| 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 |
1,110.9 |
1,109.1 |
-1.8 |
-0.2% |
1,056.3 |
| High |
1,121.5 |
1,125.5 |
4.0 |
0.4% |
1,104.0 |
| Low |
1,108.9 |
1,105.3 |
-3.6 |
-0.3% |
1,045.0 |
| Close |
1,117.1 |
1,109.1 |
-8.0 |
-0.7% |
1,098.1 |
| Range |
12.6 |
20.2 |
7.6 |
60.3% |
59.0 |
| ATR |
16.0 |
16.3 |
0.3 |
1.9% |
0.0 |
| Volume |
2,527 |
1,310 |
-1,217 |
-48.2% |
9,234 |
|
| Daily Pivots for day following 12-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,173.9 |
1,161.7 |
1,120.2 |
|
| R3 |
1,153.7 |
1,141.5 |
1,114.7 |
|
| R2 |
1,133.5 |
1,133.5 |
1,112.8 |
|
| R1 |
1,121.3 |
1,121.3 |
1,111.0 |
1,119.2 |
| PP |
1,113.3 |
1,113.3 |
1,113.3 |
1,112.3 |
| S1 |
1,101.1 |
1,101.1 |
1,107.2 |
1,099.0 |
| S2 |
1,093.1 |
1,093.1 |
1,105.4 |
|
| S3 |
1,072.9 |
1,080.9 |
1,103.5 |
|
| S4 |
1,052.7 |
1,060.7 |
1,098.0 |
|
|
| 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 |
1,125.5 |
1,089.8 |
35.7 |
3.2% |
14.2 |
1.3% |
54% |
True |
False |
2,176 |
| 10 |
1,125.5 |
1,037.7 |
87.8 |
7.9% |
16.1 |
1.4% |
81% |
True |
False |
1,885 |
| 20 |
1,125.5 |
1,029.0 |
96.5 |
8.7% |
15.9 |
1.4% |
83% |
True |
False |
1,666 |
| 40 |
1,125.5 |
989.3 |
136.2 |
12.3% |
15.4 |
1.4% |
88% |
True |
False |
1,490 |
| 60 |
1,125.5 |
939.9 |
185.6 |
16.7% |
14.9 |
1.3% |
91% |
True |
False |
1,346 |
| 80 |
1,125.5 |
930.9 |
194.6 |
17.5% |
13.9 |
1.3% |
92% |
True |
False |
1,182 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,211.4 |
|
2.618 |
1,178.4 |
|
1.618 |
1,158.2 |
|
1.000 |
1,145.7 |
|
0.618 |
1,138.0 |
|
HIGH |
1,125.5 |
|
0.618 |
1,117.8 |
|
0.500 |
1,115.4 |
|
0.382 |
1,113.0 |
|
LOW |
1,105.3 |
|
0.618 |
1,092.8 |
|
1.000 |
1,085.1 |
|
1.618 |
1,072.6 |
|
2.618 |
1,052.4 |
|
4.250 |
1,019.5 |
|
|
| Fisher Pivots for day following 12-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,115.4 |
1,112.7 |
| PP |
1,113.3 |
1,111.5 |
| S1 |
1,111.2 |
1,110.3 |
|