| 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 |
2,822.0 |
2,852.0 |
30.0 |
1.1% |
2,727.0 |
| High |
2,862.0 |
2,856.0 |
-6.0 |
-0.2% |
2,792.0 |
| Low |
2,803.0 |
2,834.0 |
31.0 |
1.1% |
2,679.0 |
| Close |
2,841.0 |
2,841.0 |
0.0 |
0.0% |
2,778.0 |
| Range |
59.0 |
22.0 |
-37.0 |
-62.7% |
113.0 |
| ATR |
64.5 |
61.5 |
-3.0 |
-4.7% |
0.0 |
| Volume |
555 |
437 |
-118 |
-21.3% |
76,552 |
|
| Daily Pivots for day following 10-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,909.7 |
2,897.3 |
2,853.1 |
|
| R3 |
2,887.7 |
2,875.3 |
2,847.1 |
|
| R2 |
2,865.7 |
2,865.7 |
2,845.0 |
|
| R1 |
2,853.3 |
2,853.3 |
2,843.0 |
2,848.5 |
| PP |
2,843.7 |
2,843.7 |
2,843.7 |
2,841.3 |
| S1 |
2,831.3 |
2,831.3 |
2,839.0 |
2,826.5 |
| S2 |
2,821.7 |
2,821.7 |
2,837.0 |
|
| S3 |
2,799.7 |
2,809.3 |
2,835.0 |
|
| S4 |
2,777.7 |
2,787.3 |
2,828.9 |
|
|
| 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 |
2,704.0 |
158.0 |
5.6% |
52.4 |
1.8% |
87% |
False |
False |
14,075 |
| 10 |
2,862.0 |
2,679.0 |
183.0 |
6.4% |
62.4 |
2.2% |
89% |
False |
False |
8,580 |
| 20 |
2,948.0 |
2,679.0 |
269.0 |
9.5% |
58.5 |
2.1% |
60% |
False |
False |
4,480 |
| 40 |
2,948.0 |
2,679.0 |
269.0 |
9.5% |
53.1 |
1.9% |
60% |
False |
False |
4,619 |
| 60 |
2,948.0 |
2,570.0 |
378.0 |
13.3% |
49.2 |
1.7% |
72% |
False |
False |
3,873 |
| 80 |
2,948.0 |
2,489.0 |
459.0 |
16.2% |
45.4 |
1.6% |
77% |
False |
False |
2,967 |
| 100 |
2,948.0 |
2,250.0 |
698.0 |
24.6% |
43.6 |
1.5% |
85% |
False |
False |
2,408 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,949.5 |
|
2.618 |
2,913.6 |
|
1.618 |
2,891.6 |
|
1.000 |
2,878.0 |
|
0.618 |
2,869.6 |
|
HIGH |
2,856.0 |
|
0.618 |
2,847.6 |
|
0.500 |
2,845.0 |
|
0.382 |
2,842.4 |
|
LOW |
2,834.0 |
|
0.618 |
2,820.4 |
|
1.000 |
2,812.0 |
|
1.618 |
2,798.4 |
|
2.618 |
2,776.4 |
|
4.250 |
2,740.5 |
|
|
| Fisher Pivots for day following 10-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,845.0 |
2,827.3 |
| PP |
2,843.7 |
2,813.7 |
| S1 |
2,842.3 |
2,800.0 |
|