| Trading Metrics calculated at close of trading on 06-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2009 |
06-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
2,719.0 |
2,781.0 |
62.0 |
2.3% |
2,727.0 |
| High |
2,792.0 |
2,792.0 |
0.0 |
0.0% |
2,792.0 |
| Low |
2,704.0 |
2,738.0 |
34.0 |
1.3% |
2,679.0 |
| Close |
2,779.0 |
2,778.0 |
-1.0 |
0.0% |
2,778.0 |
| Range |
88.0 |
54.0 |
-34.0 |
-38.6% |
113.0 |
| ATR |
63.7 |
63.0 |
-0.7 |
-1.1% |
0.0 |
| Volume |
2,234 |
466 |
-1,768 |
-79.1% |
76,552 |
|
| Daily Pivots for day following 06-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,931.3 |
2,908.7 |
2,807.7 |
|
| R3 |
2,877.3 |
2,854.7 |
2,792.9 |
|
| R2 |
2,823.3 |
2,823.3 |
2,787.9 |
|
| R1 |
2,800.7 |
2,800.7 |
2,783.0 |
2,785.0 |
| PP |
2,769.3 |
2,769.3 |
2,769.3 |
2,761.5 |
| S1 |
2,746.7 |
2,746.7 |
2,773.1 |
2,731.0 |
| S2 |
2,715.3 |
2,715.3 |
2,768.1 |
|
| S3 |
2,661.3 |
2,692.7 |
2,763.2 |
|
| S4 |
2,607.3 |
2,638.7 |
2,748.3 |
|
|
| Weekly Pivots for week ending 06-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,088.7 |
3,046.3 |
2,840.2 |
|
| R3 |
2,975.7 |
2,933.3 |
2,809.1 |
|
| R2 |
2,862.7 |
2,862.7 |
2,798.7 |
|
| R1 |
2,820.3 |
2,820.3 |
2,788.4 |
2,841.5 |
| PP |
2,749.7 |
2,749.7 |
2,749.7 |
2,760.3 |
| S1 |
2,707.3 |
2,707.3 |
2,767.6 |
2,728.5 |
| S2 |
2,636.7 |
2,636.7 |
2,757.3 |
|
| S3 |
2,523.7 |
2,594.3 |
2,746.9 |
|
| S4 |
2,410.7 |
2,481.3 |
2,715.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,792.0 |
2,679.0 |
113.0 |
4.1% |
57.4 |
2.1% |
88% |
True |
False |
15,310 |
| 10 |
2,892.0 |
2,679.0 |
213.0 |
7.7% |
66.0 |
2.4% |
46% |
False |
False |
8,545 |
| 20 |
2,948.0 |
2,679.0 |
269.0 |
9.7% |
58.3 |
2.1% |
37% |
False |
False |
4,450 |
| 40 |
2,948.0 |
2,679.0 |
269.0 |
9.7% |
53.6 |
1.9% |
37% |
False |
False |
5,261 |
| 60 |
2,948.0 |
2,570.0 |
378.0 |
13.6% |
48.4 |
1.7% |
55% |
False |
False |
3,859 |
| 80 |
2,948.0 |
2,483.0 |
465.0 |
16.7% |
44.6 |
1.6% |
63% |
False |
False |
2,955 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,021.5 |
|
2.618 |
2,933.4 |
|
1.618 |
2,879.4 |
|
1.000 |
2,846.0 |
|
0.618 |
2,825.4 |
|
HIGH |
2,792.0 |
|
0.618 |
2,771.4 |
|
0.500 |
2,765.0 |
|
0.382 |
2,758.6 |
|
LOW |
2,738.0 |
|
0.618 |
2,704.6 |
|
1.000 |
2,684.0 |
|
1.618 |
2,650.6 |
|
2.618 |
2,596.6 |
|
4.250 |
2,508.5 |
|
|
| Fisher Pivots for day following 06-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,773.7 |
2,768.0 |
| PP |
2,769.3 |
2,758.0 |
| S1 |
2,765.0 |
2,748.0 |
|