| Trading Metrics calculated at close of trading on 06-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2009 |
06-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
2,720.0 |
2,780.0 |
60.0 |
2.2% |
2,728.0 |
| High |
2,798.0 |
2,798.0 |
0.0 |
0.0% |
2,798.0 |
| Low |
2,706.0 |
2,741.0 |
35.0 |
1.3% |
2,680.0 |
| Close |
2,784.0 |
2,782.0 |
-2.0 |
-0.1% |
2,782.0 |
| Range |
92.0 |
57.0 |
-35.0 |
-38.0% |
118.0 |
| ATR |
68.0 |
67.2 |
-0.8 |
-1.2% |
0.0 |
| Volume |
1,375,090 |
1,380,838 |
5,748 |
0.4% |
7,369,327 |
|
| Daily Pivots for day following 06-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,944.7 |
2,920.3 |
2,813.4 |
|
| R3 |
2,887.7 |
2,863.3 |
2,797.7 |
|
| R2 |
2,830.7 |
2,830.7 |
2,792.5 |
|
| R1 |
2,806.3 |
2,806.3 |
2,787.2 |
2,818.5 |
| PP |
2,773.7 |
2,773.7 |
2,773.7 |
2,779.8 |
| S1 |
2,749.3 |
2,749.3 |
2,776.8 |
2,761.5 |
| S2 |
2,716.7 |
2,716.7 |
2,771.6 |
|
| S3 |
2,659.7 |
2,692.3 |
2,766.3 |
|
| S4 |
2,602.7 |
2,635.3 |
2,750.7 |
|
|
| Weekly Pivots for week ending 06-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,107.3 |
3,062.7 |
2,846.9 |
|
| R3 |
2,989.3 |
2,944.7 |
2,814.5 |
|
| R2 |
2,871.3 |
2,871.3 |
2,803.6 |
|
| R1 |
2,826.7 |
2,826.7 |
2,792.8 |
2,849.0 |
| PP |
2,753.3 |
2,753.3 |
2,753.3 |
2,764.5 |
| S1 |
2,708.7 |
2,708.7 |
2,771.2 |
2,731.0 |
| S2 |
2,635.3 |
2,635.3 |
2,760.4 |
|
| S3 |
2,517.3 |
2,590.7 |
2,749.6 |
|
| S4 |
2,399.3 |
2,472.7 |
2,717.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,798.0 |
2,680.0 |
118.0 |
4.2% |
63.6 |
2.3% |
86% |
True |
False |
1,473,865 |
| 10 |
2,897.0 |
2,680.0 |
217.0 |
7.8% |
71.3 |
2.6% |
47% |
False |
False |
1,486,188 |
| 20 |
2,953.0 |
2,680.0 |
273.0 |
9.8% |
63.2 |
2.3% |
37% |
False |
False |
1,316,164 |
| 40 |
2,953.0 |
2,680.0 |
273.0 |
9.8% |
58.1 |
2.1% |
37% |
False |
False |
1,215,797 |
| 60 |
2,953.0 |
2,570.0 |
383.0 |
13.8% |
55.4 |
2.0% |
55% |
False |
False |
822,997 |
| 80 |
2,953.0 |
2,441.0 |
512.0 |
18.4% |
54.2 |
1.9% |
67% |
False |
False |
617,670 |
| 100 |
2,953.0 |
2,241.0 |
712.0 |
25.6% |
54.5 |
2.0% |
76% |
False |
False |
494,551 |
| 120 |
2,953.0 |
2,241.0 |
712.0 |
25.6% |
53.8 |
1.9% |
76% |
False |
False |
414,234 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,040.3 |
|
2.618 |
2,947.2 |
|
1.618 |
2,890.2 |
|
1.000 |
2,855.0 |
|
0.618 |
2,833.2 |
|
HIGH |
2,798.0 |
|
0.618 |
2,776.2 |
|
0.500 |
2,769.5 |
|
0.382 |
2,762.8 |
|
LOW |
2,741.0 |
|
0.618 |
2,705.8 |
|
1.000 |
2,684.0 |
|
1.618 |
2,648.8 |
|
2.618 |
2,591.8 |
|
4.250 |
2,498.8 |
|
|
| Fisher Pivots for day following 06-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,777.8 |
2,772.0 |
| PP |
2,773.7 |
2,762.0 |
| S1 |
2,769.5 |
2,752.0 |
|