| Trading Metrics calculated at close of trading on 30-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2009 |
30-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
2,765.0 |
2,826.0 |
61.0 |
2.2% |
2,854.0 |
| High |
2,849.0 |
2,845.0 |
-4.0 |
-0.1% |
2,910.0 |
| Low |
2,732.0 |
2,788.0 |
56.0 |
2.0% |
2,732.0 |
| Close |
2,833.0 |
2,800.0 |
-33.0 |
-1.2% |
2,833.0 |
| Range |
117.0 |
57.0 |
-60.0 |
-51.3% |
178.0 |
| ATR |
63.6 |
63.1 |
-0.5 |
-0.7% |
0.0 |
| Volume |
1,768,474 |
1,439,675 |
-328,799 |
-18.6% |
4,759,285 |
|
| Daily Pivots for day following 30-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,982.0 |
2,948.0 |
2,831.4 |
|
| R3 |
2,925.0 |
2,891.0 |
2,815.7 |
|
| R2 |
2,868.0 |
2,868.0 |
2,810.5 |
|
| R1 |
2,834.0 |
2,834.0 |
2,805.2 |
2,822.5 |
| PP |
2,811.0 |
2,811.0 |
2,811.0 |
2,805.3 |
| S1 |
2,777.0 |
2,777.0 |
2,794.8 |
2,765.5 |
| S2 |
2,754.0 |
2,754.0 |
2,789.6 |
|
| S3 |
2,697.0 |
2,720.0 |
2,784.3 |
|
| S4 |
2,640.0 |
2,663.0 |
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 |
6.4% |
60.8 |
2.2% |
38% |
False |
False |
1,239,792 |
| 10 |
2,933.0 |
2,732.0 |
201.0 |
7.2% |
51.3 |
1.8% |
34% |
False |
False |
1,145,974 |
| 20 |
2,933.0 |
2,680.0 |
253.0 |
9.0% |
52.2 |
1.9% |
47% |
False |
False |
1,195,655 |
| 40 |
2,953.0 |
2,680.0 |
273.0 |
9.8% |
55.9 |
2.0% |
44% |
False |
False |
1,200,269 |
| 60 |
2,953.0 |
2,680.0 |
273.0 |
9.8% |
54.5 |
1.9% |
44% |
False |
False |
1,096,421 |
| 80 |
2,953.0 |
2,570.0 |
383.0 |
13.7% |
54.2 |
1.9% |
60% |
False |
False |
824,239 |
| 100 |
2,953.0 |
2,241.0 |
712.0 |
25.4% |
53.7 |
1.9% |
79% |
False |
False |
659,631 |
| 120 |
2,953.0 |
2,241.0 |
712.0 |
25.4% |
53.7 |
1.9% |
79% |
False |
False |
551,372 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,087.3 |
|
2.618 |
2,994.2 |
|
1.618 |
2,937.2 |
|
1.000 |
2,902.0 |
|
0.618 |
2,880.2 |
|
HIGH |
2,845.0 |
|
0.618 |
2,823.2 |
|
0.500 |
2,816.5 |
|
0.382 |
2,809.8 |
|
LOW |
2,788.0 |
|
0.618 |
2,752.8 |
|
1.000 |
2,731.0 |
|
1.618 |
2,695.8 |
|
2.618 |
2,638.8 |
|
4.250 |
2,545.8 |
|
|
| Fisher Pivots for day following 30-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,816.5 |
2,821.0 |
| PP |
2,811.0 |
2,814.0 |
| S1 |
2,805.5 |
2,807.0 |
|