| 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 |
2,864.0 |
2,907.0 |
43.0 |
1.5% |
2,822.0 |
| High |
2,883.0 |
2,925.0 |
42.0 |
1.5% |
2,893.0 |
| Low |
2,845.0 |
2,896.0 |
51.0 |
1.8% |
2,803.0 |
| Close |
2,875.0 |
2,918.0 |
43.0 |
1.5% |
2,875.0 |
| Range |
38.0 |
29.0 |
-9.0 |
-23.7% |
90.0 |
| ATR |
57.9 |
57.4 |
-0.6 |
-1.0% |
0.0 |
| Volume |
11,098 |
1,751 |
-9,347 |
-84.2% |
15,171 |
|
| Daily Pivots for day following 16-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,000.0 |
2,988.0 |
2,934.0 |
|
| R3 |
2,971.0 |
2,959.0 |
2,926.0 |
|
| R2 |
2,942.0 |
2,942.0 |
2,923.3 |
|
| R1 |
2,930.0 |
2,930.0 |
2,920.7 |
2,936.0 |
| PP |
2,913.0 |
2,913.0 |
2,913.0 |
2,916.0 |
| S1 |
2,901.0 |
2,901.0 |
2,915.3 |
2,907.0 |
| S2 |
2,884.0 |
2,884.0 |
2,912.7 |
|
| S3 |
2,855.0 |
2,872.0 |
2,910.0 |
|
| S4 |
2,826.0 |
2,843.0 |
2,902.1 |
|
|
| 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 |
2,925.0 |
2,834.0 |
91.0 |
3.1% |
32.4 |
1.1% |
92% |
True |
False |
3,273 |
| 10 |
2,925.0 |
2,679.0 |
246.0 |
8.4% |
44.3 |
1.5% |
97% |
True |
False |
8,980 |
| 20 |
2,948.0 |
2,679.0 |
269.0 |
9.2% |
55.9 |
1.9% |
89% |
False |
False |
5,183 |
| 40 |
2,948.0 |
2,679.0 |
269.0 |
9.2% |
53.0 |
1.8% |
89% |
False |
False |
2,881 |
| 60 |
2,948.0 |
2,668.0 |
280.0 |
9.6% |
48.0 |
1.6% |
89% |
False |
False |
4,126 |
| 80 |
2,948.0 |
2,558.0 |
390.0 |
13.4% |
45.4 |
1.6% |
92% |
False |
False |
3,162 |
| 100 |
2,948.0 |
2,250.0 |
698.0 |
23.9% |
43.1 |
1.5% |
96% |
False |
False |
2,552 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,048.3 |
|
2.618 |
3,000.9 |
|
1.618 |
2,971.9 |
|
1.000 |
2,954.0 |
|
0.618 |
2,942.9 |
|
HIGH |
2,925.0 |
|
0.618 |
2,913.9 |
|
0.500 |
2,910.5 |
|
0.382 |
2,907.1 |
|
LOW |
2,896.0 |
|
0.618 |
2,878.1 |
|
1.000 |
2,867.0 |
|
1.618 |
2,849.1 |
|
2.618 |
2,820.1 |
|
4.250 |
2,772.8 |
|
|
| Fisher Pivots for day following 16-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,915.5 |
2,907.0 |
| PP |
2,913.0 |
2,896.0 |
| S1 |
2,910.5 |
2,885.0 |
|