| 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 |
1,105.0 |
1,110.9 |
5.9 |
0.5% |
1,056.3 |
| High |
1,111.8 |
1,121.5 |
9.7 |
0.9% |
1,104.0 |
| Low |
1,099.9 |
1,108.9 |
9.0 |
0.8% |
1,045.0 |
| Close |
1,105.0 |
1,117.1 |
12.1 |
1.1% |
1,098.1 |
| Range |
11.9 |
12.6 |
0.7 |
5.9% |
59.0 |
| ATR |
15.9 |
16.0 |
0.0 |
0.3% |
0.0 |
| Volume |
2,990 |
2,527 |
-463 |
-15.5% |
9,234 |
|
| Daily Pivots for day following 11-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,153.6 |
1,148.0 |
1,124.0 |
|
| R3 |
1,141.0 |
1,135.4 |
1,120.6 |
|
| R2 |
1,128.4 |
1,128.4 |
1,119.4 |
|
| R1 |
1,122.8 |
1,122.8 |
1,118.3 |
1,125.6 |
| PP |
1,115.8 |
1,115.8 |
1,115.8 |
1,117.3 |
| S1 |
1,110.2 |
1,110.2 |
1,115.9 |
1,113.0 |
| S2 |
1,103.2 |
1,103.2 |
1,114.8 |
|
| S3 |
1,090.6 |
1,097.6 |
1,113.6 |
|
| S4 |
1,078.0 |
1,085.0 |
1,110.2 |
|
|
| Weekly Pivots for week ending 06-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,259.4 |
1,237.7 |
1,130.6 |
|
| R3 |
1,200.4 |
1,178.7 |
1,114.3 |
|
| R2 |
1,141.4 |
1,141.4 |
1,108.9 |
|
| R1 |
1,119.7 |
1,119.7 |
1,103.5 |
1,130.6 |
| PP |
1,082.4 |
1,082.4 |
1,082.4 |
1,087.8 |
| S1 |
1,060.7 |
1,060.7 |
1,092.7 |
1,071.6 |
| S2 |
1,023.4 |
1,023.4 |
1,087.3 |
|
| S3 |
964.4 |
1,001.7 |
1,081.9 |
|
| S4 |
905.4 |
942.7 |
1,065.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,121.5 |
1,087.7 |
33.8 |
3.0% |
11.8 |
1.1% |
87% |
True |
False |
2,372 |
| 10 |
1,121.5 |
1,031.8 |
89.7 |
8.0% |
15.9 |
1.4% |
95% |
True |
False |
1,817 |
| 20 |
1,121.5 |
1,029.0 |
92.5 |
8.3% |
15.8 |
1.4% |
95% |
True |
False |
1,644 |
| 40 |
1,121.5 |
989.3 |
132.2 |
11.8% |
15.2 |
1.4% |
97% |
True |
False |
1,489 |
| 60 |
1,121.5 |
937.5 |
184.0 |
16.5% |
14.7 |
1.3% |
98% |
True |
False |
1,327 |
| 80 |
1,121.5 |
930.9 |
190.6 |
17.1% |
13.8 |
1.2% |
98% |
True |
False |
1,171 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,175.1 |
|
2.618 |
1,154.5 |
|
1.618 |
1,141.9 |
|
1.000 |
1,134.1 |
|
0.618 |
1,129.3 |
|
HIGH |
1,121.5 |
|
0.618 |
1,116.7 |
|
0.500 |
1,115.2 |
|
0.382 |
1,113.7 |
|
LOW |
1,108.9 |
|
0.618 |
1,101.1 |
|
1.000 |
1,096.3 |
|
1.618 |
1,088.5 |
|
2.618 |
1,075.9 |
|
4.250 |
1,055.4 |
|
|
| Fisher Pivots for day following 11-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,116.5 |
1,115.0 |
| PP |
1,115.8 |
1,112.8 |
| S1 |
1,115.2 |
1,110.7 |
|