| Trading Metrics calculated at close of trading on 23-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2009 |
23-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
1,147.7 |
1,156.2 |
8.5 |
0.7% |
1,124.0 |
| High |
1,153.8 |
1,176.3 |
22.5 |
2.0% |
1,155.7 |
| Low |
1,136.8 |
1,156.2 |
19.4 |
1.7% |
1,124.0 |
| Close |
1,149.3 |
1,167.3 |
18.0 |
1.6% |
1,149.3 |
| Range |
17.0 |
20.1 |
3.1 |
18.2% |
31.7 |
| ATR |
16.8 |
17.5 |
0.7 |
4.4% |
0.0 |
| Volume |
2,570 |
7,879 |
5,309 |
206.6% |
12,601 |
|
| Daily Pivots for day following 23-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,226.9 |
1,217.2 |
1,178.4 |
|
| R3 |
1,206.8 |
1,197.1 |
1,172.8 |
|
| R2 |
1,186.7 |
1,186.7 |
1,171.0 |
|
| R1 |
1,177.0 |
1,177.0 |
1,169.1 |
1,181.9 |
| PP |
1,166.6 |
1,166.6 |
1,166.6 |
1,169.0 |
| S1 |
1,156.9 |
1,156.9 |
1,165.5 |
1,161.8 |
| S2 |
1,146.5 |
1,146.5 |
1,163.6 |
|
| S3 |
1,126.4 |
1,136.8 |
1,161.8 |
|
| S4 |
1,106.3 |
1,116.7 |
1,156.2 |
|
|
| Weekly Pivots for week ending 20-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,238.1 |
1,225.4 |
1,166.7 |
|
| R3 |
1,206.4 |
1,193.7 |
1,158.0 |
|
| R2 |
1,174.7 |
1,174.7 |
1,155.1 |
|
| R1 |
1,162.0 |
1,162.0 |
1,152.2 |
1,168.4 |
| PP |
1,143.0 |
1,143.0 |
1,143.0 |
1,146.2 |
| S1 |
1,130.3 |
1,130.3 |
1,146.4 |
1,136.7 |
| S2 |
1,111.3 |
1,111.3 |
1,143.5 |
|
| S3 |
1,079.6 |
1,098.6 |
1,140.6 |
|
| S4 |
1,047.9 |
1,066.9 |
1,131.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,176.3 |
1,130.7 |
45.6 |
3.9% |
16.5 |
1.4% |
80% |
True |
False |
3,535 |
| 10 |
1,176.3 |
1,099.9 |
76.4 |
6.5% |
16.7 |
1.4% |
88% |
True |
False |
3,104 |
| 20 |
1,176.3 |
1,029.0 |
147.3 |
12.6% |
16.4 |
1.4% |
94% |
True |
False |
2,353 |
| 40 |
1,176.3 |
989.3 |
187.0 |
16.0% |
16.0 |
1.4% |
95% |
True |
False |
1,861 |
| 60 |
1,176.3 |
946.7 |
229.6 |
19.7% |
15.7 |
1.3% |
96% |
True |
False |
1,677 |
| 80 |
1,176.3 |
934.6 |
241.7 |
20.7% |
14.4 |
1.2% |
96% |
True |
False |
1,390 |
| 100 |
1,176.3 |
910.1 |
266.2 |
22.8% |
13.6 |
1.2% |
97% |
True |
False |
1,270 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,261.7 |
|
2.618 |
1,228.9 |
|
1.618 |
1,208.8 |
|
1.000 |
1,196.4 |
|
0.618 |
1,188.7 |
|
HIGH |
1,176.3 |
|
0.618 |
1,168.6 |
|
0.500 |
1,166.3 |
|
0.382 |
1,163.9 |
|
LOW |
1,156.2 |
|
0.618 |
1,143.8 |
|
1.000 |
1,136.1 |
|
1.618 |
1,123.7 |
|
2.618 |
1,103.6 |
|
4.250 |
1,070.8 |
|
|
| Fisher Pivots for day following 23-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,167.0 |
1,163.0 |
| PP |
1,166.6 |
1,158.8 |
| S1 |
1,166.3 |
1,154.5 |
|