| Trading Metrics calculated at close of trading on 09-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2009 |
09-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
2,781.0 |
2,822.0 |
41.0 |
1.5% |
2,727.0 |
| High |
2,792.0 |
2,862.0 |
70.0 |
2.5% |
2,792.0 |
| Low |
2,738.0 |
2,803.0 |
65.0 |
2.4% |
2,679.0 |
| Close |
2,778.0 |
2,841.0 |
63.0 |
2.3% |
2,778.0 |
| Range |
54.0 |
59.0 |
5.0 |
9.3% |
113.0 |
| ATR |
63.0 |
64.5 |
1.5 |
2.4% |
0.0 |
| Volume |
466 |
555 |
89 |
19.1% |
76,552 |
|
| Daily Pivots for day following 09-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,012.3 |
2,985.7 |
2,873.5 |
|
| R3 |
2,953.3 |
2,926.7 |
2,857.2 |
|
| R2 |
2,894.3 |
2,894.3 |
2,851.8 |
|
| R1 |
2,867.7 |
2,867.7 |
2,846.4 |
2,881.0 |
| PP |
2,835.3 |
2,835.3 |
2,835.3 |
2,842.0 |
| S1 |
2,808.7 |
2,808.7 |
2,835.6 |
2,822.0 |
| S2 |
2,776.3 |
2,776.3 |
2,830.2 |
|
| S3 |
2,717.3 |
2,749.7 |
2,824.8 |
|
| S4 |
2,658.3 |
2,690.7 |
2,808.6 |
|
|
| 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 |
2,862.0 |
2,679.0 |
183.0 |
6.4% |
56.2 |
2.0% |
89% |
True |
False |
14,687 |
| 10 |
2,862.0 |
2,679.0 |
183.0 |
6.4% |
63.9 |
2.2% |
89% |
True |
False |
8,562 |
| 20 |
2,948.0 |
2,679.0 |
269.0 |
9.5% |
59.5 |
2.1% |
60% |
False |
False |
4,463 |
| 40 |
2,948.0 |
2,679.0 |
269.0 |
9.5% |
53.6 |
1.9% |
60% |
False |
False |
5,055 |
| 60 |
2,948.0 |
2,570.0 |
378.0 |
13.3% |
49.2 |
1.7% |
72% |
False |
False |
3,867 |
| 80 |
2,948.0 |
2,489.0 |
459.0 |
16.2% |
45.4 |
1.6% |
77% |
False |
False |
2,962 |
| 100 |
2,948.0 |
2,250.0 |
698.0 |
24.6% |
43.6 |
1.5% |
85% |
False |
False |
2,410 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,112.8 |
|
2.618 |
3,016.5 |
|
1.618 |
2,957.5 |
|
1.000 |
2,921.0 |
|
0.618 |
2,898.5 |
|
HIGH |
2,862.0 |
|
0.618 |
2,839.5 |
|
0.500 |
2,832.5 |
|
0.382 |
2,825.5 |
|
LOW |
2,803.0 |
|
0.618 |
2,766.5 |
|
1.000 |
2,744.0 |
|
1.618 |
2,707.5 |
|
2.618 |
2,648.5 |
|
4.250 |
2,552.3 |
|
|
| Fisher Pivots for day following 09-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,838.2 |
2,821.7 |
| PP |
2,835.3 |
2,802.3 |
| S1 |
2,832.5 |
2,783.0 |
|