| 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 |
1,153.5 |
1,165.6 |
12.1 |
1.0% |
1,121.1 |
| High |
1,175.5 |
1,173.0 |
-2.5 |
-0.2% |
1,154.7 |
| Low |
1,153.5 |
1,159.1 |
5.6 |
0.5% |
1,121.1 |
| Close |
1,166.2 |
1,167.4 |
1.2 |
0.1% |
1,148.2 |
| Range |
22.0 |
13.9 |
-8.1 |
-36.8% |
33.6 |
| ATR |
18.1 |
17.8 |
-0.3 |
-1.7% |
0.0 |
| Volume |
40,063 |
77,244 |
37,181 |
92.8% |
129,718 |
|
| Daily Pivots for day following 24-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,208.2 |
1,201.7 |
1,175.0 |
|
| R3 |
1,194.3 |
1,187.8 |
1,171.2 |
|
| R2 |
1,180.4 |
1,180.4 |
1,169.9 |
|
| R1 |
1,173.9 |
1,173.9 |
1,168.7 |
1,177.2 |
| PP |
1,166.5 |
1,166.5 |
1,166.5 |
1,168.1 |
| S1 |
1,160.0 |
1,160.0 |
1,166.1 |
1,163.3 |
| S2 |
1,152.6 |
1,152.6 |
1,164.9 |
|
| S3 |
1,138.7 |
1,146.1 |
1,163.6 |
|
| S4 |
1,124.8 |
1,132.2 |
1,159.8 |
|
|
| 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 |
1,175.5 |
1,131.4 |
44.1 |
3.8% |
17.6 |
1.5% |
82% |
False |
False |
40,649 |
| 10 |
1,175.5 |
1,102.6 |
72.9 |
6.2% |
17.9 |
1.5% |
89% |
False |
False |
31,323 |
| 20 |
1,175.5 |
1,028.0 |
147.5 |
12.6% |
17.6 |
1.5% |
95% |
False |
False |
20,635 |
| 40 |
1,175.5 |
989.0 |
186.5 |
16.0% |
16.8 |
1.4% |
96% |
False |
False |
11,920 |
| 60 |
1,175.5 |
951.2 |
224.3 |
19.2% |
16.1 |
1.4% |
96% |
False |
False |
8,544 |
| 80 |
1,175.5 |
933.5 |
242.0 |
20.7% |
14.8 |
1.3% |
97% |
False |
False |
6,732 |
| 100 |
1,175.5 |
909.5 |
266.0 |
22.8% |
13.7 |
1.2% |
97% |
False |
False |
5,608 |
| 120 |
1,175.5 |
909.5 |
266.0 |
22.8% |
13.1 |
1.1% |
97% |
False |
False |
4,840 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,232.1 |
|
2.618 |
1,209.4 |
|
1.618 |
1,195.5 |
|
1.000 |
1,186.9 |
|
0.618 |
1,181.6 |
|
HIGH |
1,173.0 |
|
0.618 |
1,167.7 |
|
0.500 |
1,166.1 |
|
0.382 |
1,164.4 |
|
LOW |
1,159.1 |
|
0.618 |
1,150.5 |
|
1.000 |
1,145.2 |
|
1.618 |
1,136.6 |
|
2.618 |
1,122.7 |
|
4.250 |
1,100.0 |
|
|
| Fisher Pivots for day following 24-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,167.0 |
1,163.2 |
| PP |
1,166.5 |
1,159.0 |
| S1 |
1,166.1 |
1,154.9 |
|