| Trading Metrics calculated at close of trading on 23-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2009 |
23-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
2,875.0 |
2,854.0 |
-21.0 |
-0.7% |
2,900.0 |
| High |
2,878.0 |
2,907.0 |
29.0 |
1.0% |
2,933.0 |
| Low |
2,820.0 |
2,854.0 |
34.0 |
1.2% |
2,820.0 |
| Close |
2,830.0 |
2,892.0 |
62.0 |
2.2% |
2,830.0 |
| Range |
58.0 |
53.0 |
-5.0 |
-8.6% |
113.0 |
| ATR |
57.1 |
58.6 |
1.4 |
2.5% |
0.0 |
| Volume |
1,155,318 |
978,963 |
-176,355 |
-15.3% |
5,260,788 |
|
| Daily Pivots for day following 23-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,043.3 |
3,020.7 |
2,921.2 |
|
| R3 |
2,990.3 |
2,967.7 |
2,906.6 |
|
| R2 |
2,937.3 |
2,937.3 |
2,901.7 |
|
| R1 |
2,914.7 |
2,914.7 |
2,896.9 |
2,926.0 |
| PP |
2,884.3 |
2,884.3 |
2,884.3 |
2,890.0 |
| S1 |
2,861.7 |
2,861.7 |
2,887.1 |
2,873.0 |
| S2 |
2,831.3 |
2,831.3 |
2,882.3 |
|
| S3 |
2,778.3 |
2,808.7 |
2,877.4 |
|
| S4 |
2,725.3 |
2,755.7 |
2,862.9 |
|
|
| Weekly Pivots for week ending 20-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,200.0 |
3,128.0 |
2,892.2 |
|
| R3 |
3,087.0 |
3,015.0 |
2,861.1 |
|
| R2 |
2,974.0 |
2,974.0 |
2,850.7 |
|
| R1 |
2,902.0 |
2,902.0 |
2,840.4 |
2,881.5 |
| PP |
2,861.0 |
2,861.0 |
2,861.0 |
2,850.8 |
| S1 |
2,789.0 |
2,789.0 |
2,819.6 |
2,768.5 |
| S2 |
2,748.0 |
2,748.0 |
2,809.3 |
|
| S3 |
2,635.0 |
2,676.0 |
2,798.9 |
|
| S4 |
2,522.0 |
2,563.0 |
2,767.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,933.0 |
2,820.0 |
113.0 |
3.9% |
46.2 |
1.6% |
64% |
False |
False |
1,024,443 |
| 10 |
2,933.0 |
2,820.0 |
113.0 |
3.9% |
41.1 |
1.4% |
64% |
False |
False |
1,034,493 |
| 20 |
2,933.0 |
2,680.0 |
253.0 |
8.7% |
55.3 |
1.9% |
84% |
False |
False |
1,245,098 |
| 40 |
2,953.0 |
2,680.0 |
273.0 |
9.4% |
56.0 |
1.9% |
78% |
False |
False |
1,209,790 |
| 60 |
2,953.0 |
2,660.0 |
293.0 |
10.1% |
53.7 |
1.9% |
79% |
False |
False |
1,010,634 |
| 80 |
2,953.0 |
2,570.0 |
383.0 |
13.2% |
53.5 |
1.8% |
84% |
False |
False |
759,037 |
| 100 |
2,953.0 |
2,241.0 |
712.0 |
24.6% |
53.0 |
1.8% |
91% |
False |
False |
607,448 |
| 120 |
2,953.0 |
2,241.0 |
712.0 |
24.6% |
52.9 |
1.8% |
91% |
False |
False |
508,203 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,132.3 |
|
2.618 |
3,045.8 |
|
1.618 |
2,992.8 |
|
1.000 |
2,960.0 |
|
0.618 |
2,939.8 |
|
HIGH |
2,907.0 |
|
0.618 |
2,886.8 |
|
0.500 |
2,880.5 |
|
0.382 |
2,874.2 |
|
LOW |
2,854.0 |
|
0.618 |
2,821.2 |
|
1.000 |
2,801.0 |
|
1.618 |
2,768.2 |
|
2.618 |
2,715.2 |
|
4.250 |
2,628.8 |
|
|
| Fisher Pivots for day following 23-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,888.2 |
2,883.0 |
| PP |
2,884.3 |
2,874.0 |
| S1 |
2,880.5 |
2,865.0 |
|