| Trading Metrics calculated at close of trading on 13-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2009 |
13-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
2,863.0 |
2,867.0 |
4.0 |
0.1% |
2,806.0 |
| High |
2,899.0 |
2,891.0 |
-8.0 |
-0.3% |
2,899.0 |
| Low |
2,852.0 |
2,846.0 |
-6.0 |
-0.2% |
2,803.0 |
| Close |
2,870.0 |
2,879.0 |
9.0 |
0.3% |
2,879.0 |
| Range |
47.0 |
45.0 |
-2.0 |
-4.3% |
96.0 |
| ATR |
63.0 |
61.7 |
-1.3 |
-2.0% |
0.0 |
| Volume |
1,178,725 |
894,797 |
-283,928 |
-24.1% |
5,084,036 |
|
| Daily Pivots for day following 13-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,007.0 |
2,988.0 |
2,903.8 |
|
| R3 |
2,962.0 |
2,943.0 |
2,891.4 |
|
| R2 |
2,917.0 |
2,917.0 |
2,887.3 |
|
| R1 |
2,898.0 |
2,898.0 |
2,883.1 |
2,907.5 |
| PP |
2,872.0 |
2,872.0 |
2,872.0 |
2,876.8 |
| S1 |
2,853.0 |
2,853.0 |
2,874.9 |
2,862.5 |
| S2 |
2,827.0 |
2,827.0 |
2,870.8 |
|
| S3 |
2,782.0 |
2,808.0 |
2,866.6 |
|
| S4 |
2,737.0 |
2,763.0 |
2,854.3 |
|
|
| Weekly Pivots for week ending 13-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,148.3 |
3,109.7 |
2,931.8 |
|
| R3 |
3,052.3 |
3,013.7 |
2,905.4 |
|
| R2 |
2,956.3 |
2,956.3 |
2,896.6 |
|
| R1 |
2,917.7 |
2,917.7 |
2,887.8 |
2,937.0 |
| PP |
2,860.3 |
2,860.3 |
2,860.3 |
2,870.0 |
| S1 |
2,821.7 |
2,821.7 |
2,870.2 |
2,841.0 |
| S2 |
2,764.3 |
2,764.3 |
2,861.4 |
|
| S3 |
2,668.3 |
2,725.7 |
2,852.6 |
|
| S4 |
2,572.3 |
2,629.7 |
2,826.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,899.0 |
2,803.0 |
96.0 |
3.3% |
42.4 |
1.5% |
79% |
False |
False |
1,016,807 |
| 10 |
2,899.0 |
2,680.0 |
219.0 |
7.6% |
53.0 |
1.8% |
91% |
False |
False |
1,245,336 |
| 20 |
2,953.0 |
2,680.0 |
273.0 |
9.5% |
61.2 |
2.1% |
73% |
False |
False |
1,284,491 |
| 40 |
2,953.0 |
2,680.0 |
273.0 |
9.5% |
58.0 |
2.0% |
73% |
False |
False |
1,217,213 |
| 60 |
2,953.0 |
2,636.0 |
317.0 |
11.0% |
54.4 |
1.9% |
77% |
False |
False |
907,569 |
| 80 |
2,953.0 |
2,540.0 |
413.0 |
14.3% |
54.1 |
1.9% |
82% |
False |
False |
681,165 |
| 100 |
2,953.0 |
2,241.0 |
712.0 |
24.7% |
53.7 |
1.9% |
90% |
False |
False |
545,209 |
| 120 |
2,953.0 |
2,241.0 |
712.0 |
24.7% |
53.4 |
1.9% |
90% |
False |
False |
456,467 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,082.3 |
|
2.618 |
3,008.8 |
|
1.618 |
2,963.8 |
|
1.000 |
2,936.0 |
|
0.618 |
2,918.8 |
|
HIGH |
2,891.0 |
|
0.618 |
2,873.8 |
|
0.500 |
2,868.5 |
|
0.382 |
2,863.2 |
|
LOW |
2,846.0 |
|
0.618 |
2,818.2 |
|
1.000 |
2,801.0 |
|
1.618 |
2,773.2 |
|
2.618 |
2,728.2 |
|
4.250 |
2,654.8 |
|
|
| Fisher Pivots for day following 13-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,875.5 |
2,876.8 |
| PP |
2,872.0 |
2,874.7 |
| S1 |
2,868.5 |
2,872.5 |
|