| Trading Metrics calculated at close of trading on 27-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2009 |
27-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
1,098.75 |
1,103.50 |
4.75 |
0.4% |
1,085.00 |
| High |
1,106.25 |
1,106.50 |
0.25 |
0.0% |
1,106.50 |
| Low |
1,097.50 |
1,062.25 |
-35.25 |
-3.2% |
1,062.25 |
| Close |
1,104.00 |
1,084.50 |
-19.50 |
-1.8% |
1,084.50 |
| Range |
8.75 |
44.25 |
35.50 |
405.7% |
44.25 |
| ATR |
16.31 |
18.31 |
2.00 |
12.2% |
0.00 |
| Volume |
3,734 |
3,466 |
-268 |
-7.2% |
18,293 |
|
| Daily Pivots for day following 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,217.25 |
1,195.00 |
1,108.75 |
|
| R3 |
1,173.00 |
1,150.75 |
1,096.75 |
|
| R2 |
1,128.75 |
1,128.75 |
1,092.50 |
|
| R1 |
1,106.50 |
1,106.50 |
1,088.50 |
1,095.50 |
| PP |
1,084.50 |
1,084.50 |
1,084.50 |
1,079.00 |
| S1 |
1,062.25 |
1,062.25 |
1,080.50 |
1,051.25 |
| S2 |
1,040.25 |
1,040.25 |
1,076.50 |
|
| S3 |
996.00 |
1,018.00 |
1,072.25 |
|
| S4 |
951.75 |
973.75 |
1,060.25 |
|
|
| Weekly Pivots for week ending 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,217.25 |
1,195.00 |
1,108.75 |
|
| R3 |
1,173.00 |
1,150.75 |
1,096.75 |
|
| R2 |
1,128.75 |
1,128.75 |
1,092.50 |
|
| R1 |
1,106.50 |
1,106.50 |
1,088.50 |
1,095.50 |
| PP |
1,084.50 |
1,084.50 |
1,084.50 |
1,079.00 |
| S1 |
1,062.25 |
1,062.25 |
1,080.50 |
1,051.25 |
| S2 |
1,040.25 |
1,040.25 |
1,076.50 |
|
| S3 |
996.00 |
1,018.00 |
1,072.25 |
|
| S4 |
951.75 |
973.75 |
1,060.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,106.50 |
1,062.25 |
44.25 |
4.1% |
19.25 |
1.8% |
50% |
True |
True |
4,948 |
| 10 |
1,107.00 |
1,062.25 |
44.75 |
4.1% |
17.00 |
1.6% |
50% |
False |
True |
4,835 |
| 20 |
1,107.00 |
1,021.00 |
86.00 |
7.9% |
18.25 |
1.7% |
74% |
False |
False |
4,968 |
| 40 |
1,107.00 |
1,007.25 |
99.75 |
9.2% |
17.75 |
1.6% |
77% |
False |
False |
3,880 |
| 60 |
1,107.00 |
984.25 |
122.75 |
11.3% |
17.00 |
1.6% |
82% |
False |
False |
2,738 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,294.50 |
|
2.618 |
1,222.25 |
|
1.618 |
1,178.00 |
|
1.000 |
1,150.75 |
|
0.618 |
1,133.75 |
|
HIGH |
1,106.50 |
|
0.618 |
1,089.50 |
|
0.500 |
1,084.50 |
|
0.382 |
1,079.25 |
|
LOW |
1,062.25 |
|
0.618 |
1,035.00 |
|
1.000 |
1,018.00 |
|
1.618 |
990.75 |
|
2.618 |
946.50 |
|
4.250 |
874.25 |
|
|
| Fisher Pivots for day following 27-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,084.50 |
1,084.50 |
| PP |
1,084.50 |
1,084.50 |
| S1 |
1,084.50 |
1,084.50 |
|