| 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 |
1,118.8 |
1,104.2 |
-14.6 |
-1.3% |
1,095.8 |
| High |
1,124.8 |
1,121.2 |
-3.6 |
-0.3% |
1,124.8 |
| Low |
1,104.4 |
1,102.6 |
-1.8 |
-0.2% |
1,095.8 |
| Close |
1,108.0 |
1,118.1 |
10.1 |
0.9% |
1,118.1 |
| Range |
20.4 |
18.6 |
-1.8 |
-8.8% |
29.0 |
| ATR |
16.8 |
16.9 |
0.1 |
0.8% |
0.0 |
| Volume |
29,235 |
20,623 |
-8,612 |
-29.5% |
109,470 |
|
| Daily Pivots for day following 13-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,169.8 |
1,162.5 |
1,128.3 |
|
| R3 |
1,151.2 |
1,143.9 |
1,123.2 |
|
| R2 |
1,132.6 |
1,132.6 |
1,121.5 |
|
| R1 |
1,125.3 |
1,125.3 |
1,119.8 |
1,129.0 |
| PP |
1,114.0 |
1,114.0 |
1,114.0 |
1,115.8 |
| S1 |
1,106.7 |
1,106.7 |
1,116.4 |
1,110.4 |
| S2 |
1,095.4 |
1,095.4 |
1,114.7 |
|
| S3 |
1,076.8 |
1,088.1 |
1,113.0 |
|
| S4 |
1,058.2 |
1,069.5 |
1,107.9 |
|
|
| Weekly Pivots for week ending 13-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,199.9 |
1,188.0 |
1,134.1 |
|
| R3 |
1,170.9 |
1,159.0 |
1,126.1 |
|
| R2 |
1,141.9 |
1,141.9 |
1,123.4 |
|
| R1 |
1,130.0 |
1,130.0 |
1,120.8 |
1,136.0 |
| PP |
1,112.9 |
1,112.9 |
1,112.9 |
1,115.9 |
| S1 |
1,101.0 |
1,101.0 |
1,115.4 |
1,107.0 |
| S2 |
1,083.9 |
1,083.9 |
1,112.8 |
|
| S3 |
1,054.9 |
1,072.0 |
1,110.1 |
|
| S4 |
1,025.9 |
1,043.0 |
1,102.2 |
|
|
| 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 |
1,095.8 |
29.0 |
2.6% |
16.3 |
1.5% |
77% |
False |
False |
21,894 |
| 10 |
1,124.8 |
1,045.0 |
79.8 |
7.1% |
17.6 |
1.6% |
92% |
False |
False |
15,456 |
| 20 |
1,124.8 |
1,028.0 |
96.8 |
8.7% |
16.7 |
1.5% |
93% |
False |
False |
9,643 |
| 40 |
1,124.8 |
987.3 |
137.5 |
12.3% |
16.1 |
1.4% |
95% |
False |
False |
6,186 |
| 60 |
1,124.8 |
940.0 |
184.8 |
16.5% |
15.4 |
1.4% |
96% |
False |
False |
4,498 |
| 80 |
1,124.8 |
929.2 |
195.6 |
17.5% |
14.2 |
1.3% |
97% |
False |
False |
3,764 |
| 100 |
1,124.8 |
909.5 |
215.3 |
19.3% |
13.1 |
1.2% |
97% |
False |
False |
3,165 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,200.3 |
|
2.618 |
1,169.9 |
|
1.618 |
1,151.3 |
|
1.000 |
1,139.8 |
|
0.618 |
1,132.7 |
|
HIGH |
1,121.2 |
|
0.618 |
1,114.1 |
|
0.500 |
1,111.9 |
|
0.382 |
1,109.7 |
|
LOW |
1,102.6 |
|
0.618 |
1,091.1 |
|
1.000 |
1,084.0 |
|
1.618 |
1,072.5 |
|
2.618 |
1,053.9 |
|
4.250 |
1,023.6 |
|
|
| Fisher Pivots for day following 13-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,116.0 |
1,116.6 |
| PP |
1,114.0 |
1,115.2 |
| S1 |
1,111.9 |
1,113.7 |
|