| Trading Metrics calculated at close of trading on 18-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2009 |
18-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
2,914.0 |
2,919.0 |
5.0 |
0.2% |
2,806.0 |
| High |
2,921.0 |
2,933.0 |
12.0 |
0.4% |
2,899.0 |
| Low |
2,896.0 |
2,898.0 |
2.0 |
0.1% |
2,803.0 |
| Close |
2,902.0 |
2,911.0 |
9.0 |
0.3% |
2,879.0 |
| Range |
25.0 |
35.0 |
10.0 |
40.0% |
96.0 |
| ATR |
58.5 |
56.8 |
-1.7 |
-2.9% |
0.0 |
| Volume |
843,276 |
876,667 |
33,391 |
4.0% |
5,084,036 |
|
| Daily Pivots for day following 18-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,019.0 |
3,000.0 |
2,930.3 |
|
| R3 |
2,984.0 |
2,965.0 |
2,920.6 |
|
| R2 |
2,949.0 |
2,949.0 |
2,917.4 |
|
| R1 |
2,930.0 |
2,930.0 |
2,914.2 |
2,922.0 |
| PP |
2,914.0 |
2,914.0 |
2,914.0 |
2,910.0 |
| S1 |
2,895.0 |
2,895.0 |
2,907.8 |
2,887.0 |
| S2 |
2,879.0 |
2,879.0 |
2,904.6 |
|
| S3 |
2,844.0 |
2,860.0 |
2,901.4 |
|
| S4 |
2,809.0 |
2,825.0 |
2,891.8 |
|
|
| 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 |
2,933.0 |
2,846.0 |
87.0 |
3.0% |
36.6 |
1.3% |
75% |
True |
False |
982,199 |
| 10 |
2,933.0 |
2,706.0 |
227.0 |
7.8% |
45.2 |
1.6% |
90% |
True |
False |
1,067,743 |
| 20 |
2,935.0 |
2,680.0 |
255.0 |
8.8% |
57.2 |
2.0% |
91% |
False |
False |
1,255,043 |
| 40 |
2,953.0 |
2,680.0 |
273.0 |
9.4% |
57.3 |
2.0% |
85% |
False |
False |
1,223,218 |
| 60 |
2,953.0 |
2,660.0 |
293.0 |
10.1% |
52.6 |
1.8% |
86% |
False |
False |
954,517 |
| 80 |
2,953.0 |
2,540.0 |
413.0 |
14.2% |
53.4 |
1.8% |
90% |
False |
False |
716,542 |
| 100 |
2,953.0 |
2,241.0 |
712.0 |
24.5% |
52.9 |
1.8% |
94% |
False |
False |
573,442 |
| 120 |
2,953.0 |
2,241.0 |
712.0 |
24.5% |
52.7 |
1.8% |
94% |
False |
False |
479,981 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,081.8 |
|
2.618 |
3,024.6 |
|
1.618 |
2,989.6 |
|
1.000 |
2,968.0 |
|
0.618 |
2,954.6 |
|
HIGH |
2,933.0 |
|
0.618 |
2,919.6 |
|
0.500 |
2,915.5 |
|
0.382 |
2,911.4 |
|
LOW |
2,898.0 |
|
0.618 |
2,876.4 |
|
1.000 |
2,863.0 |
|
1.618 |
2,841.4 |
|
2.618 |
2,806.4 |
|
4.250 |
2,749.3 |
|
|
| Fisher Pivots for day following 18-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,915.5 |
2,914.5 |
| PP |
2,914.0 |
2,913.3 |
| S1 |
2,912.5 |
2,912.2 |
|