
|
| Weekly Pivots for week ending 13-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,148.3 |
3,109.7 |
2,931.8 |
|
| R3 |
3,052.3 |
3,013.7 |
2,905.4 |
|
| R2 |
2,956.3 |
2,956.3 |
2,896.6 |
|
| R1 |
2,917.7 |
2,917.7 |
2,887.8 |
2,937.0 |
| PP |
2,860.3 |
2,860.3 |
2,860.3 |
2,870.0 |
| S1 |
2,821.7 |
2,821.7 |
2,870.2 |
2,841.0 |
| S2 |
2,764.3 |
2,764.3 |
2,861.4 |
|
| S3 |
2,668.3 |
2,725.7 |
2,852.6 |
|
| S4 |
2,572.3 |
2,629.7 |
2,826.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,930.0 |
2,837.0 |
93.0 |
3.2% |
36.0 |
1.2% |
91% |
True |
False |
1,044,543 |
| 10 |
2,930.0 |
2,680.0 |
250.0 |
8.6% |
48.8 |
1.7% |
97% |
True |
False |
1,205,527 |
| 20 |
2,953.0 |
2,680.0 |
273.0 |
9.3% |
60.3 |
2.1% |
89% |
False |
False |
1,294,973 |
| 40 |
2,953.0 |
2,680.0 |
273.0 |
9.3% |
57.7 |
2.0% |
89% |
False |
False |
1,222,276 |
| 60 |
2,953.0 |
2,660.0 |
293.0 |
10.0% |
53.3 |
1.8% |
89% |
False |
False |
925,965 |
| 80 |
2,953.0 |
2,540.0 |
413.0 |
14.1% |
53.9 |
1.8% |
92% |
False |
False |
695,069 |
| 100 |
2,953.0 |
2,241.0 |
712.0 |
24.4% |
53.4 |
1.8% |
96% |
False |
False |
556,259 |
| 120 |
2,953.0 |
2,241.0 |
712.0 |
24.4% |
53.0 |
1.8% |
96% |
False |
False |
465,713 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,061.8 |
|
2.618 |
3,011.2 |
|
1.618 |
2,980.2 |
|
1.000 |
2,961.0 |
|
0.618 |
2,949.2 |
|
HIGH |
2,930.0 |
|
0.618 |
2,918.2 |
|
0.500 |
2,914.5 |
|
0.382 |
2,910.8 |
|
LOW |
2,899.0 |
|
0.618 |
2,879.8 |
|
1.000 |
2,868.0 |
|
1.618 |
2,848.8 |
|
2.618 |
2,817.8 |
|
4.250 |
2,767.3 |
|
|
| Fisher Pivots for day following 16-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,919.5 |
2,910.7 |
| PP |
2,917.0 |
2,899.3 |
| S1 |
2,914.5 |
2,888.0 |
|