| Trading Metrics calculated at close of trading on 05-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2009 |
05-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
1,675.00 |
1,686.75 |
11.75 |
0.7% |
1,751.00 |
| High |
1,700.00 |
1,722.00 |
22.00 |
1.3% |
1,777.25 |
| Low |
1,673.50 |
1,671.50 |
-2.00 |
-0.1% |
1,660.00 |
| Close |
1,686.75 |
1,719.25 |
32.50 |
1.9% |
1,665.50 |
| Range |
26.50 |
50.50 |
24.00 |
90.6% |
117.25 |
| ATR |
32.29 |
33.59 |
1.30 |
4.0% |
0.00 |
| Volume |
323,654 |
350,126 |
26,472 |
8.2% |
1,933,478 |
|
| Daily Pivots for day following 05-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,855.75 |
1,838.00 |
1,747.00 |
|
| R3 |
1,805.25 |
1,787.50 |
1,733.25 |
|
| R2 |
1,754.75 |
1,754.75 |
1,728.50 |
|
| R1 |
1,737.00 |
1,737.00 |
1,724.00 |
1,746.00 |
| PP |
1,704.25 |
1,704.25 |
1,704.25 |
1,708.75 |
| S1 |
1,686.50 |
1,686.50 |
1,714.50 |
1,695.50 |
| S2 |
1,653.75 |
1,653.75 |
1,710.00 |
|
| S3 |
1,603.25 |
1,636.00 |
1,705.25 |
|
| S4 |
1,552.75 |
1,585.50 |
1,691.50 |
|
|
| Weekly Pivots for week ending 30-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,052.75 |
1,976.25 |
1,730.00 |
|
| R3 |
1,935.50 |
1,859.00 |
1,697.75 |
|
| R2 |
1,818.25 |
1,818.25 |
1,687.00 |
|
| R1 |
1,741.75 |
1,741.75 |
1,676.25 |
1,721.50 |
| PP |
1,701.00 |
1,701.00 |
1,701.00 |
1,690.75 |
| S1 |
1,624.50 |
1,624.50 |
1,654.75 |
1,604.00 |
| S2 |
1,583.75 |
1,583.75 |
1,644.00 |
|
| S3 |
1,466.50 |
1,507.25 |
1,633.25 |
|
| S4 |
1,349.25 |
1,390.00 |
1,601.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,722.00 |
1,650.25 |
71.75 |
4.2% |
38.50 |
2.2% |
96% |
True |
False |
376,217 |
| 10 |
1,778.25 |
1,650.25 |
128.00 |
7.4% |
38.50 |
2.2% |
54% |
False |
False |
386,101 |
| 20 |
1,779.25 |
1,650.25 |
129.00 |
7.5% |
32.00 |
1.9% |
53% |
False |
False |
327,781 |
| 40 |
1,779.25 |
1,649.75 |
129.50 |
7.5% |
30.00 |
1.7% |
54% |
False |
False |
314,599 |
| 60 |
1,779.25 |
1,559.25 |
220.00 |
12.8% |
30.50 |
1.8% |
73% |
False |
False |
210,813 |
| 80 |
1,779.25 |
1,488.00 |
291.25 |
16.9% |
29.75 |
1.7% |
79% |
False |
False |
158,179 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,936.50 |
|
2.618 |
1,854.25 |
|
1.618 |
1,803.75 |
|
1.000 |
1,772.50 |
|
0.618 |
1,753.25 |
|
HIGH |
1,722.00 |
|
0.618 |
1,702.75 |
|
0.500 |
1,696.75 |
|
0.382 |
1,690.75 |
|
LOW |
1,671.50 |
|
0.618 |
1,640.25 |
|
1.000 |
1,621.00 |
|
1.618 |
1,589.75 |
|
2.618 |
1,539.25 |
|
4.250 |
1,457.00 |
|
|
| Fisher Pivots for day following 05-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,711.75 |
1,708.25 |
| PP |
1,704.25 |
1,697.50 |
| S1 |
1,696.75 |
1,686.50 |
|