| Trading Metrics calculated at close of trading on 10-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2009 |
10-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
1,108.4 |
1,103.7 |
-4.7 |
-0.4% |
1,057.9 |
| High |
1,111.7 |
1,109.7 |
-2.0 |
-0.2% |
1,101.9 |
| Low |
1,096.0 |
1,097.2 |
1.2 |
0.1% |
1,053.3 |
| Close |
1,101.4 |
1,102.5 |
1.1 |
0.1% |
1,095.7 |
| Range |
15.7 |
12.5 |
-3.2 |
-20.4% |
48.6 |
| ATR |
17.4 |
17.1 |
-0.4 |
-2.0% |
0.0 |
| Volume |
1,048 |
137,533 |
136,485 |
13,023.4% |
772,690 |
|
| Daily Pivots for day following 10-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,140.6 |
1,134.1 |
1,109.4 |
|
| R3 |
1,128.1 |
1,121.6 |
1,105.9 |
|
| R2 |
1,115.6 |
1,115.6 |
1,104.8 |
|
| R1 |
1,109.1 |
1,109.1 |
1,103.6 |
1,106.1 |
| PP |
1,103.1 |
1,103.1 |
1,103.1 |
1,101.7 |
| S1 |
1,096.6 |
1,096.6 |
1,101.4 |
1,093.6 |
| S2 |
1,090.6 |
1,090.6 |
1,100.2 |
|
| S3 |
1,078.1 |
1,084.1 |
1,099.1 |
|
| S4 |
1,065.6 |
1,071.6 |
1,095.6 |
|
|
| Weekly Pivots for week ending 06-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,229.4 |
1,211.2 |
1,122.4 |
|
| R3 |
1,180.8 |
1,162.6 |
1,109.1 |
|
| R2 |
1,132.2 |
1,132.2 |
1,104.6 |
|
| R1 |
1,114.0 |
1,114.0 |
1,100.2 |
1,123.1 |
| PP |
1,083.6 |
1,083.6 |
1,083.6 |
1,088.2 |
| S1 |
1,065.4 |
1,065.4 |
1,091.2 |
1,074.5 |
| S2 |
1,035.0 |
1,035.0 |
1,086.8 |
|
| S3 |
986.4 |
1,016.8 |
1,082.3 |
|
| S4 |
937.8 |
968.2 |
1,069.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,111.7 |
1,080.5 |
31.2 |
2.8% |
14.5 |
1.3% |
71% |
False |
False |
129,836 |
| 10 |
1,111.7 |
1,026.9 |
84.8 |
7.7% |
16.3 |
1.5% |
89% |
False |
False |
134,745 |
| 20 |
1,111.7 |
1,026.9 |
84.8 |
7.7% |
16.4 |
1.5% |
89% |
False |
False |
134,024 |
| 40 |
1,111.7 |
985.5 |
126.2 |
11.4% |
16.3 |
1.5% |
93% |
False |
False |
125,297 |
| 60 |
1,111.7 |
933.3 |
178.4 |
16.2% |
16.1 |
1.5% |
95% |
False |
False |
116,614 |
| 80 |
1,111.7 |
927.6 |
184.1 |
16.7% |
15.6 |
1.4% |
95% |
False |
False |
103,972 |
| 100 |
1,111.7 |
907.6 |
204.1 |
18.5% |
15.3 |
1.4% |
95% |
False |
False |
84,896 |
| 120 |
1,111.7 |
907.6 |
204.1 |
18.5% |
15.6 |
1.4% |
95% |
False |
False |
71,408 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,162.8 |
|
2.618 |
1,142.4 |
|
1.618 |
1,129.9 |
|
1.000 |
1,122.2 |
|
0.618 |
1,117.4 |
|
HIGH |
1,109.7 |
|
0.618 |
1,104.9 |
|
0.500 |
1,103.5 |
|
0.382 |
1,102.0 |
|
LOW |
1,097.2 |
|
0.618 |
1,089.5 |
|
1.000 |
1,084.7 |
|
1.618 |
1,077.0 |
|
2.618 |
1,064.5 |
|
4.250 |
1,044.1 |
|
|
| Fisher Pivots for day following 10-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,103.5 |
1,101.4 |
| PP |
1,103.1 |
1,100.2 |
| S1 |
1,102.8 |
1,099.1 |
|