| Trading Metrics calculated at close of trading on 30-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2009 |
30-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
2,762.0 |
2,839.0 |
77.0 |
2.8% |
2,855.0 |
| High |
2,843.0 |
2,840.0 |
-3.0 |
-0.1% |
2,904.0 |
| Low |
2,729.0 |
2,786.0 |
57.0 |
2.1% |
2,729.0 |
| Close |
2,829.0 |
2,796.0 |
-33.0 |
-1.2% |
2,829.0 |
| Range |
114.0 |
54.0 |
-60.0 |
-52.6% |
175.0 |
| ATR |
60.5 |
60.1 |
-0.5 |
-0.8% |
0.0 |
| Volume |
804 |
465 |
-339 |
-42.2% |
6,927 |
|
| Daily Pivots for day following 30-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,969.3 |
2,936.7 |
2,825.7 |
|
| R3 |
2,915.3 |
2,882.7 |
2,810.9 |
|
| R2 |
2,861.3 |
2,861.3 |
2,805.9 |
|
| R1 |
2,828.7 |
2,828.7 |
2,801.0 |
2,818.0 |
| PP |
2,807.3 |
2,807.3 |
2,807.3 |
2,802.0 |
| S1 |
2,774.7 |
2,774.7 |
2,791.1 |
2,764.0 |
| S2 |
2,753.3 |
2,753.3 |
2,786.1 |
|
| S3 |
2,699.3 |
2,720.7 |
2,781.2 |
|
| S4 |
2,645.3 |
2,666.7 |
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 |
6.3% |
66.2 |
2.4% |
38% |
False |
False |
1,399 |
| 10 |
2,926.0 |
2,729.0 |
197.0 |
7.0% |
53.6 |
1.9% |
34% |
False |
False |
1,027 |
| 20 |
2,926.0 |
2,679.0 |
247.0 |
8.8% |
49.0 |
1.8% |
47% |
False |
False |
5,004 |
| 40 |
2,948.0 |
2,679.0 |
269.0 |
9.6% |
52.1 |
1.9% |
43% |
False |
False |
2,948 |
| 60 |
2,948.0 |
2,679.0 |
269.0 |
9.6% |
50.9 |
1.8% |
43% |
False |
False |
4,266 |
| 80 |
2,948.0 |
2,570.0 |
378.0 |
13.5% |
48.1 |
1.7% |
60% |
False |
False |
3,249 |
| 100 |
2,948.0 |
2,333.0 |
615.0 |
22.0% |
44.6 |
1.6% |
75% |
False |
False |
2,640 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,069.5 |
|
2.618 |
2,981.4 |
|
1.618 |
2,927.4 |
|
1.000 |
2,894.0 |
|
0.618 |
2,873.4 |
|
HIGH |
2,840.0 |
|
0.618 |
2,819.4 |
|
0.500 |
2,813.0 |
|
0.382 |
2,806.6 |
|
LOW |
2,786.0 |
|
0.618 |
2,752.6 |
|
1.000 |
2,732.0 |
|
1.618 |
2,698.6 |
|
2.618 |
2,644.6 |
|
4.250 |
2,556.5 |
|
|
| Fisher Pivots for day following 30-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,813.0 |
2,802.0 |
| PP |
2,807.3 |
2,800.0 |
| S1 |
2,801.7 |
2,798.0 |
|