| Trading Metrics calculated at close of trading on 11-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2009 |
11-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
2,856.0 |
2,869.0 |
13.0 |
0.5% |
2,728.0 |
| High |
2,862.0 |
2,896.0 |
34.0 |
1.2% |
2,798.0 |
| Low |
2,837.0 |
2,864.0 |
27.0 |
1.0% |
2,680.0 |
| Close |
2,846.0 |
2,872.0 |
26.0 |
0.9% |
2,782.0 |
| Range |
25.0 |
32.0 |
7.0 |
28.0% |
118.0 |
| ATR |
65.3 |
64.2 |
-1.1 |
-1.7% |
0.0 |
| Volume |
957,692 |
1,073,971 |
116,279 |
12.1% |
7,369,327 |
|
| Daily Pivots for day following 11-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,973.3 |
2,954.7 |
2,889.6 |
|
| R3 |
2,941.3 |
2,922.7 |
2,880.8 |
|
| R2 |
2,909.3 |
2,909.3 |
2,877.9 |
|
| R1 |
2,890.7 |
2,890.7 |
2,874.9 |
2,900.0 |
| PP |
2,877.3 |
2,877.3 |
2,877.3 |
2,882.0 |
| S1 |
2,858.7 |
2,858.7 |
2,869.1 |
2,868.0 |
| S2 |
2,845.3 |
2,845.3 |
2,866.1 |
|
| S3 |
2,813.3 |
2,826.7 |
2,863.2 |
|
| S4 |
2,781.3 |
2,794.7 |
2,854.4 |
|
|
| 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 |
2,896.0 |
2,706.0 |
190.0 |
6.6% |
53.8 |
1.9% |
87% |
True |
False |
1,153,288 |
| 10 |
2,896.0 |
2,680.0 |
216.0 |
7.5% |
63.5 |
2.2% |
89% |
True |
False |
1,365,094 |
| 20 |
2,953.0 |
2,680.0 |
273.0 |
9.5% |
62.3 |
2.2% |
70% |
False |
False |
1,308,351 |
| 40 |
2,953.0 |
2,680.0 |
273.0 |
9.5% |
57.4 |
2.0% |
70% |
False |
False |
1,229,637 |
| 60 |
2,953.0 |
2,570.0 |
383.0 |
13.3% |
54.4 |
1.9% |
79% |
False |
False |
873,128 |
| 80 |
2,953.0 |
2,485.0 |
468.0 |
16.3% |
54.4 |
1.9% |
83% |
False |
False |
655,290 |
| 100 |
2,953.0 |
2,241.0 |
712.0 |
24.8% |
54.2 |
1.9% |
89% |
False |
False |
524,508 |
| 120 |
2,953.0 |
2,241.0 |
712.0 |
24.8% |
53.4 |
1.9% |
89% |
False |
False |
439,210 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,032.0 |
|
2.618 |
2,979.8 |
|
1.618 |
2,947.8 |
|
1.000 |
2,928.0 |
|
0.618 |
2,915.8 |
|
HIGH |
2,896.0 |
|
0.618 |
2,883.8 |
|
0.500 |
2,880.0 |
|
0.382 |
2,876.2 |
|
LOW |
2,864.0 |
|
0.618 |
2,844.2 |
|
1.000 |
2,832.0 |
|
1.618 |
2,812.2 |
|
2.618 |
2,780.2 |
|
4.250 |
2,728.0 |
|
|
| Fisher Pivots for day following 11-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,880.0 |
2,864.5 |
| PP |
2,877.3 |
2,857.0 |
| S1 |
2,874.7 |
2,849.5 |
|