| Trading Metrics calculated at close of trading on 05-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2009 |
05-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
1,087.5 |
1,095.6 |
8.1 |
0.7% |
1,055.6 |
| High |
1,099.5 |
1,095.8 |
-3.7 |
-0.3% |
1,061.2 |
| Low |
1,082.0 |
1,085.6 |
3.6 |
0.3% |
1,028.0 |
| Close |
1,088.5 |
1,090.5 |
2.0 |
0.2% |
1,041.5 |
| Range |
17.5 |
10.2 |
-7.3 |
-41.7% |
33.2 |
| ATR |
17.5 |
17.0 |
-0.5 |
-3.0% |
0.0 |
| Volume |
6,524 |
17,202 |
10,678 |
163.7% |
22,617 |
|
| Daily Pivots for day following 05-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,121.2 |
1,116.1 |
1,096.1 |
|
| R3 |
1,111.0 |
1,105.9 |
1,093.3 |
|
| R2 |
1,100.8 |
1,100.8 |
1,092.4 |
|
| R1 |
1,095.7 |
1,095.7 |
1,091.4 |
1,093.2 |
| PP |
1,090.6 |
1,090.6 |
1,090.6 |
1,089.4 |
| S1 |
1,085.5 |
1,085.5 |
1,089.6 |
1,083.0 |
| S2 |
1,080.4 |
1,080.4 |
1,088.6 |
|
| S3 |
1,070.2 |
1,075.3 |
1,087.7 |
|
| S4 |
1,060.0 |
1,065.1 |
1,084.9 |
|
|
| Weekly Pivots for week ending 30-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,143.2 |
1,125.5 |
1,059.8 |
|
| R3 |
1,110.0 |
1,092.3 |
1,050.6 |
|
| R2 |
1,076.8 |
1,076.8 |
1,047.6 |
|
| R1 |
1,059.1 |
1,059.1 |
1,044.5 |
1,051.4 |
| PP |
1,043.6 |
1,043.6 |
1,043.6 |
1,039.7 |
| S1 |
1,025.9 |
1,025.9 |
1,038.5 |
1,018.2 |
| S2 |
1,010.4 |
1,010.4 |
1,035.4 |
|
| S3 |
977.2 |
992.7 |
1,032.4 |
|
| S4 |
944.0 |
959.5 |
1,023.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,099.5 |
1,036.6 |
62.9 |
5.8% |
18.6 |
1.7% |
86% |
False |
False |
8,418 |
| 10 |
1,099.5 |
1,028.0 |
71.5 |
6.6% |
18.0 |
1.6% |
87% |
False |
False |
6,126 |
| 20 |
1,099.5 |
1,028.0 |
71.5 |
6.6% |
16.2 |
1.5% |
87% |
False |
False |
4,747 |
| 40 |
1,099.5 |
987.3 |
112.2 |
10.3% |
15.7 |
1.4% |
92% |
False |
False |
3,448 |
| 60 |
1,099.5 |
933.5 |
166.0 |
15.2% |
14.9 |
1.4% |
95% |
False |
False |
2,686 |
| 80 |
1,099.5 |
929.2 |
170.3 |
15.6% |
13.5 |
1.2% |
95% |
False |
False |
2,386 |
| 100 |
1,099.5 |
909.5 |
190.0 |
17.4% |
12.7 |
1.2% |
95% |
False |
False |
2,064 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,139.2 |
|
2.618 |
1,122.5 |
|
1.618 |
1,112.3 |
|
1.000 |
1,106.0 |
|
0.618 |
1,102.1 |
|
HIGH |
1,095.8 |
|
0.618 |
1,091.9 |
|
0.500 |
1,090.7 |
|
0.382 |
1,089.5 |
|
LOW |
1,085.6 |
|
0.618 |
1,079.3 |
|
1.000 |
1,075.4 |
|
1.618 |
1,069.1 |
|
2.618 |
1,058.9 |
|
4.250 |
1,042.3 |
|
|
| Fisher Pivots for day following 05-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,090.7 |
1,086.4 |
| PP |
1,090.6 |
1,082.3 |
| S1 |
1,090.6 |
1,078.3 |
|