| Trading Metrics calculated at close of trading on 27-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2009 |
27-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
2,874.0 |
2,762.0 |
-112.0 |
-3.9% |
2,855.0 |
| High |
2,875.0 |
2,843.0 |
-32.0 |
-1.1% |
2,904.0 |
| Low |
2,781.0 |
2,729.0 |
-52.0 |
-1.9% |
2,729.0 |
| Close |
2,801.0 |
2,829.0 |
28.0 |
1.0% |
2,829.0 |
| Range |
94.0 |
114.0 |
20.0 |
21.3% |
175.0 |
| ATR |
56.4 |
60.5 |
4.1 |
7.3% |
0.0 |
| Volume |
952 |
804 |
-148 |
-15.5% |
6,927 |
|
| Daily Pivots for day following 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,142.3 |
3,099.7 |
2,891.7 |
|
| R3 |
3,028.3 |
2,985.7 |
2,860.4 |
|
| R2 |
2,914.3 |
2,914.3 |
2,849.9 |
|
| R1 |
2,871.7 |
2,871.7 |
2,839.5 |
2,893.0 |
| PP |
2,800.3 |
2,800.3 |
2,800.3 |
2,811.0 |
| S1 |
2,757.7 |
2,757.7 |
2,818.6 |
2,779.0 |
| S2 |
2,686.3 |
2,686.3 |
2,808.1 |
|
| S3 |
2,572.3 |
2,643.7 |
2,797.7 |
|
| S4 |
2,458.3 |
2,529.7 |
2,766.3 |
|
|
| Weekly Pivots for week ending 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,345.7 |
3,262.3 |
2,925.3 |
|
| R3 |
3,170.7 |
3,087.3 |
2,877.1 |
|
| R2 |
2,995.7 |
2,995.7 |
2,861.1 |
|
| R1 |
2,912.3 |
2,912.3 |
2,845.0 |
2,866.5 |
| PP |
2,820.7 |
2,820.7 |
2,820.7 |
2,797.8 |
| S1 |
2,737.3 |
2,737.3 |
2,813.0 |
2,691.5 |
| S2 |
2,645.7 |
2,645.7 |
2,796.9 |
|
| S3 |
2,470.7 |
2,562.3 |
2,780.9 |
|
| S4 |
2,295.7 |
2,387.3 |
2,732.8 |
|
|
| 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 |
2,729.0 |
175.0 |
6.2% |
64.2 |
2.3% |
57% |
False |
True |
1,385 |
| 10 |
2,926.0 |
2,729.0 |
197.0 |
7.0% |
51.1 |
1.8% |
51% |
False |
True |
1,156 |
| 20 |
2,926.0 |
2,679.0 |
247.0 |
8.7% |
49.5 |
1.7% |
61% |
False |
False |
5,164 |
| 40 |
2,948.0 |
2,679.0 |
269.0 |
9.5% |
52.2 |
1.8% |
56% |
False |
False |
2,939 |
| 60 |
2,948.0 |
2,679.0 |
269.0 |
9.5% |
50.4 |
1.8% |
56% |
False |
False |
4,268 |
| 80 |
2,948.0 |
2,570.0 |
378.0 |
13.4% |
47.5 |
1.7% |
69% |
False |
False |
3,244 |
| 100 |
2,948.0 |
2,250.0 |
698.0 |
24.7% |
44.5 |
1.6% |
83% |
False |
False |
2,635 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,327.5 |
|
2.618 |
3,141.5 |
|
1.618 |
3,027.5 |
|
1.000 |
2,957.0 |
|
0.618 |
2,913.5 |
|
HIGH |
2,843.0 |
|
0.618 |
2,799.5 |
|
0.500 |
2,786.0 |
|
0.382 |
2,772.5 |
|
LOW |
2,729.0 |
|
0.618 |
2,658.5 |
|
1.000 |
2,615.0 |
|
1.618 |
2,544.5 |
|
2.618 |
2,430.5 |
|
4.250 |
2,244.5 |
|
|
| Fisher Pivots for day following 27-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,814.7 |
2,824.8 |
| PP |
2,800.3 |
2,820.7 |
| S1 |
2,786.0 |
2,816.5 |
|