| Trading Metrics calculated at close of trading on 17-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2009 |
17-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
2,900.0 |
2,914.0 |
14.0 |
0.5% |
2,806.0 |
| High |
2,930.0 |
2,921.0 |
-9.0 |
-0.3% |
2,899.0 |
| Low |
2,899.0 |
2,896.0 |
-3.0 |
-0.1% |
2,803.0 |
| Close |
2,922.0 |
2,902.0 |
-20.0 |
-0.7% |
2,879.0 |
| Range |
31.0 |
25.0 |
-6.0 |
-19.4% |
96.0 |
| ATR |
61.0 |
58.5 |
-2.5 |
-4.1% |
0.0 |
| Volume |
1,117,532 |
843,276 |
-274,256 |
-24.5% |
5,084,036 |
|
| Daily Pivots for day following 17-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,981.3 |
2,966.7 |
2,915.8 |
|
| R3 |
2,956.3 |
2,941.7 |
2,908.9 |
|
| R2 |
2,931.3 |
2,931.3 |
2,906.6 |
|
| R1 |
2,916.7 |
2,916.7 |
2,904.3 |
2,911.5 |
| PP |
2,906.3 |
2,906.3 |
2,906.3 |
2,903.8 |
| S1 |
2,891.7 |
2,891.7 |
2,899.7 |
2,886.5 |
| S2 |
2,881.3 |
2,881.3 |
2,897.4 |
|
| S3 |
2,856.3 |
2,866.7 |
2,895.1 |
|
| S4 |
2,831.3 |
2,841.7 |
2,888.3 |
|
|
| 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 |
2,846.0 |
84.0 |
2.9% |
36.0 |
1.2% |
67% |
False |
False |
1,021,660 |
| 10 |
2,930.0 |
2,706.0 |
224.0 |
7.7% |
46.5 |
1.6% |
88% |
False |
False |
1,130,048 |
| 20 |
2,940.0 |
2,680.0 |
260.0 |
9.0% |
58.8 |
2.0% |
85% |
False |
False |
1,278,639 |
| 40 |
2,953.0 |
2,680.0 |
273.0 |
9.4% |
57.5 |
2.0% |
81% |
False |
False |
1,223,285 |
| 60 |
2,953.0 |
2,660.0 |
293.0 |
10.1% |
53.1 |
1.8% |
83% |
False |
False |
939,995 |
| 80 |
2,953.0 |
2,540.0 |
413.0 |
14.2% |
53.7 |
1.8% |
88% |
False |
False |
705,604 |
| 100 |
2,953.0 |
2,241.0 |
712.0 |
24.5% |
53.0 |
1.8% |
93% |
False |
False |
564,684 |
| 120 |
2,953.0 |
2,241.0 |
712.0 |
24.5% |
52.7 |
1.8% |
93% |
False |
False |
472,703 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,027.3 |
|
2.618 |
2,986.5 |
|
1.618 |
2,961.5 |
|
1.000 |
2,946.0 |
|
0.618 |
2,936.5 |
|
HIGH |
2,921.0 |
|
0.618 |
2,911.5 |
|
0.500 |
2,908.5 |
|
0.382 |
2,905.6 |
|
LOW |
2,896.0 |
|
0.618 |
2,880.6 |
|
1.000 |
2,871.0 |
|
1.618 |
2,855.6 |
|
2.618 |
2,830.6 |
|
4.250 |
2,789.8 |
|
|
| Fisher Pivots for day following 17-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,908.5 |
2,897.3 |
| PP |
2,906.3 |
2,892.7 |
| S1 |
2,904.2 |
2,888.0 |
|