| 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 |
2,866.0 |
2,855.0 |
-11.0 |
-0.4% |
2,907.0 |
| High |
2,873.0 |
2,899.0 |
26.0 |
0.9% |
2,926.0 |
| Low |
2,819.0 |
2,855.0 |
36.0 |
1.3% |
2,819.0 |
| Close |
2,826.0 |
2,888.0 |
62.0 |
2.2% |
2,826.0 |
| Range |
54.0 |
44.0 |
-10.0 |
-18.5% |
107.0 |
| ATR |
53.7 |
55.1 |
1.4 |
2.6% |
0.0 |
| Volume |
1,272 |
394 |
-878 |
-69.0% |
4,638 |
|
| Daily Pivots for day following 23-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,012.7 |
2,994.3 |
2,912.2 |
|
| R3 |
2,968.7 |
2,950.3 |
2,900.1 |
|
| R2 |
2,924.7 |
2,924.7 |
2,896.1 |
|
| R1 |
2,906.3 |
2,906.3 |
2,892.0 |
2,915.5 |
| PP |
2,880.7 |
2,880.7 |
2,880.7 |
2,885.3 |
| S1 |
2,862.3 |
2,862.3 |
2,884.0 |
2,871.5 |
| S2 |
2,836.7 |
2,836.7 |
2,879.9 |
|
| S3 |
2,792.7 |
2,818.3 |
2,875.9 |
|
| S4 |
2,748.7 |
2,774.3 |
2,863.8 |
|
|
| 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 |
3.7% |
41.0 |
1.4% |
64% |
False |
False |
656 |
| 10 |
2,926.0 |
2,819.0 |
107.0 |
3.7% |
36.7 |
1.3% |
64% |
False |
False |
1,964 |
| 20 |
2,926.0 |
2,679.0 |
247.0 |
8.6% |
50.3 |
1.7% |
85% |
False |
False |
5,263 |
| 40 |
2,948.0 |
2,679.0 |
269.0 |
9.3% |
51.2 |
1.8% |
78% |
False |
False |
2,919 |
| 60 |
2,948.0 |
2,668.0 |
280.0 |
9.7% |
48.3 |
1.7% |
79% |
False |
False |
4,166 |
| 80 |
2,948.0 |
2,570.0 |
378.0 |
13.1% |
46.5 |
1.6% |
84% |
False |
False |
3,176 |
| 100 |
2,948.0 |
2,250.0 |
698.0 |
24.2% |
43.2 |
1.5% |
91% |
False |
False |
2,576 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,086.0 |
|
2.618 |
3,014.2 |
|
1.618 |
2,970.2 |
|
1.000 |
2,943.0 |
|
0.618 |
2,926.2 |
|
HIGH |
2,899.0 |
|
0.618 |
2,882.2 |
|
0.500 |
2,877.0 |
|
0.382 |
2,871.8 |
|
LOW |
2,855.0 |
|
0.618 |
2,827.8 |
|
1.000 |
2,811.0 |
|
1.618 |
2,783.8 |
|
2.618 |
2,739.8 |
|
4.250 |
2,668.0 |
|
|
| Fisher Pivots for day following 23-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,884.3 |
2,878.8 |
| PP |
2,880.7 |
2,869.7 |
| S1 |
2,877.0 |
2,860.5 |
|