| Trading Metrics calculated at close of trading on 10-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2009 |
10-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
1,061.25 |
1,086.75 |
25.50 |
2.4% |
1,027.50 |
| High |
1,087.00 |
1,089.25 |
2.25 |
0.2% |
1,065.50 |
| Low |
1,060.75 |
1,080.25 |
19.50 |
1.8% |
1,021.00 |
| Close |
1,086.75 |
1,087.00 |
0.25 |
0.0% |
1,061.25 |
| Range |
26.25 |
9.00 |
-17.25 |
-65.7% |
44.50 |
| ATR |
19.95 |
19.17 |
-0.78 |
-3.9% |
0.00 |
| Volume |
2,591 |
3,715 |
1,124 |
43.4% |
30,652 |
|
| Daily Pivots for day following 10-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,112.50 |
1,108.75 |
1,092.00 |
|
| R3 |
1,103.50 |
1,099.75 |
1,089.50 |
|
| R2 |
1,094.50 |
1,094.50 |
1,088.75 |
|
| R1 |
1,090.75 |
1,090.75 |
1,087.75 |
1,092.50 |
| PP |
1,085.50 |
1,085.50 |
1,085.50 |
1,086.50 |
| S1 |
1,081.75 |
1,081.75 |
1,086.25 |
1,083.50 |
| S2 |
1,076.50 |
1,076.50 |
1,085.25 |
|
| S3 |
1,067.50 |
1,072.75 |
1,084.50 |
|
| S4 |
1,058.50 |
1,063.75 |
1,082.00 |
|
|
| Weekly Pivots for week ending 06-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,182.75 |
1,166.50 |
1,085.75 |
|
| R3 |
1,138.25 |
1,122.00 |
1,073.50 |
|
| R2 |
1,093.75 |
1,093.75 |
1,069.50 |
|
| R1 |
1,077.50 |
1,077.50 |
1,065.25 |
1,085.50 |
| PP |
1,049.25 |
1,049.25 |
1,049.25 |
1,053.25 |
| S1 |
1,033.00 |
1,033.00 |
1,057.25 |
1,041.00 |
| S2 |
1,004.75 |
1,004.75 |
1,053.00 |
|
| S3 |
960.25 |
988.50 |
1,049.00 |
|
| S4 |
915.75 |
944.00 |
1,036.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,089.25 |
1,034.50 |
54.75 |
5.0% |
18.75 |
1.7% |
96% |
True |
False |
4,821 |
| 10 |
1,089.25 |
1,021.00 |
68.25 |
6.3% |
21.75 |
2.0% |
97% |
True |
False |
5,294 |
| 20 |
1,093.75 |
1,021.00 |
72.75 |
6.7% |
20.50 |
1.9% |
91% |
False |
False |
4,347 |
| 40 |
1,093.75 |
1,007.25 |
86.50 |
8.0% |
18.00 |
1.7% |
92% |
False |
False |
2,691 |
| 60 |
1,093.75 |
970.00 |
123.75 |
11.4% |
16.25 |
1.5% |
95% |
False |
False |
1,803 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,127.50 |
|
2.618 |
1,112.75 |
|
1.618 |
1,103.75 |
|
1.000 |
1,098.25 |
|
0.618 |
1,094.75 |
|
HIGH |
1,089.25 |
|
0.618 |
1,085.75 |
|
0.500 |
1,084.75 |
|
0.382 |
1,083.75 |
|
LOW |
1,080.25 |
|
0.618 |
1,074.75 |
|
1.000 |
1,071.25 |
|
1.618 |
1,065.75 |
|
2.618 |
1,056.75 |
|
4.250 |
1,042.00 |
|
|
| Fisher Pivots for day following 10-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,086.25 |
1,081.00 |
| PP |
1,085.50 |
1,075.00 |
| S1 |
1,084.75 |
1,069.00 |
|