| Trading Metrics calculated at close of trading on 09-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2009 |
09-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
1,058.50 |
1,061.25 |
2.75 |
0.3% |
1,027.50 |
| High |
1,065.50 |
1,087.00 |
21.50 |
2.0% |
1,065.50 |
| Low |
1,049.00 |
1,060.75 |
11.75 |
1.1% |
1,021.00 |
| Close |
1,061.25 |
1,086.75 |
25.50 |
2.4% |
1,061.25 |
| Range |
16.50 |
26.25 |
9.75 |
59.1% |
44.50 |
| ATR |
19.46 |
19.95 |
0.48 |
2.5% |
0.00 |
| Volume |
5,627 |
2,591 |
-3,036 |
-54.0% |
30,652 |
|
| Daily Pivots for day following 09-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,157.00 |
1,148.00 |
1,101.25 |
|
| R3 |
1,130.75 |
1,121.75 |
1,094.00 |
|
| R2 |
1,104.50 |
1,104.50 |
1,091.50 |
|
| R1 |
1,095.50 |
1,095.50 |
1,089.25 |
1,100.00 |
| PP |
1,078.25 |
1,078.25 |
1,078.25 |
1,080.50 |
| S1 |
1,069.25 |
1,069.25 |
1,084.25 |
1,073.75 |
| S2 |
1,052.00 |
1,052.00 |
1,082.00 |
|
| S3 |
1,025.75 |
1,043.00 |
1,079.50 |
|
| S4 |
999.50 |
1,016.75 |
1,072.25 |
|
|
| Weekly Pivots for week ending 06-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,182.75 |
1,166.50 |
1,085.75 |
|
| R3 |
1,138.25 |
1,122.00 |
1,073.50 |
|
| R2 |
1,093.75 |
1,093.75 |
1,069.50 |
|
| R1 |
1,077.50 |
1,077.50 |
1,065.25 |
1,085.50 |
| PP |
1,049.25 |
1,049.25 |
1,049.25 |
1,053.25 |
| S1 |
1,033.00 |
1,033.00 |
1,057.25 |
1,041.00 |
| S2 |
1,004.75 |
1,004.75 |
1,053.00 |
|
| S3 |
960.25 |
988.50 |
1,049.00 |
|
| S4 |
915.75 |
944.00 |
1,036.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,087.00 |
1,022.25 |
64.75 |
6.0% |
20.00 |
1.8% |
100% |
True |
False |
4,755 |
| 10 |
1,087.00 |
1,021.00 |
66.00 |
6.1% |
22.00 |
2.0% |
100% |
True |
False |
5,406 |
| 20 |
1,093.75 |
1,021.00 |
72.75 |
6.7% |
20.50 |
1.9% |
90% |
False |
False |
4,209 |
| 40 |
1,093.75 |
1,007.25 |
86.50 |
8.0% |
18.00 |
1.7% |
92% |
False |
False |
2,603 |
| 60 |
1,093.75 |
970.00 |
123.75 |
11.4% |
16.25 |
1.5% |
94% |
False |
False |
1,741 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,198.50 |
|
2.618 |
1,155.75 |
|
1.618 |
1,129.50 |
|
1.000 |
1,113.25 |
|
0.618 |
1,103.25 |
|
HIGH |
1,087.00 |
|
0.618 |
1,077.00 |
|
0.500 |
1,074.00 |
|
0.382 |
1,070.75 |
|
LOW |
1,060.75 |
|
0.618 |
1,044.50 |
|
1.000 |
1,034.50 |
|
1.618 |
1,018.25 |
|
2.618 |
992.00 |
|
4.250 |
949.25 |
|
|
| Fisher Pivots for day following 09-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,082.50 |
1,078.00 |
| PP |
1,078.25 |
1,069.50 |
| S1 |
1,074.00 |
1,060.75 |
|