| 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 |
2,806.0 |
2,856.0 |
50.0 |
1.8% |
2,728.0 |
| High |
2,866.0 |
2,862.0 |
-4.0 |
-0.1% |
2,798.0 |
| Low |
2,803.0 |
2,837.0 |
34.0 |
1.2% |
2,680.0 |
| Close |
2,846.0 |
2,846.0 |
0.0 |
0.0% |
2,782.0 |
| Range |
63.0 |
25.0 |
-38.0 |
-60.3% |
118.0 |
| ATR |
68.4 |
65.3 |
-3.1 |
-4.5% |
0.0 |
| Volume |
978,851 |
957,692 |
-21,159 |
-2.2% |
7,369,327 |
|
| Daily Pivots for day following 10-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,923.3 |
2,909.7 |
2,859.8 |
|
| R3 |
2,898.3 |
2,884.7 |
2,852.9 |
|
| R2 |
2,873.3 |
2,873.3 |
2,850.6 |
|
| R1 |
2,859.7 |
2,859.7 |
2,848.3 |
2,854.0 |
| PP |
2,848.3 |
2,848.3 |
2,848.3 |
2,845.5 |
| S1 |
2,834.7 |
2,834.7 |
2,843.7 |
2,829.0 |
| S2 |
2,823.3 |
2,823.3 |
2,841.4 |
|
| S3 |
2,798.3 |
2,809.7 |
2,839.1 |
|
| S4 |
2,773.3 |
2,784.7 |
2,832.3 |
|
|
| 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 |
2,866.0 |
2,706.0 |
160.0 |
5.6% |
57.0 |
2.0% |
88% |
False |
False |
1,238,435 |
| 10 |
2,866.0 |
2,680.0 |
186.0 |
6.5% |
67.8 |
2.4% |
89% |
False |
False |
1,412,221 |
| 20 |
2,953.0 |
2,680.0 |
273.0 |
9.6% |
63.1 |
2.2% |
61% |
False |
False |
1,317,756 |
| 40 |
2,953.0 |
2,680.0 |
273.0 |
9.6% |
57.8 |
2.0% |
61% |
False |
False |
1,226,486 |
| 60 |
2,953.0 |
2,570.0 |
383.0 |
13.5% |
54.4 |
1.9% |
72% |
False |
False |
855,243 |
| 80 |
2,953.0 |
2,485.0 |
468.0 |
16.4% |
54.6 |
1.9% |
77% |
False |
False |
641,868 |
| 100 |
2,953.0 |
2,241.0 |
712.0 |
25.0% |
54.2 |
1.9% |
85% |
False |
False |
513,771 |
| 120 |
2,953.0 |
2,241.0 |
712.0 |
25.0% |
53.9 |
1.9% |
85% |
False |
False |
430,368 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,968.3 |
|
2.618 |
2,927.5 |
|
1.618 |
2,902.5 |
|
1.000 |
2,887.0 |
|
0.618 |
2,877.5 |
|
HIGH |
2,862.0 |
|
0.618 |
2,852.5 |
|
0.500 |
2,849.5 |
|
0.382 |
2,846.6 |
|
LOW |
2,837.0 |
|
0.618 |
2,821.6 |
|
1.000 |
2,812.0 |
|
1.618 |
2,796.6 |
|
2.618 |
2,771.6 |
|
4.250 |
2,730.8 |
|
|
| Fisher Pivots for day following 10-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,849.5 |
2,831.8 |
| PP |
2,848.3 |
2,817.7 |
| S1 |
2,847.2 |
2,803.5 |
|