| Trading Metrics calculated at close of trading on 12-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2009 |
12-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
1,116.0 |
1,118.8 |
2.8 |
0.3% |
1,045.0 |
| High |
1,120.6 |
1,124.8 |
4.2 |
0.4% |
1,103.0 |
| Low |
1,107.5 |
1,104.4 |
-3.1 |
-0.3% |
1,045.0 |
| Close |
1,116.0 |
1,108.0 |
-8.0 |
-0.7% |
1,097.0 |
| Range |
13.1 |
20.4 |
7.3 |
55.7% |
58.0 |
| ATR |
16.5 |
16.8 |
0.3 |
1.7% |
0.0 |
| Volume |
16,354 |
29,235 |
12,881 |
78.8% |
45,093 |
|
| Daily Pivots for day following 12-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,173.6 |
1,161.2 |
1,119.2 |
|
| R3 |
1,153.2 |
1,140.8 |
1,113.6 |
|
| R2 |
1,132.8 |
1,132.8 |
1,111.7 |
|
| R1 |
1,120.4 |
1,120.4 |
1,109.9 |
1,116.4 |
| PP |
1,112.4 |
1,112.4 |
1,112.4 |
1,110.4 |
| S1 |
1,100.0 |
1,100.0 |
1,106.1 |
1,096.0 |
| S2 |
1,092.0 |
1,092.0 |
1,104.3 |
|
| S3 |
1,071.6 |
1,079.6 |
1,102.4 |
|
| S4 |
1,051.2 |
1,059.2 |
1,096.8 |
|
|
| 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 |
1,124.8 |
1,088.4 |
36.4 |
3.3% |
15.5 |
1.4% |
54% |
True |
False |
19,332 |
| 10 |
1,124.8 |
1,036.6 |
88.2 |
8.0% |
17.0 |
1.5% |
81% |
True |
False |
13,875 |
| 20 |
1,124.8 |
1,028.0 |
96.8 |
8.7% |
16.5 |
1.5% |
83% |
True |
False |
8,890 |
| 40 |
1,124.8 |
987.3 |
137.5 |
12.4% |
15.9 |
1.4% |
88% |
True |
False |
5,728 |
| 60 |
1,124.8 |
940.0 |
184.8 |
16.7% |
15.2 |
1.4% |
91% |
True |
False |
4,206 |
| 80 |
1,124.8 |
929.2 |
195.6 |
17.7% |
14.1 |
1.3% |
91% |
True |
False |
3,542 |
| 100 |
1,124.8 |
909.5 |
215.3 |
19.4% |
13.1 |
1.2% |
92% |
True |
False |
2,969 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,211.5 |
|
2.618 |
1,178.2 |
|
1.618 |
1,157.8 |
|
1.000 |
1,145.2 |
|
0.618 |
1,137.4 |
|
HIGH |
1,124.8 |
|
0.618 |
1,117.0 |
|
0.500 |
1,114.6 |
|
0.382 |
1,112.2 |
|
LOW |
1,104.4 |
|
0.618 |
1,091.8 |
|
1.000 |
1,084.0 |
|
1.618 |
1,071.4 |
|
2.618 |
1,051.0 |
|
4.250 |
1,017.7 |
|
|
| Fisher Pivots for day following 12-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,114.6 |
1,111.7 |
| PP |
1,112.4 |
1,110.5 |
| S1 |
1,110.2 |
1,109.2 |
|