| Trading Metrics calculated at close of trading on 17-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2009 |
17-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
2,907.0 |
2,910.0 |
3.0 |
0.1% |
2,822.0 |
| High |
2,925.0 |
2,915.0 |
-10.0 |
-0.3% |
2,893.0 |
| Low |
2,896.0 |
2,893.0 |
-3.0 |
-0.1% |
2,803.0 |
| Close |
2,918.0 |
2,898.0 |
-20.0 |
-0.7% |
2,875.0 |
| Range |
29.0 |
22.0 |
-7.0 |
-24.1% |
90.0 |
| ATR |
57.4 |
55.1 |
-2.3 |
-4.0% |
0.0 |
| Volume |
1,751 |
338 |
-1,413 |
-80.7% |
15,171 |
|
| Daily Pivots for day following 17-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,968.0 |
2,955.0 |
2,910.1 |
|
| R3 |
2,946.0 |
2,933.0 |
2,904.1 |
|
| R2 |
2,924.0 |
2,924.0 |
2,902.0 |
|
| R1 |
2,911.0 |
2,911.0 |
2,900.0 |
2,906.5 |
| PP |
2,902.0 |
2,902.0 |
2,902.0 |
2,899.8 |
| S1 |
2,889.0 |
2,889.0 |
2,896.0 |
2,884.5 |
| S2 |
2,880.0 |
2,880.0 |
2,894.0 |
|
| S3 |
2,858.0 |
2,867.0 |
2,892.0 |
|
| S4 |
2,836.0 |
2,845.0 |
2,885.9 |
|
|
| Weekly Pivots for week ending 13-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,127.0 |
3,091.0 |
2,924.5 |
|
| R3 |
3,037.0 |
3,001.0 |
2,899.8 |
|
| R2 |
2,947.0 |
2,947.0 |
2,891.5 |
|
| R1 |
2,911.0 |
2,911.0 |
2,883.3 |
2,929.0 |
| PP |
2,857.0 |
2,857.0 |
2,857.0 |
2,866.0 |
| S1 |
2,821.0 |
2,821.0 |
2,866.8 |
2,839.0 |
| S2 |
2,767.0 |
2,767.0 |
2,858.5 |
|
| S3 |
2,677.0 |
2,731.0 |
2,850.3 |
|
| S4 |
2,587.0 |
2,641.0 |
2,825.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,925.0 |
2,845.0 |
80.0 |
2.8% |
32.4 |
1.1% |
66% |
False |
False |
3,253 |
| 10 |
2,925.0 |
2,704.0 |
221.0 |
7.6% |
42.4 |
1.5% |
88% |
False |
False |
8,664 |
| 20 |
2,934.0 |
2,679.0 |
255.0 |
8.8% |
54.3 |
1.9% |
86% |
False |
False |
5,188 |
| 40 |
2,948.0 |
2,679.0 |
269.0 |
9.3% |
52.8 |
1.8% |
81% |
False |
False |
2,885 |
| 60 |
2,948.0 |
2,668.0 |
280.0 |
9.7% |
47.2 |
1.6% |
82% |
False |
False |
4,127 |
| 80 |
2,948.0 |
2,570.0 |
378.0 |
13.0% |
45.4 |
1.6% |
87% |
False |
False |
3,166 |
| 100 |
2,948.0 |
2,250.0 |
698.0 |
24.1% |
42.9 |
1.5% |
93% |
False |
False |
2,554 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,008.5 |
|
2.618 |
2,972.6 |
|
1.618 |
2,950.6 |
|
1.000 |
2,937.0 |
|
0.618 |
2,928.6 |
|
HIGH |
2,915.0 |
|
0.618 |
2,906.6 |
|
0.500 |
2,904.0 |
|
0.382 |
2,901.4 |
|
LOW |
2,893.0 |
|
0.618 |
2,879.4 |
|
1.000 |
2,871.0 |
|
1.618 |
2,857.4 |
|
2.618 |
2,835.4 |
|
4.250 |
2,799.5 |
|
|
| Fisher Pivots for day following 17-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,904.0 |
2,893.7 |
| PP |
2,902.0 |
2,889.3 |
| S1 |
2,900.0 |
2,885.0 |
|