| Trading Metrics calculated at close of trading on 26-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2009 |
26-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
2,898.0 |
2,874.0 |
-24.0 |
-0.8% |
2,907.0 |
| High |
2,904.0 |
2,875.0 |
-29.0 |
-1.0% |
2,926.0 |
| Low |
2,870.0 |
2,781.0 |
-89.0 |
-3.1% |
2,819.0 |
| Close |
2,892.0 |
2,801.0 |
-91.0 |
-3.1% |
2,826.0 |
| Range |
34.0 |
94.0 |
60.0 |
176.5% |
107.0 |
| ATR |
52.2 |
56.4 |
4.2 |
8.0% |
0.0 |
| Volume |
1,301 |
952 |
-349 |
-26.8% |
4,638 |
|
| Daily Pivots for day following 26-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,101.0 |
3,045.0 |
2,852.7 |
|
| R3 |
3,007.0 |
2,951.0 |
2,826.9 |
|
| R2 |
2,913.0 |
2,913.0 |
2,818.2 |
|
| R1 |
2,857.0 |
2,857.0 |
2,809.6 |
2,838.0 |
| PP |
2,819.0 |
2,819.0 |
2,819.0 |
2,809.5 |
| S1 |
2,763.0 |
2,763.0 |
2,792.4 |
2,744.0 |
| S2 |
2,725.0 |
2,725.0 |
2,783.8 |
|
| S3 |
2,631.0 |
2,669.0 |
2,775.2 |
|
| S4 |
2,537.0 |
2,575.0 |
2,749.3 |
|
|
| 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 |
2,781.0 |
123.0 |
4.4% |
52.2 |
1.9% |
16% |
False |
True |
1,479 |
| 10 |
2,926.0 |
2,781.0 |
145.0 |
5.2% |
43.5 |
1.6% |
14% |
False |
True |
2,185 |
| 20 |
2,926.0 |
2,679.0 |
247.0 |
8.8% |
49.1 |
1.8% |
49% |
False |
False |
5,397 |
| 40 |
2,948.0 |
2,679.0 |
269.0 |
9.6% |
50.6 |
1.8% |
45% |
False |
False |
2,939 |
| 60 |
2,948.0 |
2,679.0 |
269.0 |
9.6% |
49.2 |
1.8% |
45% |
False |
False |
4,258 |
| 80 |
2,948.0 |
2,570.0 |
378.0 |
13.5% |
47.1 |
1.7% |
61% |
False |
False |
3,240 |
| 100 |
2,948.0 |
2,250.0 |
698.0 |
24.9% |
43.7 |
1.6% |
79% |
False |
False |
2,630 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,274.5 |
|
2.618 |
3,121.1 |
|
1.618 |
3,027.1 |
|
1.000 |
2,969.0 |
|
0.618 |
2,933.1 |
|
HIGH |
2,875.0 |
|
0.618 |
2,839.1 |
|
0.500 |
2,828.0 |
|
0.382 |
2,816.9 |
|
LOW |
2,781.0 |
|
0.618 |
2,722.9 |
|
1.000 |
2,687.0 |
|
1.618 |
2,628.9 |
|
2.618 |
2,534.9 |
|
4.250 |
2,381.5 |
|
|
| Fisher Pivots for day following 26-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,828.0 |
2,842.5 |
| PP |
2,819.0 |
2,828.7 |
| S1 |
2,810.0 |
2,814.8 |
|