| Trading Metrics calculated at close of trading on 12-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2009 |
12-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
2,866.0 |
2,863.0 |
-3.0 |
-0.1% |
2,727.0 |
| High |
2,891.0 |
2,893.0 |
2.0 |
0.1% |
2,792.0 |
| Low |
2,862.0 |
2,849.0 |
-13.0 |
-0.5% |
2,679.0 |
| Close |
2,868.0 |
2,866.0 |
-2.0 |
-0.1% |
2,778.0 |
| Range |
29.0 |
44.0 |
15.0 |
51.7% |
113.0 |
| ATR |
60.7 |
59.5 |
-1.2 |
-2.0% |
0.0 |
| Volume |
2,477 |
604 |
-1,873 |
-75.6% |
76,552 |
|
| Daily Pivots for day following 12-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,001.3 |
2,977.7 |
2,890.2 |
|
| R3 |
2,957.3 |
2,933.7 |
2,878.1 |
|
| R2 |
2,913.3 |
2,913.3 |
2,874.1 |
|
| R1 |
2,889.7 |
2,889.7 |
2,870.0 |
2,901.5 |
| PP |
2,869.3 |
2,869.3 |
2,869.3 |
2,875.3 |
| S1 |
2,845.7 |
2,845.7 |
2,862.0 |
2,857.5 |
| S2 |
2,825.3 |
2,825.3 |
2,857.9 |
|
| S3 |
2,781.3 |
2,801.7 |
2,853.9 |
|
| S4 |
2,737.3 |
2,757.7 |
2,841.8 |
|
|
| 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 |
2,893.0 |
2,738.0 |
155.0 |
5.4% |
41.6 |
1.5% |
83% |
True |
False |
907 |
| 10 |
2,893.0 |
2,679.0 |
214.0 |
7.5% |
54.7 |
1.9% |
87% |
True |
False |
8,608 |
| 20 |
2,948.0 |
2,679.0 |
269.0 |
9.4% |
58.4 |
2.0% |
70% |
False |
False |
4,555 |
| 40 |
2,948.0 |
2,679.0 |
269.0 |
9.4% |
53.1 |
1.9% |
70% |
False |
False |
2,818 |
| 60 |
2,948.0 |
2,634.0 |
314.0 |
11.0% |
48.9 |
1.7% |
74% |
False |
False |
3,916 |
| 80 |
2,948.0 |
2,558.0 |
390.0 |
13.6% |
44.9 |
1.6% |
79% |
False |
False |
3,003 |
| 100 |
2,948.0 |
2,250.0 |
698.0 |
24.4% |
43.3 |
1.5% |
88% |
False |
False |
2,425 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,080.0 |
|
2.618 |
3,008.2 |
|
1.618 |
2,964.2 |
|
1.000 |
2,937.0 |
|
0.618 |
2,920.2 |
|
HIGH |
2,893.0 |
|
0.618 |
2,876.2 |
|
0.500 |
2,871.0 |
|
0.382 |
2,865.8 |
|
LOW |
2,849.0 |
|
0.618 |
2,821.8 |
|
1.000 |
2,805.0 |
|
1.618 |
2,777.8 |
|
2.618 |
2,733.8 |
|
4.250 |
2,662.0 |
|
|
| Fisher Pivots for day following 12-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,871.0 |
2,865.2 |
| PP |
2,869.3 |
2,864.3 |
| S1 |
2,867.7 |
2,863.5 |
|