| Trading Metrics calculated at close of trading on 25-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2009 |
25-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
1,167.7 |
1,170.0 |
2.3 |
0.2% |
1,124.0 |
| High |
1,173.7 |
1,195.5 |
21.8 |
1.9% |
1,155.7 |
| Low |
1,161.0 |
1,170.0 |
9.0 |
0.8% |
1,124.0 |
| Close |
1,168.5 |
1,189.8 |
21.3 |
1.8% |
1,149.3 |
| Range |
12.7 |
25.5 |
12.8 |
100.8% |
31.7 |
| ATR |
17.1 |
17.9 |
0.7 |
4.1% |
0.0 |
| Volume |
4,670 |
5,231 |
561 |
12.0% |
12,601 |
|
| Daily Pivots for day following 25-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,261.6 |
1,251.2 |
1,203.8 |
|
| R3 |
1,236.1 |
1,225.7 |
1,196.8 |
|
| R2 |
1,210.6 |
1,210.6 |
1,194.5 |
|
| R1 |
1,200.2 |
1,200.2 |
1,192.1 |
1,205.4 |
| PP |
1,185.1 |
1,185.1 |
1,185.1 |
1,187.7 |
| S1 |
1,174.7 |
1,174.7 |
1,187.5 |
1,179.9 |
| S2 |
1,159.6 |
1,159.6 |
1,185.1 |
|
| S3 |
1,134.1 |
1,149.2 |
1,182.8 |
|
| S4 |
1,108.6 |
1,123.7 |
1,175.8 |
|
|
| 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 |
1,195.5 |
1,132.7 |
62.8 |
5.3% |
18.2 |
1.5% |
91% |
True |
False |
4,471 |
| 10 |
1,195.5 |
1,104.6 |
90.9 |
7.6% |
18.1 |
1.5% |
94% |
True |
False |
3,542 |
| 20 |
1,195.5 |
1,031.8 |
163.7 |
13.8% |
17.0 |
1.4% |
97% |
True |
False |
2,679 |
| 40 |
1,195.5 |
989.3 |
206.2 |
17.3% |
16.4 |
1.4% |
97% |
True |
False |
2,080 |
| 60 |
1,195.5 |
958.6 |
236.9 |
19.9% |
16.0 |
1.3% |
98% |
True |
False |
1,822 |
| 80 |
1,195.5 |
934.6 |
260.9 |
21.9% |
14.6 |
1.2% |
98% |
True |
False |
1,492 |
| 100 |
1,195.5 |
910.1 |
285.4 |
24.0% |
13.8 |
1.2% |
98% |
True |
False |
1,355 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,303.9 |
|
2.618 |
1,262.3 |
|
1.618 |
1,236.8 |
|
1.000 |
1,221.0 |
|
0.618 |
1,211.3 |
|
HIGH |
1,195.5 |
|
0.618 |
1,185.8 |
|
0.500 |
1,182.8 |
|
0.382 |
1,179.7 |
|
LOW |
1,170.0 |
|
0.618 |
1,154.2 |
|
1.000 |
1,144.5 |
|
1.618 |
1,128.7 |
|
2.618 |
1,103.2 |
|
4.250 |
1,061.6 |
|
|
| Fisher Pivots for day following 25-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,187.5 |
1,185.2 |
| PP |
1,185.1 |
1,180.5 |
| S1 |
1,182.8 |
1,175.9 |
|