| Trading Metrics calculated at close of trading on 17-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2009 |
17-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
1,121.1 |
1,142.3 |
21.2 |
1.9% |
1,095.8 |
| High |
1,145.5 |
1,143.5 |
-2.0 |
-0.2% |
1,124.8 |
| Low |
1,121.1 |
1,129.2 |
8.1 |
0.7% |
1,095.8 |
| Close |
1,140.7 |
1,140.9 |
0.2 |
0.0% |
1,118.1 |
| Range |
24.4 |
14.3 |
-10.1 |
-41.4% |
29.0 |
| ATR |
17.7 |
17.4 |
-0.2 |
-1.4% |
0.0 |
| Volume |
16,599 |
27,179 |
10,580 |
63.7% |
109,470 |
|
| Daily Pivots for day following 17-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,180.8 |
1,175.1 |
1,148.8 |
|
| R3 |
1,166.5 |
1,160.8 |
1,144.8 |
|
| R2 |
1,152.2 |
1,152.2 |
1,143.5 |
|
| R1 |
1,146.5 |
1,146.5 |
1,142.2 |
1,142.2 |
| PP |
1,137.9 |
1,137.9 |
1,137.9 |
1,135.7 |
| S1 |
1,132.2 |
1,132.2 |
1,139.6 |
1,127.9 |
| S2 |
1,123.6 |
1,123.6 |
1,138.3 |
|
| S3 |
1,109.3 |
1,117.9 |
1,137.0 |
|
| S4 |
1,095.0 |
1,103.6 |
1,133.0 |
|
|
| 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 |
1,102.6 |
42.9 |
3.8% |
18.2 |
1.6% |
89% |
False |
False |
21,998 |
| 10 |
1,145.5 |
1,082.0 |
63.5 |
5.6% |
16.2 |
1.4% |
93% |
False |
False |
18,479 |
| 20 |
1,145.5 |
1,028.0 |
117.5 |
10.3% |
17.1 |
1.5% |
96% |
False |
False |
11,702 |
| 40 |
1,145.5 |
987.3 |
158.2 |
13.9% |
16.4 |
1.4% |
97% |
False |
False |
7,166 |
| 60 |
1,145.5 |
942.9 |
202.6 |
17.8% |
15.5 |
1.4% |
98% |
False |
False |
5,215 |
| 80 |
1,145.5 |
929.2 |
216.3 |
19.0% |
14.6 |
1.3% |
98% |
False |
False |
4,281 |
| 100 |
1,145.5 |
909.5 |
236.0 |
20.7% |
13.4 |
1.2% |
98% |
False |
False |
3,583 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,204.3 |
|
2.618 |
1,180.9 |
|
1.618 |
1,166.6 |
|
1.000 |
1,157.8 |
|
0.618 |
1,152.3 |
|
HIGH |
1,143.5 |
|
0.618 |
1,138.0 |
|
0.500 |
1,136.4 |
|
0.382 |
1,134.7 |
|
LOW |
1,129.2 |
|
0.618 |
1,120.4 |
|
1.000 |
1,114.9 |
|
1.618 |
1,106.1 |
|
2.618 |
1,091.8 |
|
4.250 |
1,068.4 |
|
|
| Fisher Pivots for day following 17-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,139.4 |
1,135.3 |
| PP |
1,137.9 |
1,129.7 |
| S1 |
1,136.4 |
1,124.1 |
|