| Trading Metrics calculated at close of trading on 19-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2009 |
19-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
2,909.0 |
2,902.0 |
-7.0 |
-0.2% |
2,822.0 |
| High |
2,926.0 |
2,902.0 |
-24.0 |
-0.8% |
2,893.0 |
| Low |
2,895.0 |
2,848.0 |
-47.0 |
-1.6% |
2,803.0 |
| Close |
2,906.0 |
2,858.0 |
-48.0 |
-1.7% |
2,875.0 |
| Range |
31.0 |
54.0 |
23.0 |
74.2% |
90.0 |
| ATR |
53.3 |
53.7 |
0.3 |
0.6% |
0.0 |
| Volume |
485 |
792 |
307 |
63.3% |
15,171 |
|
| Daily Pivots for day following 19-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,031.3 |
2,998.7 |
2,887.7 |
|
| R3 |
2,977.3 |
2,944.7 |
2,872.9 |
|
| R2 |
2,923.3 |
2,923.3 |
2,867.9 |
|
| R1 |
2,890.7 |
2,890.7 |
2,863.0 |
2,880.0 |
| PP |
2,869.3 |
2,869.3 |
2,869.3 |
2,864.0 |
| S1 |
2,836.7 |
2,836.7 |
2,853.1 |
2,826.0 |
| S2 |
2,815.3 |
2,815.3 |
2,848.1 |
|
| S3 |
2,761.3 |
2,782.7 |
2,843.2 |
|
| S4 |
2,707.3 |
2,728.7 |
2,828.3 |
|
|
| 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 |
2,926.0 |
2,845.0 |
81.0 |
2.8% |
34.8 |
1.2% |
16% |
False |
False |
2,892 |
| 10 |
2,926.0 |
2,738.0 |
188.0 |
6.6% |
38.2 |
1.3% |
64% |
False |
False |
1,900 |
| 20 |
2,926.0 |
2,679.0 |
247.0 |
8.6% |
52.7 |
1.8% |
72% |
False |
False |
5,216 |
| 40 |
2,948.0 |
2,679.0 |
269.0 |
9.4% |
52.0 |
1.8% |
67% |
False |
False |
2,908 |
| 60 |
2,948.0 |
2,668.0 |
280.0 |
9.8% |
47.6 |
1.7% |
68% |
False |
False |
4,144 |
| 80 |
2,948.0 |
2,570.0 |
378.0 |
13.2% |
45.8 |
1.6% |
76% |
False |
False |
3,175 |
| 100 |
2,948.0 |
2,250.0 |
698.0 |
24.4% |
42.6 |
1.5% |
87% |
False |
False |
2,560 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,131.5 |
|
2.618 |
3,043.4 |
|
1.618 |
2,989.4 |
|
1.000 |
2,956.0 |
|
0.618 |
2,935.4 |
|
HIGH |
2,902.0 |
|
0.618 |
2,881.4 |
|
0.500 |
2,875.0 |
|
0.382 |
2,868.6 |
|
LOW |
2,848.0 |
|
0.618 |
2,814.6 |
|
1.000 |
2,794.0 |
|
1.618 |
2,760.6 |
|
2.618 |
2,706.6 |
|
4.250 |
2,618.5 |
|
|
| Fisher Pivots for day following 19-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,875.0 |
2,887.0 |
| PP |
2,869.3 |
2,877.3 |
| S1 |
2,863.7 |
2,867.7 |
|