| Trading Metrics calculated at close of trading on 11-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2009 |
11-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
2,852.0 |
2,866.0 |
14.0 |
0.5% |
2,727.0 |
| High |
2,856.0 |
2,891.0 |
35.0 |
1.2% |
2,792.0 |
| Low |
2,834.0 |
2,862.0 |
28.0 |
1.0% |
2,679.0 |
| Close |
2,841.0 |
2,868.0 |
27.0 |
1.0% |
2,778.0 |
| Range |
22.0 |
29.0 |
7.0 |
31.8% |
113.0 |
| ATR |
61.5 |
60.7 |
-0.8 |
-1.3% |
0.0 |
| Volume |
437 |
2,477 |
2,040 |
466.8% |
76,552 |
|
| Daily Pivots for day following 11-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,960.7 |
2,943.3 |
2,884.0 |
|
| R3 |
2,931.7 |
2,914.3 |
2,876.0 |
|
| R2 |
2,902.7 |
2,902.7 |
2,873.3 |
|
| R1 |
2,885.3 |
2,885.3 |
2,870.7 |
2,894.0 |
| PP |
2,873.7 |
2,873.7 |
2,873.7 |
2,878.0 |
| S1 |
2,856.3 |
2,856.3 |
2,865.3 |
2,865.0 |
| S2 |
2,844.7 |
2,844.7 |
2,862.7 |
|
| S3 |
2,815.7 |
2,827.3 |
2,860.0 |
|
| S4 |
2,786.7 |
2,798.3 |
2,852.1 |
|
|
| 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 |
2,891.0 |
2,704.0 |
187.0 |
6.5% |
50.4 |
1.8% |
88% |
True |
False |
1,233 |
| 10 |
2,891.0 |
2,679.0 |
212.0 |
7.4% |
57.9 |
2.0% |
89% |
True |
False |
8,760 |
| 20 |
2,948.0 |
2,679.0 |
269.0 |
9.4% |
57.6 |
2.0% |
70% |
False |
False |
4,538 |
| 40 |
2,948.0 |
2,679.0 |
269.0 |
9.4% |
52.7 |
1.8% |
70% |
False |
False |
3,750 |
| 60 |
2,948.0 |
2,624.0 |
324.0 |
11.3% |
48.7 |
1.7% |
75% |
False |
False |
3,911 |
| 80 |
2,948.0 |
2,506.0 |
442.0 |
15.4% |
45.4 |
1.6% |
82% |
False |
False |
2,998 |
| 100 |
2,948.0 |
2,250.0 |
698.0 |
24.3% |
43.3 |
1.5% |
89% |
False |
False |
2,427 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,014.3 |
|
2.618 |
2,966.9 |
|
1.618 |
2,937.9 |
|
1.000 |
2,920.0 |
|
0.618 |
2,908.9 |
|
HIGH |
2,891.0 |
|
0.618 |
2,879.9 |
|
0.500 |
2,876.5 |
|
0.382 |
2,873.1 |
|
LOW |
2,862.0 |
|
0.618 |
2,844.1 |
|
1.000 |
2,833.0 |
|
1.618 |
2,815.1 |
|
2.618 |
2,786.1 |
|
4.250 |
2,738.8 |
|
|
| Fisher Pivots for day following 11-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,876.5 |
2,861.0 |
| PP |
2,873.7 |
2,854.0 |
| S1 |
2,870.8 |
2,847.0 |
|