| 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 |
1,146.0 |
1,146.7 |
0.7 |
0.1% |
1,121.1 |
| High |
1,147.9 |
1,152.9 |
5.0 |
0.4% |
1,154.7 |
| Low |
1,131.4 |
1,134.2 |
2.8 |
0.2% |
1,121.1 |
| Close |
1,143.4 |
1,148.2 |
4.8 |
0.4% |
1,148.2 |
| Range |
16.5 |
18.7 |
2.2 |
13.3% |
33.6 |
| ATR |
17.3 |
17.4 |
0.1 |
0.6% |
0.0 |
| Volume |
30,264 |
40,101 |
9,837 |
32.5% |
129,718 |
|
| Daily Pivots for day following 20-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,201.2 |
1,193.4 |
1,158.5 |
|
| R3 |
1,182.5 |
1,174.7 |
1,153.3 |
|
| R2 |
1,163.8 |
1,163.8 |
1,151.6 |
|
| R1 |
1,156.0 |
1,156.0 |
1,149.9 |
1,159.9 |
| PP |
1,145.1 |
1,145.1 |
1,145.1 |
1,147.1 |
| S1 |
1,137.3 |
1,137.3 |
1,146.5 |
1,141.2 |
| S2 |
1,126.4 |
1,126.4 |
1,144.8 |
|
| S3 |
1,107.7 |
1,118.6 |
1,143.1 |
|
| S4 |
1,089.0 |
1,099.9 |
1,137.9 |
|
|
| Weekly Pivots for week ending 20-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,242.1 |
1,228.8 |
1,166.7 |
|
| R3 |
1,208.5 |
1,195.2 |
1,157.4 |
|
| R2 |
1,174.9 |
1,174.9 |
1,154.4 |
|
| R1 |
1,161.6 |
1,161.6 |
1,151.3 |
1,168.3 |
| PP |
1,141.3 |
1,141.3 |
1,141.3 |
1,144.7 |
| S1 |
1,128.0 |
1,128.0 |
1,145.1 |
1,134.7 |
| S2 |
1,107.7 |
1,107.7 |
1,142.0 |
|
| S3 |
1,074.1 |
1,094.4 |
1,139.0 |
|
| S4 |
1,040.5 |
1,060.8 |
1,129.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,154.7 |
1,121.1 |
33.6 |
2.9% |
18.1 |
1.6% |
81% |
False |
False |
25,943 |
| 10 |
1,154.7 |
1,095.8 |
58.9 |
5.1% |
17.2 |
1.5% |
89% |
False |
False |
23,918 |
| 20 |
1,154.7 |
1,028.0 |
126.7 |
11.0% |
17.4 |
1.5% |
95% |
False |
False |
15,344 |
| 40 |
1,154.7 |
987.3 |
167.4 |
14.6% |
16.4 |
1.4% |
96% |
False |
False |
9,159 |
| 60 |
1,154.7 |
950.1 |
204.6 |
17.8% |
15.9 |
1.4% |
97% |
False |
False |
6,603 |
| 80 |
1,154.7 |
933.5 |
221.2 |
19.3% |
14.7 |
1.3% |
97% |
False |
False |
5,297 |
| 100 |
1,154.7 |
909.5 |
245.2 |
21.4% |
13.5 |
1.2% |
97% |
False |
False |
4,438 |
| 120 |
1,154.7 |
909.5 |
245.2 |
21.4% |
13.2 |
1.1% |
97% |
False |
False |
3,872 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,232.4 |
|
2.618 |
1,201.9 |
|
1.618 |
1,183.2 |
|
1.000 |
1,171.6 |
|
0.618 |
1,164.5 |
|
HIGH |
1,152.9 |
|
0.618 |
1,145.8 |
|
0.500 |
1,143.6 |
|
0.382 |
1,141.3 |
|
LOW |
1,134.2 |
|
0.618 |
1,122.6 |
|
1.000 |
1,115.5 |
|
1.618 |
1,103.9 |
|
2.618 |
1,085.2 |
|
4.250 |
1,054.7 |
|
|
| Fisher Pivots for day following 20-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,146.7 |
1,146.5 |
| PP |
1,145.1 |
1,144.8 |
| S1 |
1,143.6 |
1,143.1 |
|