| Trading Metrics calculated at close of trading on 27-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2009 |
27-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
2,903.0 |
2,765.0 |
-138.0 |
-4.8% |
2,854.0 |
| High |
2,910.0 |
2,849.0 |
-61.0 |
-2.1% |
2,910.0 |
| Low |
2,873.0 |
2,732.0 |
-141.0 |
-4.9% |
2,732.0 |
| Close |
2,897.0 |
2,833.0 |
-64.0 |
-2.2% |
2,833.0 |
| Range |
37.0 |
117.0 |
80.0 |
216.2% |
178.0 |
| ATR |
55.8 |
63.6 |
7.8 |
14.0% |
0.0 |
| Volume |
954,213 |
1,768,474 |
814,261 |
85.3% |
4,759,285 |
|
| Daily Pivots for day following 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,155.7 |
3,111.3 |
2,897.4 |
|
| R3 |
3,038.7 |
2,994.3 |
2,865.2 |
|
| R2 |
2,921.7 |
2,921.7 |
2,854.5 |
|
| R1 |
2,877.3 |
2,877.3 |
2,843.7 |
2,899.5 |
| PP |
2,804.7 |
2,804.7 |
2,804.7 |
2,815.8 |
| S1 |
2,760.3 |
2,760.3 |
2,822.3 |
2,782.5 |
| S2 |
2,687.7 |
2,687.7 |
2,811.6 |
|
| S3 |
2,570.7 |
2,643.3 |
2,800.8 |
|
| S4 |
2,453.7 |
2,526.3 |
2,768.7 |
|
|
| Weekly Pivots for week ending 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,359.0 |
3,274.0 |
2,930.9 |
|
| R3 |
3,181.0 |
3,096.0 |
2,882.0 |
|
| R2 |
3,003.0 |
3,003.0 |
2,865.6 |
|
| R1 |
2,918.0 |
2,918.0 |
2,849.3 |
2,871.5 |
| PP |
2,825.0 |
2,825.0 |
2,825.0 |
2,801.8 |
| S1 |
2,740.0 |
2,740.0 |
2,816.7 |
2,693.5 |
| S2 |
2,647.0 |
2,647.0 |
2,800.4 |
|
| S3 |
2,469.0 |
2,562.0 |
2,784.1 |
|
| S4 |
2,291.0 |
2,384.0 |
2,735.1 |
|
|
| 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 |
2,732.0 |
178.0 |
6.3% |
61.0 |
2.2% |
57% |
False |
True |
1,182,920 |
| 10 |
2,933.0 |
2,732.0 |
201.0 |
7.1% |
50.1 |
1.8% |
50% |
False |
True |
1,091,487 |
| 20 |
2,933.0 |
2,680.0 |
253.0 |
8.9% |
54.9 |
1.9% |
60% |
False |
False |
1,214,327 |
| 40 |
2,953.0 |
2,680.0 |
273.0 |
9.6% |
55.8 |
2.0% |
56% |
False |
False |
1,207,022 |
| 60 |
2,953.0 |
2,673.0 |
280.0 |
9.9% |
54.2 |
1.9% |
57% |
False |
False |
1,072,752 |
| 80 |
2,953.0 |
2,570.0 |
383.0 |
13.5% |
54.0 |
1.9% |
69% |
False |
False |
806,246 |
| 100 |
2,953.0 |
2,241.0 |
712.0 |
25.1% |
53.5 |
1.9% |
83% |
False |
False |
645,238 |
| 120 |
2,953.0 |
2,241.0 |
712.0 |
25.1% |
53.5 |
1.9% |
83% |
False |
False |
539,414 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,346.3 |
|
2.618 |
3,155.3 |
|
1.618 |
3,038.3 |
|
1.000 |
2,966.0 |
|
0.618 |
2,921.3 |
|
HIGH |
2,849.0 |
|
0.618 |
2,804.3 |
|
0.500 |
2,790.5 |
|
0.382 |
2,776.7 |
|
LOW |
2,732.0 |
|
0.618 |
2,659.7 |
|
1.000 |
2,615.0 |
|
1.618 |
2,542.7 |
|
2.618 |
2,425.7 |
|
4.250 |
2,234.8 |
|
|
| Fisher Pivots for day following 27-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,818.8 |
2,829.0 |
| PP |
2,804.7 |
2,825.0 |
| S1 |
2,790.5 |
2,821.0 |
|