| 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 |
1,109.1 |
1,107.2 |
-1.9 |
-0.2% |
1,101.6 |
| High |
1,125.5 |
1,122.0 |
-3.5 |
-0.3% |
1,125.5 |
| Low |
1,105.3 |
1,104.6 |
-0.7 |
-0.1% |
1,099.9 |
| Close |
1,109.1 |
1,119.3 |
10.2 |
0.9% |
1,119.3 |
| Range |
20.2 |
17.4 |
-2.8 |
-13.9% |
25.6 |
| ATR |
16.3 |
16.3 |
0.1 |
0.5% |
0.0 |
| Volume |
1,310 |
3,733 |
2,423 |
185.0% |
12,552 |
|
| Daily Pivots for day following 13-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,167.5 |
1,160.8 |
1,128.9 |
|
| R3 |
1,150.1 |
1,143.4 |
1,124.1 |
|
| R2 |
1,132.7 |
1,132.7 |
1,122.5 |
|
| R1 |
1,126.0 |
1,126.0 |
1,120.9 |
1,129.4 |
| PP |
1,115.3 |
1,115.3 |
1,115.3 |
1,117.0 |
| S1 |
1,108.6 |
1,108.6 |
1,117.7 |
1,112.0 |
| S2 |
1,097.9 |
1,097.9 |
1,116.1 |
|
| S3 |
1,080.5 |
1,091.2 |
1,114.5 |
|
| S4 |
1,063.1 |
1,073.8 |
1,109.7 |
|
|
| Weekly Pivots for week ending 13-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,191.7 |
1,181.1 |
1,133.4 |
|
| R3 |
1,166.1 |
1,155.5 |
1,126.3 |
|
| R2 |
1,140.5 |
1,140.5 |
1,124.0 |
|
| R1 |
1,129.9 |
1,129.9 |
1,121.6 |
1,135.2 |
| PP |
1,114.9 |
1,114.9 |
1,114.9 |
1,117.6 |
| S1 |
1,104.3 |
1,104.3 |
1,117.0 |
1,109.6 |
| S2 |
1,089.3 |
1,089.3 |
1,114.6 |
|
| S3 |
1,063.7 |
1,078.7 |
1,112.3 |
|
| S4 |
1,038.1 |
1,053.1 |
1,105.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,125.5 |
1,099.9 |
25.6 |
2.3% |
14.9 |
1.3% |
76% |
False |
False |
2,510 |
| 10 |
1,125.5 |
1,045.0 |
80.5 |
7.2% |
16.6 |
1.5% |
92% |
False |
False |
2,178 |
| 20 |
1,125.5 |
1,029.0 |
96.5 |
8.6% |
16.1 |
1.4% |
94% |
False |
False |
1,789 |
| 40 |
1,125.5 |
989.3 |
136.2 |
12.2% |
15.5 |
1.4% |
95% |
False |
False |
1,561 |
| 60 |
1,125.5 |
939.9 |
185.6 |
16.6% |
15.1 |
1.3% |
97% |
False |
False |
1,403 |
| 80 |
1,125.5 |
930.9 |
194.6 |
17.4% |
14.0 |
1.3% |
97% |
False |
False |
1,209 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,196.0 |
|
2.618 |
1,167.6 |
|
1.618 |
1,150.2 |
|
1.000 |
1,139.4 |
|
0.618 |
1,132.8 |
|
HIGH |
1,122.0 |
|
0.618 |
1,115.4 |
|
0.500 |
1,113.3 |
|
0.382 |
1,111.2 |
|
LOW |
1,104.6 |
|
0.618 |
1,093.8 |
|
1.000 |
1,087.2 |
|
1.618 |
1,076.4 |
|
2.618 |
1,059.0 |
|
4.250 |
1,030.7 |
|
|
| Fisher Pivots for day following 13-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,117.3 |
1,117.9 |
| PP |
1,115.3 |
1,116.5 |
| S1 |
1,113.3 |
1,115.1 |
|