| Trading Metrics calculated at close of trading on 20-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2009 |
20-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
2,902.0 |
2,866.0 |
-36.0 |
-1.2% |
2,907.0 |
| High |
2,902.0 |
2,873.0 |
-29.0 |
-1.0% |
2,926.0 |
| Low |
2,848.0 |
2,819.0 |
-29.0 |
-1.0% |
2,819.0 |
| Close |
2,858.0 |
2,826.0 |
-32.0 |
-1.1% |
2,826.0 |
| Range |
54.0 |
54.0 |
0.0 |
0.0% |
107.0 |
| ATR |
53.7 |
53.7 |
0.0 |
0.0% |
0.0 |
| Volume |
792 |
1,272 |
480 |
60.6% |
4,638 |
|
| Daily Pivots for day following 20-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,001.3 |
2,967.7 |
2,855.7 |
|
| R3 |
2,947.3 |
2,913.7 |
2,840.9 |
|
| R2 |
2,893.3 |
2,893.3 |
2,835.9 |
|
| R1 |
2,859.7 |
2,859.7 |
2,831.0 |
2,849.5 |
| PP |
2,839.3 |
2,839.3 |
2,839.3 |
2,834.3 |
| S1 |
2,805.7 |
2,805.7 |
2,821.1 |
2,795.5 |
| S2 |
2,785.3 |
2,785.3 |
2,816.1 |
|
| S3 |
2,731.3 |
2,751.7 |
2,811.2 |
|
| S4 |
2,677.3 |
2,697.7 |
2,796.3 |
|
|
| Weekly Pivots for week ending 20-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,178.0 |
3,109.0 |
2,884.9 |
|
| R3 |
3,071.0 |
3,002.0 |
2,855.4 |
|
| R2 |
2,964.0 |
2,964.0 |
2,845.6 |
|
| R1 |
2,895.0 |
2,895.0 |
2,835.8 |
2,876.0 |
| PP |
2,857.0 |
2,857.0 |
2,857.0 |
2,847.5 |
| S1 |
2,788.0 |
2,788.0 |
2,816.2 |
2,769.0 |
| S2 |
2,750.0 |
2,750.0 |
2,806.4 |
|
| S3 |
2,643.0 |
2,681.0 |
2,796.6 |
|
| S4 |
2,536.0 |
2,574.0 |
2,767.2 |
|
|
| 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 |
2,819.0 |
107.0 |
3.8% |
38.0 |
1.3% |
7% |
False |
True |
927 |
| 10 |
2,926.0 |
2,803.0 |
123.0 |
4.4% |
38.2 |
1.4% |
19% |
False |
False |
1,980 |
| 20 |
2,926.0 |
2,679.0 |
247.0 |
8.7% |
52.1 |
1.8% |
60% |
False |
False |
5,262 |
| 40 |
2,948.0 |
2,679.0 |
269.0 |
9.5% |
52.6 |
1.9% |
55% |
False |
False |
2,912 |
| 60 |
2,948.0 |
2,668.0 |
280.0 |
9.9% |
48.0 |
1.7% |
56% |
False |
False |
4,163 |
| 80 |
2,948.0 |
2,570.0 |
378.0 |
13.4% |
46.1 |
1.6% |
68% |
False |
False |
3,184 |
| 100 |
2,948.0 |
2,250.0 |
698.0 |
24.7% |
42.9 |
1.5% |
83% |
False |
False |
2,572 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,102.5 |
|
2.618 |
3,014.4 |
|
1.618 |
2,960.4 |
|
1.000 |
2,927.0 |
|
0.618 |
2,906.4 |
|
HIGH |
2,873.0 |
|
0.618 |
2,852.4 |
|
0.500 |
2,846.0 |
|
0.382 |
2,839.6 |
|
LOW |
2,819.0 |
|
0.618 |
2,785.6 |
|
1.000 |
2,765.0 |
|
1.618 |
2,731.6 |
|
2.618 |
2,677.6 |
|
4.250 |
2,589.5 |
|
|
| Fisher Pivots for day following 20-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,846.0 |
2,872.5 |
| PP |
2,839.3 |
2,857.0 |
| S1 |
2,832.7 |
2,841.5 |
|