| Trading Metrics calculated at close of trading on 19-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2009 |
19-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
2,919.0 |
2,910.0 |
-9.0 |
-0.3% |
2,806.0 |
| High |
2,933.0 |
2,910.0 |
-23.0 |
-0.8% |
2,899.0 |
| Low |
2,898.0 |
2,850.0 |
-48.0 |
-1.7% |
2,803.0 |
| Close |
2,911.0 |
2,862.0 |
-49.0 |
-1.7% |
2,879.0 |
| Range |
35.0 |
60.0 |
25.0 |
71.4% |
96.0 |
| ATR |
56.8 |
57.1 |
0.3 |
0.5% |
0.0 |
| Volume |
876,667 |
1,267,995 |
391,328 |
44.6% |
5,084,036 |
|
| Daily Pivots for day following 19-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,054.0 |
3,018.0 |
2,895.0 |
|
| R3 |
2,994.0 |
2,958.0 |
2,878.5 |
|
| R2 |
2,934.0 |
2,934.0 |
2,873.0 |
|
| R1 |
2,898.0 |
2,898.0 |
2,867.5 |
2,886.0 |
| PP |
2,874.0 |
2,874.0 |
2,874.0 |
2,868.0 |
| S1 |
2,838.0 |
2,838.0 |
2,856.5 |
2,826.0 |
| S2 |
2,814.0 |
2,814.0 |
2,851.0 |
|
| S3 |
2,754.0 |
2,778.0 |
2,845.5 |
|
| S4 |
2,694.0 |
2,718.0 |
2,829.0 |
|
|
| Weekly Pivots for week ending 13-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,148.3 |
3,109.7 |
2,931.8 |
|
| R3 |
3,052.3 |
3,013.7 |
2,905.4 |
|
| R2 |
2,956.3 |
2,956.3 |
2,896.6 |
|
| R1 |
2,917.7 |
2,917.7 |
2,887.8 |
2,937.0 |
| PP |
2,860.3 |
2,860.3 |
2,860.3 |
2,870.0 |
| S1 |
2,821.7 |
2,821.7 |
2,870.2 |
2,841.0 |
| S2 |
2,764.3 |
2,764.3 |
2,861.4 |
|
| S3 |
2,668.3 |
2,725.7 |
2,852.6 |
|
| S4 |
2,572.3 |
2,629.7 |
2,826.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,933.0 |
2,846.0 |
87.0 |
3.0% |
39.2 |
1.4% |
18% |
False |
False |
1,000,053 |
| 10 |
2,933.0 |
2,741.0 |
192.0 |
6.7% |
42.0 |
1.5% |
63% |
False |
False |
1,057,034 |
| 20 |
2,935.0 |
2,680.0 |
255.0 |
8.9% |
57.4 |
2.0% |
71% |
False |
False |
1,258,856 |
| 40 |
2,953.0 |
2,680.0 |
273.0 |
9.5% |
56.7 |
2.0% |
67% |
False |
False |
1,214,542 |
| 60 |
2,953.0 |
2,660.0 |
293.0 |
10.2% |
53.1 |
1.9% |
69% |
False |
False |
975,627 |
| 80 |
2,953.0 |
2,570.0 |
383.0 |
13.4% |
53.4 |
1.9% |
76% |
False |
False |
732,371 |
| 100 |
2,953.0 |
2,241.0 |
712.0 |
24.9% |
52.9 |
1.8% |
87% |
False |
False |
586,112 |
| 120 |
2,953.0 |
2,241.0 |
712.0 |
24.9% |
52.7 |
1.8% |
87% |
False |
False |
490,535 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,165.0 |
|
2.618 |
3,067.1 |
|
1.618 |
3,007.1 |
|
1.000 |
2,970.0 |
|
0.618 |
2,947.1 |
|
HIGH |
2,910.0 |
|
0.618 |
2,887.1 |
|
0.500 |
2,880.0 |
|
0.382 |
2,872.9 |
|
LOW |
2,850.0 |
|
0.618 |
2,812.9 |
|
1.000 |
2,790.0 |
|
1.618 |
2,752.9 |
|
2.618 |
2,692.9 |
|
4.250 |
2,595.0 |
|
|
| Fisher Pivots for day following 19-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,880.0 |
2,891.5 |
| PP |
2,874.0 |
2,881.7 |
| S1 |
2,868.0 |
2,871.8 |
|