| Trading Metrics calculated at close of trading on 20-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2009 |
20-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
2,910.0 |
2,875.0 |
-35.0 |
-1.2% |
2,900.0 |
| High |
2,910.0 |
2,878.0 |
-32.0 |
-1.1% |
2,933.0 |
| Low |
2,850.0 |
2,820.0 |
-30.0 |
-1.1% |
2,820.0 |
| Close |
2,862.0 |
2,830.0 |
-32.0 |
-1.1% |
2,830.0 |
| Range |
60.0 |
58.0 |
-2.0 |
-3.3% |
113.0 |
| ATR |
57.1 |
57.1 |
0.1 |
0.1% |
0.0 |
| Volume |
1,267,995 |
1,155,318 |
-112,677 |
-8.9% |
5,260,788 |
|
| Daily Pivots for day following 20-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,016.7 |
2,981.3 |
2,861.9 |
|
| R3 |
2,958.7 |
2,923.3 |
2,846.0 |
|
| R2 |
2,900.7 |
2,900.7 |
2,840.6 |
|
| R1 |
2,865.3 |
2,865.3 |
2,835.3 |
2,854.0 |
| PP |
2,842.7 |
2,842.7 |
2,842.7 |
2,837.0 |
| S1 |
2,807.3 |
2,807.3 |
2,824.7 |
2,796.0 |
| S2 |
2,784.7 |
2,784.7 |
2,819.4 |
|
| S3 |
2,726.7 |
2,749.3 |
2,814.1 |
|
| S4 |
2,668.7 |
2,691.3 |
2,798.1 |
|
|
| Weekly Pivots for week ending 20-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,200.0 |
3,128.0 |
2,892.2 |
|
| R3 |
3,087.0 |
3,015.0 |
2,861.1 |
|
| R2 |
2,974.0 |
2,974.0 |
2,850.7 |
|
| R1 |
2,902.0 |
2,902.0 |
2,840.4 |
2,881.5 |
| PP |
2,861.0 |
2,861.0 |
2,861.0 |
2,850.8 |
| S1 |
2,789.0 |
2,789.0 |
2,819.6 |
2,768.5 |
| S2 |
2,748.0 |
2,748.0 |
2,809.3 |
|
| S3 |
2,635.0 |
2,676.0 |
2,798.9 |
|
| S4 |
2,522.0 |
2,563.0 |
2,767.9 |
|
|
| 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 |
2,820.0 |
113.0 |
4.0% |
41.8 |
1.5% |
9% |
False |
True |
1,052,157 |
| 10 |
2,933.0 |
2,803.0 |
130.0 |
4.6% |
42.1 |
1.5% |
21% |
False |
False |
1,034,482 |
| 20 |
2,933.0 |
2,680.0 |
253.0 |
8.9% |
56.7 |
2.0% |
59% |
False |
False |
1,260,335 |
| 40 |
2,953.0 |
2,680.0 |
273.0 |
9.6% |
57.4 |
2.0% |
55% |
False |
False |
1,215,046 |
| 60 |
2,953.0 |
2,660.0 |
293.0 |
10.4% |
53.4 |
1.9% |
58% |
False |
False |
994,504 |
| 80 |
2,953.0 |
2,570.0 |
383.0 |
13.5% |
53.3 |
1.9% |
68% |
False |
False |
746,806 |
| 100 |
2,953.0 |
2,241.0 |
712.0 |
25.2% |
52.7 |
1.9% |
83% |
False |
False |
597,661 |
| 120 |
2,953.0 |
2,241.0 |
712.0 |
25.2% |
53.0 |
1.9% |
83% |
False |
False |
500,138 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,124.5 |
|
2.618 |
3,029.8 |
|
1.618 |
2,971.8 |
|
1.000 |
2,936.0 |
|
0.618 |
2,913.8 |
|
HIGH |
2,878.0 |
|
0.618 |
2,855.8 |
|
0.500 |
2,849.0 |
|
0.382 |
2,842.2 |
|
LOW |
2,820.0 |
|
0.618 |
2,784.2 |
|
1.000 |
2,762.0 |
|
1.618 |
2,726.2 |
|
2.618 |
2,668.2 |
|
4.250 |
2,573.5 |
|
|
| Fisher Pivots for day following 20-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,849.0 |
2,876.5 |
| PP |
2,842.7 |
2,861.0 |
| S1 |
2,836.3 |
2,845.5 |
|