| Trading Metrics calculated at close of trading on 13-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2009 |
13-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
5,654.5 |
5,671.5 |
17.0 |
0.3% |
5,528.5 |
| High |
5,730.5 |
5,704.5 |
-26.0 |
-0.5% |
5,730.5 |
| Low |
5,635.5 |
5,616.5 |
-19.0 |
-0.3% |
5,528.5 |
| Close |
5,673.0 |
5,690.0 |
17.0 |
0.3% |
5,690.0 |
| Range |
95.0 |
88.0 |
-7.0 |
-7.4% |
202.0 |
| ATR |
120.8 |
118.5 |
-2.3 |
-1.9% |
0.0 |
| Volume |
161,692 |
129,318 |
-32,374 |
-20.0% |
702,850 |
|
| Daily Pivots for day following 13-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,934.3 |
5,900.2 |
5,738.4 |
|
| R3 |
5,846.3 |
5,812.2 |
5,714.2 |
|
| R2 |
5,758.3 |
5,758.3 |
5,706.1 |
|
| R1 |
5,724.2 |
5,724.2 |
5,698.1 |
5,741.3 |
| PP |
5,670.3 |
5,670.3 |
5,670.3 |
5,678.9 |
| S1 |
5,636.2 |
5,636.2 |
5,681.9 |
5,653.3 |
| S2 |
5,582.3 |
5,582.3 |
5,673.9 |
|
| S3 |
5,494.3 |
5,548.2 |
5,665.8 |
|
| S4 |
5,406.3 |
5,460.2 |
5,641.6 |
|
|
| Weekly Pivots for week ending 13-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,255.7 |
6,174.8 |
5,801.1 |
|
| R3 |
6,053.7 |
5,972.8 |
5,745.6 |
|
| R2 |
5,851.7 |
5,851.7 |
5,727.0 |
|
| R1 |
5,770.8 |
5,770.8 |
5,708.5 |
5,811.3 |
| PP |
5,649.7 |
5,649.7 |
5,649.7 |
5,669.9 |
| S1 |
5,568.8 |
5,568.8 |
5,671.5 |
5,609.3 |
| S2 |
5,447.7 |
5,447.7 |
5,653.0 |
|
| S3 |
5,245.7 |
5,366.8 |
5,634.5 |
|
| S4 |
5,043.7 |
5,164.8 |
5,578.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,730.5 |
5,528.5 |
202.0 |
3.6% |
86.3 |
1.5% |
80% |
False |
False |
140,570 |
| 10 |
5,730.5 |
5,316.0 |
414.5 |
7.3% |
103.2 |
1.8% |
90% |
False |
False |
158,717 |
| 20 |
5,894.0 |
5,316.0 |
578.0 |
10.2% |
119.8 |
2.1% |
65% |
False |
False |
170,031 |
| 40 |
5,894.0 |
5,316.0 |
578.0 |
10.2% |
112.6 |
2.0% |
65% |
False |
False |
162,045 |
| 60 |
5,894.0 |
5,268.5 |
625.5 |
11.0% |
105.2 |
1.8% |
67% |
False |
False |
115,564 |
| 80 |
5,894.0 |
5,152.5 |
741.5 |
13.0% |
105.9 |
1.9% |
72% |
False |
False |
86,919 |
| 100 |
5,894.0 |
4,540.0 |
1,354.0 |
23.8% |
106.2 |
1.9% |
85% |
False |
False |
69,653 |
| 120 |
5,894.0 |
4,540.0 |
1,354.0 |
23.8% |
105.7 |
1.9% |
85% |
False |
False |
58,340 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,078.5 |
|
2.618 |
5,934.9 |
|
1.618 |
5,846.9 |
|
1.000 |
5,792.5 |
|
0.618 |
5,758.9 |
|
HIGH |
5,704.5 |
|
0.618 |
5,670.9 |
|
0.500 |
5,660.5 |
|
0.382 |
5,650.1 |
|
LOW |
5,616.5 |
|
0.618 |
5,562.1 |
|
1.000 |
5,528.5 |
|
1.618 |
5,474.1 |
|
2.618 |
5,386.1 |
|
4.250 |
5,242.5 |
|
|
| Fisher Pivots for day following 13-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
5,680.2 |
5,684.5 |
| PP |
5,670.3 |
5,679.0 |
| S1 |
5,660.5 |
5,673.5 |
|