| Trading Metrics calculated at close of trading on 09-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2009 |
09-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
1,090.5 |
1,095.8 |
5.3 |
0.5% |
1,045.0 |
| High |
1,103.0 |
1,112.8 |
9.8 |
0.9% |
1,103.0 |
| Low |
1,088.4 |
1,095.8 |
7.4 |
0.7% |
1,045.0 |
| Close |
1,097.0 |
1,102.8 |
5.8 |
0.5% |
1,097.0 |
| Range |
14.6 |
17.0 |
2.4 |
16.4% |
58.0 |
| ATR |
16.8 |
16.8 |
0.0 |
0.1% |
0.0 |
| Volume |
7,816 |
26,199 |
18,383 |
235.2% |
45,093 |
|
| Daily Pivots for day following 09-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,154.8 |
1,145.8 |
1,112.2 |
|
| R3 |
1,137.8 |
1,128.8 |
1,107.5 |
|
| R2 |
1,120.8 |
1,120.8 |
1,105.9 |
|
| R1 |
1,111.8 |
1,111.8 |
1,104.4 |
1,116.3 |
| PP |
1,103.8 |
1,103.8 |
1,103.8 |
1,106.1 |
| S1 |
1,094.8 |
1,094.8 |
1,101.2 |
1,099.3 |
| S2 |
1,086.8 |
1,086.8 |
1,099.7 |
|
| S3 |
1,069.8 |
1,077.8 |
1,098.1 |
|
| S4 |
1,052.8 |
1,060.8 |
1,093.5 |
|
|
| Weekly Pivots for week ending 06-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,255.7 |
1,234.3 |
1,128.9 |
|
| R3 |
1,197.7 |
1,176.3 |
1,113.0 |
|
| R2 |
1,139.7 |
1,139.7 |
1,107.6 |
|
| R1 |
1,118.3 |
1,118.3 |
1,102.3 |
1,129.0 |
| PP |
1,081.7 |
1,081.7 |
1,081.7 |
1,087.0 |
| S1 |
1,060.3 |
1,060.3 |
1,091.7 |
1,071.0 |
| S2 |
1,023.7 |
1,023.7 |
1,086.4 |
|
| S3 |
965.7 |
1,002.3 |
1,081.1 |
|
| S4 |
907.7 |
944.3 |
1,065.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,112.8 |
1,057.0 |
55.8 |
5.1% |
18.4 |
1.7% |
82% |
True |
False |
12,556 |
| 10 |
1,112.8 |
1,028.0 |
84.8 |
7.7% |
17.2 |
1.6% |
88% |
True |
False |
9,020 |
| 20 |
1,112.8 |
1,028.0 |
84.8 |
7.7% |
16.8 |
1.5% |
88% |
True |
False |
6,101 |
| 40 |
1,112.8 |
987.3 |
125.5 |
11.4% |
15.7 |
1.4% |
92% |
True |
False |
4,214 |
| 60 |
1,112.8 |
933.5 |
179.3 |
16.3% |
15.0 |
1.4% |
94% |
True |
False |
3,215 |
| 80 |
1,112.8 |
929.2 |
183.6 |
16.6% |
13.8 |
1.2% |
95% |
True |
False |
2,798 |
| 100 |
1,112.8 |
909.5 |
203.3 |
18.4% |
12.9 |
1.2% |
95% |
True |
False |
2,352 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,185.1 |
|
2.618 |
1,157.3 |
|
1.618 |
1,140.3 |
|
1.000 |
1,129.8 |
|
0.618 |
1,123.3 |
|
HIGH |
1,112.8 |
|
0.618 |
1,106.3 |
|
0.500 |
1,104.3 |
|
0.382 |
1,102.3 |
|
LOW |
1,095.8 |
|
0.618 |
1,085.3 |
|
1.000 |
1,078.8 |
|
1.618 |
1,068.3 |
|
2.618 |
1,051.3 |
|
4.250 |
1,023.6 |
|
|
| Fisher Pivots for day following 09-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,104.3 |
1,101.6 |
| PP |
1,103.8 |
1,100.4 |
| S1 |
1,103.3 |
1,099.2 |
|