| Trading Metrics calculated at close of trading on 25-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2009 |
25-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
2,870.0 |
2,898.0 |
28.0 |
1.0% |
2,907.0 |
| High |
2,896.0 |
2,904.0 |
8.0 |
0.3% |
2,926.0 |
| Low |
2,861.0 |
2,870.0 |
9.0 |
0.3% |
2,819.0 |
| Close |
2,875.0 |
2,892.0 |
17.0 |
0.6% |
2,826.0 |
| Range |
35.0 |
34.0 |
-1.0 |
-2.9% |
107.0 |
| ATR |
53.6 |
52.2 |
-1.4 |
-2.6% |
0.0 |
| Volume |
3,476 |
1,301 |
-2,175 |
-62.6% |
4,638 |
|
| Daily Pivots for day following 25-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,990.7 |
2,975.3 |
2,910.7 |
|
| R3 |
2,956.7 |
2,941.3 |
2,901.4 |
|
| R2 |
2,922.7 |
2,922.7 |
2,898.2 |
|
| R1 |
2,907.3 |
2,907.3 |
2,895.1 |
2,898.0 |
| PP |
2,888.7 |
2,888.7 |
2,888.7 |
2,884.0 |
| S1 |
2,873.3 |
2,873.3 |
2,888.9 |
2,864.0 |
| S2 |
2,854.7 |
2,854.7 |
2,885.8 |
|
| S3 |
2,820.7 |
2,839.3 |
2,882.7 |
|
| S4 |
2,786.7 |
2,805.3 |
2,873.3 |
|
|
| 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 |
2,904.0 |
2,819.0 |
85.0 |
2.9% |
44.2 |
1.5% |
86% |
True |
False |
1,447 |
| 10 |
2,926.0 |
2,819.0 |
107.0 |
3.7% |
38.5 |
1.3% |
68% |
False |
False |
2,151 |
| 20 |
2,926.0 |
2,679.0 |
247.0 |
8.5% |
48.2 |
1.7% |
86% |
False |
False |
5,456 |
| 40 |
2,948.0 |
2,679.0 |
269.0 |
9.3% |
50.6 |
1.7% |
79% |
False |
False |
3,028 |
| 60 |
2,948.0 |
2,679.0 |
269.0 |
9.3% |
47.9 |
1.7% |
79% |
False |
False |
4,243 |
| 80 |
2,948.0 |
2,570.0 |
378.0 |
13.1% |
46.4 |
1.6% |
85% |
False |
False |
3,229 |
| 100 |
2,948.0 |
2,250.0 |
698.0 |
24.1% |
43.1 |
1.5% |
92% |
False |
False |
2,623 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,048.5 |
|
2.618 |
2,993.0 |
|
1.618 |
2,959.0 |
|
1.000 |
2,938.0 |
|
0.618 |
2,925.0 |
|
HIGH |
2,904.0 |
|
0.618 |
2,891.0 |
|
0.500 |
2,887.0 |
|
0.382 |
2,883.0 |
|
LOW |
2,870.0 |
|
0.618 |
2,849.0 |
|
1.000 |
2,836.0 |
|
1.618 |
2,815.0 |
|
2.618 |
2,781.0 |
|
4.250 |
2,725.5 |
|
|
| Fisher Pivots for day following 25-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,890.3 |
2,887.8 |
| PP |
2,888.7 |
2,883.7 |
| S1 |
2,887.0 |
2,879.5 |
|