| Trading Metrics calculated at close of trading on 24-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2009 |
24-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
2,855.0 |
2,870.0 |
15.0 |
0.5% |
2,907.0 |
| High |
2,899.0 |
2,896.0 |
-3.0 |
-0.1% |
2,926.0 |
| Low |
2,855.0 |
2,861.0 |
6.0 |
0.2% |
2,819.0 |
| Close |
2,888.0 |
2,875.0 |
-13.0 |
-0.5% |
2,826.0 |
| Range |
44.0 |
35.0 |
-9.0 |
-20.5% |
107.0 |
| ATR |
55.1 |
53.6 |
-1.4 |
-2.6% |
0.0 |
| Volume |
394 |
3,476 |
3,082 |
782.2% |
4,638 |
|
| Daily Pivots for day following 24-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,982.3 |
2,963.7 |
2,894.3 |
|
| R3 |
2,947.3 |
2,928.7 |
2,884.6 |
|
| R2 |
2,912.3 |
2,912.3 |
2,881.4 |
|
| R1 |
2,893.7 |
2,893.7 |
2,878.2 |
2,903.0 |
| PP |
2,877.3 |
2,877.3 |
2,877.3 |
2,882.0 |
| S1 |
2,858.7 |
2,858.7 |
2,871.8 |
2,868.0 |
| S2 |
2,842.3 |
2,842.3 |
2,868.6 |
|
| S3 |
2,807.3 |
2,823.7 |
2,865.4 |
|
| S4 |
2,772.3 |
2,788.7 |
2,855.8 |
|
|
| 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% |
43.6 |
1.5% |
52% |
False |
False |
1,283 |
| 10 |
2,926.0 |
2,819.0 |
107.0 |
3.7% |
38.0 |
1.3% |
52% |
False |
False |
2,268 |
| 20 |
2,926.0 |
2,679.0 |
247.0 |
8.6% |
50.2 |
1.7% |
79% |
False |
False |
5,424 |
| 40 |
2,948.0 |
2,679.0 |
269.0 |
9.4% |
51.2 |
1.8% |
73% |
False |
False |
3,002 |
| 60 |
2,948.0 |
2,668.0 |
280.0 |
9.7% |
47.5 |
1.7% |
74% |
False |
False |
4,222 |
| 80 |
2,948.0 |
2,570.0 |
378.0 |
13.1% |
46.5 |
1.6% |
81% |
False |
False |
3,219 |
| 100 |
2,948.0 |
2,250.0 |
698.0 |
24.3% |
43.1 |
1.5% |
90% |
False |
False |
2,610 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,044.8 |
|
2.618 |
2,987.6 |
|
1.618 |
2,952.6 |
|
1.000 |
2,931.0 |
|
0.618 |
2,917.6 |
|
HIGH |
2,896.0 |
|
0.618 |
2,882.6 |
|
0.500 |
2,878.5 |
|
0.382 |
2,874.4 |
|
LOW |
2,861.0 |
|
0.618 |
2,839.4 |
|
1.000 |
2,826.0 |
|
1.618 |
2,804.4 |
|
2.618 |
2,769.4 |
|
4.250 |
2,712.3 |
|
|
| Fisher Pivots for day following 24-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,878.5 |
2,869.7 |
| PP |
2,877.3 |
2,864.3 |
| S1 |
2,876.2 |
2,859.0 |
|