| Trading Metrics calculated at close of trading on 24-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2009 |
24-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
2,854.0 |
2,867.0 |
13.0 |
0.5% |
2,900.0 |
| High |
2,907.0 |
2,902.0 |
-5.0 |
-0.2% |
2,933.0 |
| Low |
2,854.0 |
2,862.0 |
8.0 |
0.3% |
2,820.0 |
| Close |
2,892.0 |
2,879.0 |
-13.0 |
-0.4% |
2,830.0 |
| Range |
53.0 |
40.0 |
-13.0 |
-24.5% |
113.0 |
| ATR |
58.6 |
57.2 |
-1.3 |
-2.3% |
0.0 |
| Volume |
978,963 |
1,057,635 |
78,672 |
8.0% |
5,260,788 |
|
| Daily Pivots for day following 24-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,001.0 |
2,980.0 |
2,901.0 |
|
| R3 |
2,961.0 |
2,940.0 |
2,890.0 |
|
| R2 |
2,921.0 |
2,921.0 |
2,886.3 |
|
| R1 |
2,900.0 |
2,900.0 |
2,882.7 |
2,910.5 |
| PP |
2,881.0 |
2,881.0 |
2,881.0 |
2,886.3 |
| S1 |
2,860.0 |
2,860.0 |
2,875.3 |
2,870.5 |
| S2 |
2,841.0 |
2,841.0 |
2,871.7 |
|
| S3 |
2,801.0 |
2,820.0 |
2,868.0 |
|
| S4 |
2,761.0 |
2,780.0 |
2,857.0 |
|
|
| 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 |
3.9% |
49.2 |
1.7% |
52% |
False |
False |
1,067,315 |
| 10 |
2,933.0 |
2,820.0 |
113.0 |
3.9% |
42.6 |
1.5% |
52% |
False |
False |
1,044,487 |
| 20 |
2,933.0 |
2,680.0 |
253.0 |
8.8% |
55.2 |
1.9% |
79% |
False |
False |
1,228,354 |
| 40 |
2,953.0 |
2,680.0 |
273.0 |
9.5% |
56.0 |
1.9% |
73% |
False |
False |
1,209,952 |
| 60 |
2,953.0 |
2,660.0 |
293.0 |
10.2% |
53.9 |
1.9% |
75% |
False |
False |
1,028,225 |
| 80 |
2,953.0 |
2,570.0 |
383.0 |
13.3% |
53.2 |
1.8% |
81% |
False |
False |
772,216 |
| 100 |
2,953.0 |
2,241.0 |
712.0 |
24.7% |
53.1 |
1.8% |
90% |
False |
False |
618,023 |
| 120 |
2,953.0 |
2,241.0 |
712.0 |
24.7% |
52.9 |
1.8% |
90% |
False |
False |
516,993 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,072.0 |
|
2.618 |
3,006.7 |
|
1.618 |
2,966.7 |
|
1.000 |
2,942.0 |
|
0.618 |
2,926.7 |
|
HIGH |
2,902.0 |
|
0.618 |
2,886.7 |
|
0.500 |
2,882.0 |
|
0.382 |
2,877.3 |
|
LOW |
2,862.0 |
|
0.618 |
2,837.3 |
|
1.000 |
2,822.0 |
|
1.618 |
2,797.3 |
|
2.618 |
2,757.3 |
|
4.250 |
2,692.0 |
|
|
| Fisher Pivots for day following 24-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,882.0 |
2,873.8 |
| PP |
2,881.0 |
2,868.7 |
| S1 |
2,880.0 |
2,863.5 |
|