| 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 |
1,095.8 |
1,103.9 |
8.1 |
0.7% |
1,045.0 |
| High |
1,112.8 |
1,110.9 |
-1.9 |
-0.2% |
1,103.0 |
| Low |
1,095.8 |
1,098.6 |
2.8 |
0.3% |
1,045.0 |
| Close |
1,102.8 |
1,103.9 |
1.1 |
0.1% |
1,097.0 |
| Range |
17.0 |
12.3 |
-4.7 |
-27.6% |
58.0 |
| ATR |
16.8 |
16.5 |
-0.3 |
-1.9% |
0.0 |
| Volume |
26,199 |
17,059 |
-9,140 |
-34.9% |
45,093 |
|
| Daily Pivots for day following 10-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,141.4 |
1,134.9 |
1,110.7 |
|
| R3 |
1,129.1 |
1,122.6 |
1,107.3 |
|
| R2 |
1,116.8 |
1,116.8 |
1,106.2 |
|
| R1 |
1,110.3 |
1,110.3 |
1,105.0 |
1,110.1 |
| PP |
1,104.5 |
1,104.5 |
1,104.5 |
1,104.3 |
| S1 |
1,098.0 |
1,098.0 |
1,102.8 |
1,097.8 |
| S2 |
1,092.2 |
1,092.2 |
1,101.6 |
|
| S3 |
1,079.9 |
1,085.7 |
1,100.5 |
|
| S4 |
1,067.6 |
1,073.4 |
1,097.1 |
|
|
| 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 |
1,082.0 |
30.8 |
2.8% |
14.3 |
1.3% |
71% |
False |
False |
14,960 |
| 10 |
1,112.8 |
1,028.0 |
84.8 |
7.7% |
17.3 |
1.6% |
90% |
False |
False |
9,946 |
| 20 |
1,112.8 |
1,028.0 |
84.8 |
7.7% |
16.5 |
1.5% |
90% |
False |
False |
6,782 |
| 40 |
1,112.8 |
987.3 |
125.5 |
11.4% |
15.7 |
1.4% |
93% |
False |
False |
4,620 |
| 60 |
1,112.8 |
935.0 |
177.8 |
16.1% |
14.9 |
1.4% |
95% |
False |
False |
3,465 |
| 80 |
1,112.8 |
929.2 |
183.6 |
16.6% |
13.8 |
1.2% |
95% |
False |
False |
3,009 |
| 100 |
1,112.8 |
909.5 |
203.3 |
18.4% |
13.0 |
1.2% |
96% |
False |
False |
2,515 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,163.2 |
|
2.618 |
1,143.1 |
|
1.618 |
1,130.8 |
|
1.000 |
1,123.2 |
|
0.618 |
1,118.5 |
|
HIGH |
1,110.9 |
|
0.618 |
1,106.2 |
|
0.500 |
1,104.8 |
|
0.382 |
1,103.3 |
|
LOW |
1,098.6 |
|
0.618 |
1,091.0 |
|
1.000 |
1,086.3 |
|
1.618 |
1,078.7 |
|
2.618 |
1,066.4 |
|
4.250 |
1,046.3 |
|
|
| Fisher Pivots for day following 10-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,104.8 |
1,102.8 |
| PP |
1,104.5 |
1,101.7 |
| S1 |
1,104.2 |
1,100.6 |
|