| Trading Metrics calculated at close of trading on 25-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2009 |
25-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
2,867.0 |
2,903.0 |
36.0 |
1.3% |
2,900.0 |
| High |
2,902.0 |
2,910.0 |
8.0 |
0.3% |
2,933.0 |
| Low |
2,862.0 |
2,873.0 |
11.0 |
0.4% |
2,820.0 |
| Close |
2,879.0 |
2,897.0 |
18.0 |
0.6% |
2,830.0 |
| Range |
40.0 |
37.0 |
-3.0 |
-7.5% |
113.0 |
| ATR |
57.2 |
55.8 |
-1.4 |
-2.5% |
0.0 |
| Volume |
1,057,635 |
954,213 |
-103,422 |
-9.8% |
5,260,788 |
|
| Daily Pivots for day following 25-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,004.3 |
2,987.7 |
2,917.4 |
|
| R3 |
2,967.3 |
2,950.7 |
2,907.2 |
|
| R2 |
2,930.3 |
2,930.3 |
2,903.8 |
|
| R1 |
2,913.7 |
2,913.7 |
2,900.4 |
2,903.5 |
| PP |
2,893.3 |
2,893.3 |
2,893.3 |
2,888.3 |
| S1 |
2,876.7 |
2,876.7 |
2,893.6 |
2,866.5 |
| S2 |
2,856.3 |
2,856.3 |
2,890.2 |
|
| S3 |
2,819.3 |
2,839.7 |
2,886.8 |
|
| S4 |
2,782.3 |
2,802.7 |
2,876.7 |
|
|
| 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 |
2,910.0 |
2,820.0 |
90.0 |
3.1% |
49.6 |
1.7% |
86% |
True |
False |
1,082,824 |
| 10 |
2,933.0 |
2,820.0 |
113.0 |
3.9% |
43.1 |
1.5% |
68% |
False |
False |
1,032,512 |
| 20 |
2,933.0 |
2,680.0 |
253.0 |
8.7% |
53.3 |
1.8% |
86% |
False |
False |
1,198,803 |
| 40 |
2,953.0 |
2,680.0 |
273.0 |
9.4% |
55.3 |
1.9% |
79% |
False |
False |
1,200,047 |
| 60 |
2,953.0 |
2,660.0 |
293.0 |
10.1% |
52.9 |
1.8% |
81% |
False |
False |
1,043,575 |
| 80 |
2,953.0 |
2,570.0 |
383.0 |
13.2% |
53.2 |
1.8% |
85% |
False |
False |
784,141 |
| 100 |
2,953.0 |
2,241.0 |
712.0 |
24.6% |
52.7 |
1.8% |
92% |
False |
False |
627,558 |
| 120 |
2,953.0 |
2,241.0 |
712.0 |
24.6% |
53.0 |
1.8% |
92% |
False |
False |
524,786 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,067.3 |
|
2.618 |
3,006.9 |
|
1.618 |
2,969.9 |
|
1.000 |
2,947.0 |
|
0.618 |
2,932.9 |
|
HIGH |
2,910.0 |
|
0.618 |
2,895.9 |
|
0.500 |
2,891.5 |
|
0.382 |
2,887.1 |
|
LOW |
2,873.0 |
|
0.618 |
2,850.1 |
|
1.000 |
2,836.0 |
|
1.618 |
2,813.1 |
|
2.618 |
2,776.1 |
|
4.250 |
2,715.8 |
|
|
| Fisher Pivots for day following 25-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,895.2 |
2,892.0 |
| PP |
2,893.3 |
2,887.0 |
| S1 |
2,891.5 |
2,882.0 |
|