| 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 |
1,177.9 |
1,175.0 |
-2.9 |
-0.2% |
1,161.5 |
| High |
1,199.0 |
1,185.1 |
-13.9 |
-1.2% |
1,199.0 |
| Low |
1,139.2 |
1,168.5 |
29.3 |
2.6% |
1,139.2 |
| Close |
1,177.9 |
1,184.7 |
6.8 |
0.6% |
1,177.9 |
| Range |
59.8 |
16.6 |
-43.2 |
-72.2% |
59.8 |
| ATR |
20.2 |
19.9 |
-0.3 |
-1.3% |
0.0 |
| Volume |
2,086 |
3,089 |
1,003 |
48.1% |
17,886 |
|
| Daily Pivots for day following 30-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,229.2 |
1,223.6 |
1,193.8 |
|
| R3 |
1,212.6 |
1,207.0 |
1,189.3 |
|
| R2 |
1,196.0 |
1,196.0 |
1,187.7 |
|
| R1 |
1,190.4 |
1,190.4 |
1,186.2 |
1,193.2 |
| PP |
1,179.4 |
1,179.4 |
1,179.4 |
1,180.9 |
| S1 |
1,173.8 |
1,173.8 |
1,183.2 |
1,176.6 |
| S2 |
1,162.8 |
1,162.8 |
1,181.7 |
|
| S3 |
1,146.2 |
1,157.2 |
1,180.1 |
|
| S4 |
1,129.6 |
1,140.6 |
1,175.6 |
|
|
| Weekly Pivots for week ending 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,351.4 |
1,324.5 |
1,210.8 |
|
| R3 |
1,291.6 |
1,264.7 |
1,194.3 |
|
| R2 |
1,231.8 |
1,231.8 |
1,188.9 |
|
| R1 |
1,204.9 |
1,204.9 |
1,183.4 |
1,218.4 |
| PP |
1,172.0 |
1,172.0 |
1,172.0 |
1,178.8 |
| S1 |
1,145.1 |
1,145.1 |
1,172.4 |
1,158.6 |
| S2 |
1,112.2 |
1,112.2 |
1,166.9 |
|
| S3 |
1,052.4 |
1,085.3 |
1,161.5 |
|
| S4 |
992.6 |
1,025.5 |
1,145.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,199.0 |
1,139.2 |
59.8 |
5.0% |
25.6 |
2.2% |
76% |
False |
False |
4,195 |
| 10 |
1,199.0 |
1,127.3 |
71.7 |
6.1% |
20.9 |
1.8% |
80% |
False |
False |
2,709 |
| 20 |
1,199.0 |
1,054.0 |
145.0 |
12.2% |
17.9 |
1.5% |
90% |
False |
False |
2,178 |
| 40 |
1,199.0 |
1,005.5 |
193.5 |
16.3% |
15.8 |
1.3% |
93% |
False |
False |
1,492 |
| 60 |
1,199.0 |
989.3 |
209.7 |
17.7% |
14.4 |
1.2% |
93% |
False |
False |
1,137 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,255.7 |
|
2.618 |
1,228.6 |
|
1.618 |
1,212.0 |
|
1.000 |
1,201.7 |
|
0.618 |
1,195.4 |
|
HIGH |
1,185.1 |
|
0.618 |
1,178.8 |
|
0.500 |
1,176.8 |
|
0.382 |
1,174.8 |
|
LOW |
1,168.5 |
|
0.618 |
1,158.2 |
|
1.000 |
1,151.9 |
|
1.618 |
1,141.6 |
|
2.618 |
1,125.0 |
|
4.250 |
1,098.0 |
|
|
| Fisher Pivots for day following 30-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,182.1 |
1,179.5 |
| PP |
1,179.4 |
1,174.3 |
| S1 |
1,176.8 |
1,169.1 |
|