| 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 |
2,863.0 |
2,864.0 |
1.0 |
0.0% |
2,822.0 |
| High |
2,893.0 |
2,883.0 |
-10.0 |
-0.3% |
2,893.0 |
| Low |
2,849.0 |
2,845.0 |
-4.0 |
-0.1% |
2,803.0 |
| Close |
2,866.0 |
2,875.0 |
9.0 |
0.3% |
2,875.0 |
| Range |
44.0 |
38.0 |
-6.0 |
-13.6% |
90.0 |
| ATR |
59.5 |
57.9 |
-1.5 |
-2.6% |
0.0 |
| Volume |
604 |
11,098 |
10,494 |
1,737.4% |
15,171 |
|
| Daily Pivots for day following 13-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,981.7 |
2,966.3 |
2,895.9 |
|
| R3 |
2,943.7 |
2,928.3 |
2,885.5 |
|
| R2 |
2,905.7 |
2,905.7 |
2,882.0 |
|
| R1 |
2,890.3 |
2,890.3 |
2,878.5 |
2,898.0 |
| PP |
2,867.7 |
2,867.7 |
2,867.7 |
2,871.5 |
| S1 |
2,852.3 |
2,852.3 |
2,871.5 |
2,860.0 |
| S2 |
2,829.7 |
2,829.7 |
2,868.0 |
|
| S3 |
2,791.7 |
2,814.3 |
2,864.6 |
|
| S4 |
2,753.7 |
2,776.3 |
2,854.1 |
|
|
| Weekly Pivots for week ending 13-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,127.0 |
3,091.0 |
2,924.5 |
|
| R3 |
3,037.0 |
3,001.0 |
2,899.8 |
|
| R2 |
2,947.0 |
2,947.0 |
2,891.5 |
|
| R1 |
2,911.0 |
2,911.0 |
2,883.3 |
2,929.0 |
| PP |
2,857.0 |
2,857.0 |
2,857.0 |
2,866.0 |
| S1 |
2,821.0 |
2,821.0 |
2,866.8 |
2,839.0 |
| S2 |
2,767.0 |
2,767.0 |
2,858.5 |
|
| S3 |
2,677.0 |
2,731.0 |
2,850.3 |
|
| S4 |
2,587.0 |
2,641.0 |
2,825.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,893.0 |
2,803.0 |
90.0 |
3.1% |
38.4 |
1.3% |
80% |
False |
False |
3,034 |
| 10 |
2,893.0 |
2,679.0 |
214.0 |
7.4% |
47.9 |
1.7% |
92% |
False |
False |
9,172 |
| 20 |
2,948.0 |
2,679.0 |
269.0 |
9.4% |
56.5 |
2.0% |
73% |
False |
False |
5,103 |
| 40 |
2,948.0 |
2,679.0 |
269.0 |
9.4% |
53.1 |
1.8% |
73% |
False |
False |
2,858 |
| 60 |
2,948.0 |
2,668.0 |
280.0 |
9.7% |
47.9 |
1.7% |
74% |
False |
False |
4,097 |
| 80 |
2,948.0 |
2,558.0 |
390.0 |
13.6% |
45.1 |
1.6% |
81% |
False |
False |
3,140 |
| 100 |
2,948.0 |
2,250.0 |
698.0 |
24.3% |
43.3 |
1.5% |
90% |
False |
False |
2,536 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,044.5 |
|
2.618 |
2,982.5 |
|
1.618 |
2,944.5 |
|
1.000 |
2,921.0 |
|
0.618 |
2,906.5 |
|
HIGH |
2,883.0 |
|
0.618 |
2,868.5 |
|
0.500 |
2,864.0 |
|
0.382 |
2,859.5 |
|
LOW |
2,845.0 |
|
0.618 |
2,821.5 |
|
1.000 |
2,807.0 |
|
1.618 |
2,783.5 |
|
2.618 |
2,745.5 |
|
4.250 |
2,683.5 |
|
|
| Fisher Pivots for day following 13-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,871.3 |
2,873.0 |
| PP |
2,867.7 |
2,871.0 |
| S1 |
2,864.0 |
2,869.0 |
|