| Trading Metrics calculated at close of trading on 18-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2009 |
18-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
1,101.50 |
1,103.00 |
1.50 |
0.1% |
1,061.25 |
| High |
1,104.00 |
1,105.50 |
1.50 |
0.1% |
1,098.25 |
| Low |
1,095.25 |
1,096.25 |
1.00 |
0.1% |
1,060.75 |
| Close |
1,102.50 |
1,103.50 |
1.00 |
0.1% |
1,086.50 |
| Range |
8.75 |
9.25 |
0.50 |
5.7% |
37.50 |
| ATR |
17.67 |
17.07 |
-0.60 |
-3.4% |
0.00 |
| Volume |
6,837 |
5,227 |
-1,610 |
-23.5% |
18,762 |
|
| Daily Pivots for day following 18-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,129.50 |
1,125.75 |
1,108.50 |
|
| R3 |
1,120.25 |
1,116.50 |
1,106.00 |
|
| R2 |
1,111.00 |
1,111.00 |
1,105.25 |
|
| R1 |
1,107.25 |
1,107.25 |
1,104.25 |
1,109.00 |
| PP |
1,101.75 |
1,101.75 |
1,101.75 |
1,102.75 |
| S1 |
1,098.00 |
1,098.00 |
1,102.75 |
1,100.00 |
| S2 |
1,092.50 |
1,092.50 |
1,101.75 |
|
| S3 |
1,083.25 |
1,088.75 |
1,101.00 |
|
| S4 |
1,074.00 |
1,079.50 |
1,098.50 |
|
|
| Weekly Pivots for week ending 13-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,194.25 |
1,178.00 |
1,107.00 |
|
| R3 |
1,156.75 |
1,140.50 |
1,096.75 |
|
| R2 |
1,119.25 |
1,119.25 |
1,093.50 |
|
| R1 |
1,103.00 |
1,103.00 |
1,090.00 |
1,111.00 |
| PP |
1,081.75 |
1,081.75 |
1,081.75 |
1,086.00 |
| S1 |
1,065.50 |
1,065.50 |
1,083.00 |
1,073.50 |
| S2 |
1,044.25 |
1,044.25 |
1,079.50 |
|
| S3 |
1,006.75 |
1,028.00 |
1,076.25 |
|
| S4 |
969.25 |
990.50 |
1,066.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,107.00 |
1,077.75 |
29.25 |
2.7% |
14.00 |
1.3% |
88% |
False |
False |
4,583 |
| 10 |
1,107.00 |
1,034.50 |
72.50 |
6.6% |
15.75 |
1.4% |
95% |
False |
False |
4,410 |
| 20 |
1,107.00 |
1,021.00 |
86.00 |
7.8% |
19.00 |
1.7% |
96% |
False |
False |
4,823 |
| 40 |
1,107.00 |
1,007.25 |
99.75 |
9.0% |
18.00 |
1.6% |
96% |
False |
False |
3,295 |
| 60 |
1,107.00 |
984.25 |
122.75 |
11.1% |
16.25 |
1.5% |
97% |
False |
False |
2,255 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,144.75 |
|
2.618 |
1,129.75 |
|
1.618 |
1,120.50 |
|
1.000 |
1,114.75 |
|
0.618 |
1,111.25 |
|
HIGH |
1,105.50 |
|
0.618 |
1,102.00 |
|
0.500 |
1,101.00 |
|
0.382 |
1,099.75 |
|
LOW |
1,096.25 |
|
0.618 |
1,090.50 |
|
1.000 |
1,087.00 |
|
1.618 |
1,081.25 |
|
2.618 |
1,072.00 |
|
4.250 |
1,057.00 |
|
|
| Fisher Pivots for day following 18-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,102.50 |
1,101.25 |
| PP |
1,101.75 |
1,099.00 |
| S1 |
1,101.00 |
1,096.75 |
|