| Trading Metrics calculated at close of trading on 16-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2009 |
16-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
1,104.2 |
1,121.1 |
16.9 |
1.5% |
1,095.8 |
| High |
1,121.2 |
1,145.5 |
24.3 |
2.2% |
1,124.8 |
| Low |
1,102.6 |
1,121.1 |
18.5 |
1.7% |
1,095.8 |
| Close |
1,118.1 |
1,140.7 |
22.6 |
2.0% |
1,118.1 |
| Range |
18.6 |
24.4 |
5.8 |
31.2% |
29.0 |
| ATR |
16.9 |
17.7 |
0.7 |
4.4% |
0.0 |
| Volume |
20,623 |
16,599 |
-4,024 |
-19.5% |
109,470 |
|
| Daily Pivots for day following 16-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,209.0 |
1,199.2 |
1,154.1 |
|
| R3 |
1,184.6 |
1,174.8 |
1,147.4 |
|
| R2 |
1,160.2 |
1,160.2 |
1,145.2 |
|
| R1 |
1,150.4 |
1,150.4 |
1,142.9 |
1,155.3 |
| PP |
1,135.8 |
1,135.8 |
1,135.8 |
1,138.2 |
| S1 |
1,126.0 |
1,126.0 |
1,138.5 |
1,130.9 |
| S2 |
1,111.4 |
1,111.4 |
1,136.2 |
|
| S3 |
1,087.0 |
1,101.6 |
1,134.0 |
|
| S4 |
1,062.6 |
1,077.2 |
1,127.3 |
|
|
| 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 |
1,145.5 |
1,098.6 |
46.9 |
4.1% |
17.8 |
1.6% |
90% |
True |
False |
19,974 |
| 10 |
1,145.5 |
1,057.0 |
88.5 |
7.8% |
18.1 |
1.6% |
95% |
True |
False |
16,265 |
| 20 |
1,145.5 |
1,028.0 |
117.5 |
10.3% |
17.1 |
1.5% |
96% |
True |
False |
10,443 |
| 40 |
1,145.5 |
987.3 |
158.2 |
13.9% |
16.5 |
1.4% |
97% |
True |
False |
6,544 |
| 60 |
1,145.5 |
940.0 |
205.5 |
18.0% |
15.6 |
1.4% |
98% |
True |
False |
4,767 |
| 80 |
1,145.5 |
929.2 |
216.3 |
19.0% |
14.4 |
1.3% |
98% |
True |
False |
3,955 |
| 100 |
1,145.5 |
909.5 |
236.0 |
20.7% |
13.3 |
1.2% |
98% |
True |
False |
3,314 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,249.2 |
|
2.618 |
1,209.4 |
|
1.618 |
1,185.0 |
|
1.000 |
1,169.9 |
|
0.618 |
1,160.6 |
|
HIGH |
1,145.5 |
|
0.618 |
1,136.2 |
|
0.500 |
1,133.3 |
|
0.382 |
1,130.4 |
|
LOW |
1,121.1 |
|
0.618 |
1,106.0 |
|
1.000 |
1,096.7 |
|
1.618 |
1,081.6 |
|
2.618 |
1,057.2 |
|
4.250 |
1,017.4 |
|
|
| Fisher Pivots for day following 16-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,138.2 |
1,135.2 |
| PP |
1,135.8 |
1,129.6 |
| S1 |
1,133.3 |
1,124.1 |
|