| Trading Metrics calculated at close of trading on 19-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2009 |
19-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
10,426.27 |
10,425.33 |
-0.94 |
0.0% |
10,020.62 |
| High |
10,432.66 |
10,425.33 |
-7.33 |
-0.1% |
10,341.97 |
| Low |
10,360.10 |
10,256.11 |
-103.99 |
-1.0% |
10,020.62 |
| Close |
10,426.31 |
10,332.44 |
-93.87 |
-0.9% |
10,270.47 |
| Range |
72.56 |
169.22 |
96.66 |
133.2% |
321.35 |
| ATR |
134.62 |
137.16 |
2.54 |
1.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 19-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,845.62 |
10,758.25 |
10,425.51 |
|
| R3 |
10,676.40 |
10,589.03 |
10,378.98 |
|
| R2 |
10,507.18 |
10,507.18 |
10,363.46 |
|
| R1 |
10,419.81 |
10,419.81 |
10,347.95 |
10,378.89 |
| PP |
10,337.96 |
10,337.96 |
10,337.96 |
10,317.50 |
| S1 |
10,250.59 |
10,250.59 |
10,316.93 |
10,209.67 |
| S2 |
10,168.74 |
10,168.74 |
10,301.42 |
|
| S3 |
9,999.52 |
10,081.37 |
10,285.90 |
|
| S4 |
9,830.30 |
9,912.15 |
10,239.37 |
|
|
| Weekly Pivots for week ending 13-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,175.07 |
11,044.12 |
10,447.21 |
|
| R3 |
10,853.72 |
10,722.77 |
10,358.84 |
|
| R2 |
10,532.37 |
10,532.37 |
10,329.38 |
|
| R1 |
10,401.42 |
10,401.42 |
10,299.93 |
10,466.90 |
| PP |
10,211.02 |
10,211.02 |
10,211.02 |
10,243.76 |
| S1 |
10,080.07 |
10,080.07 |
10,241.01 |
10,145.55 |
| S2 |
9,889.67 |
9,889.67 |
10,211.56 |
|
| S3 |
9,568.32 |
9,758.72 |
10,182.10 |
|
| S4 |
9,246.97 |
9,437.37 |
10,093.73 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,438.17 |
10,192.03 |
246.14 |
2.4% |
119.68 |
1.2% |
57% |
False |
False |
|
| 10 |
10,438.17 |
9,936.81 |
501.36 |
4.9% |
122.31 |
1.2% |
79% |
False |
False |
|
| 20 |
10,438.17 |
9,678.95 |
759.22 |
7.3% |
149.73 |
1.4% |
86% |
False |
False |
|
| 40 |
10,438.17 |
9,430.08 |
1,008.09 |
9.8% |
138.16 |
1.3% |
90% |
False |
False |
|
| 60 |
10,438.17 |
9,252.93 |
1,185.24 |
11.5% |
130.78 |
1.3% |
91% |
False |
False |
|
| 80 |
10,438.17 |
9,072.61 |
1,365.56 |
13.2% |
130.45 |
1.3% |
92% |
False |
False |
|
| 100 |
10,438.17 |
8,087.19 |
2,350.98 |
22.8% |
130.93 |
1.3% |
96% |
False |
False |
|
| 120 |
10,438.17 |
8,087.19 |
2,350.98 |
22.8% |
132.61 |
1.3% |
96% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,144.52 |
|
2.618 |
10,868.35 |
|
1.618 |
10,699.13 |
|
1.000 |
10,594.55 |
|
0.618 |
10,529.91 |
|
HIGH |
10,425.33 |
|
0.618 |
10,360.69 |
|
0.500 |
10,340.72 |
|
0.382 |
10,320.75 |
|
LOW |
10,256.11 |
|
0.618 |
10,151.53 |
|
1.000 |
10,086.89 |
|
1.618 |
9,982.31 |
|
2.618 |
9,813.09 |
|
4.250 |
9,536.93 |
|
|
| Fisher Pivots for day following 19-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
10,340.72 |
10,347.14 |
| PP |
10,337.96 |
10,342.24 |
| S1 |
10,335.20 |
10,337.34 |
|