| 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 |
1,195.5 |
1,181.7 |
-13.8 |
-1.2% |
1,156.2 |
| High |
1,197.5 |
1,186.3 |
-11.2 |
-0.9% |
1,197.5 |
| Low |
1,132.0 |
1,166.7 |
34.7 |
3.1% |
1,132.0 |
| Close |
1,176.8 |
1,183.6 |
6.8 |
0.6% |
1,176.8 |
| Range |
65.5 |
19.6 |
-45.9 |
-70.1% |
65.5 |
| ATR |
21.3 |
21.1 |
-0.1 |
-0.6% |
0.0 |
| Volume |
6,283 |
4,661 |
-1,622 |
-25.8% |
24,063 |
|
| Daily Pivots for day following 30-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,237.7 |
1,230.2 |
1,194.4 |
|
| R3 |
1,218.1 |
1,210.6 |
1,189.0 |
|
| R2 |
1,198.5 |
1,198.5 |
1,187.2 |
|
| R1 |
1,191.0 |
1,191.0 |
1,185.4 |
1,194.8 |
| PP |
1,178.9 |
1,178.9 |
1,178.9 |
1,180.7 |
| S1 |
1,171.4 |
1,171.4 |
1,181.8 |
1,175.2 |
| S2 |
1,159.3 |
1,159.3 |
1,180.0 |
|
| S3 |
1,139.7 |
1,151.8 |
1,178.2 |
|
| S4 |
1,120.1 |
1,132.2 |
1,172.8 |
|
|
| Weekly Pivots for week ending 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,365.3 |
1,336.5 |
1,212.8 |
|
| R3 |
1,299.8 |
1,271.0 |
1,194.8 |
|
| R2 |
1,234.3 |
1,234.3 |
1,188.8 |
|
| R1 |
1,205.5 |
1,205.5 |
1,182.8 |
1,219.9 |
| PP |
1,168.8 |
1,168.8 |
1,168.8 |
1,176.0 |
| S1 |
1,140.0 |
1,140.0 |
1,170.8 |
1,154.4 |
| S2 |
1,103.3 |
1,103.3 |
1,164.8 |
|
| S3 |
1,037.8 |
1,074.5 |
1,158.8 |
|
| S4 |
972.3 |
1,009.0 |
1,140.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,197.5 |
1,132.0 |
65.5 |
5.5% |
28.7 |
2.4% |
79% |
False |
False |
5,744 |
| 10 |
1,197.5 |
1,124.0 |
73.5 |
6.2% |
22.8 |
1.9% |
81% |
False |
False |
4,132 |
| 20 |
1,197.5 |
1,045.0 |
152.5 |
12.9% |
19.7 |
1.7% |
91% |
False |
False |
3,155 |
| 40 |
1,197.5 |
1,004.0 |
193.5 |
16.3% |
17.7 |
1.5% |
93% |
False |
False |
2,288 |
| 60 |
1,197.5 |
985.8 |
211.7 |
17.9% |
16.6 |
1.4% |
93% |
False |
False |
1,946 |
| 80 |
1,197.5 |
934.6 |
262.9 |
22.2% |
15.3 |
1.3% |
95% |
False |
False |
1,610 |
| 100 |
1,197.5 |
912.5 |
285.0 |
24.1% |
14.4 |
1.2% |
95% |
False |
False |
1,456 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,269.6 |
|
2.618 |
1,237.6 |
|
1.618 |
1,218.0 |
|
1.000 |
1,205.9 |
|
0.618 |
1,198.4 |
|
HIGH |
1,186.3 |
|
0.618 |
1,178.8 |
|
0.500 |
1,176.5 |
|
0.382 |
1,174.2 |
|
LOW |
1,166.7 |
|
0.618 |
1,154.6 |
|
1.000 |
1,147.1 |
|
1.618 |
1,135.0 |
|
2.618 |
1,115.4 |
|
4.250 |
1,083.4 |
|
|
| Fisher Pivots for day following 30-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,181.2 |
1,177.3 |
| PP |
1,178.9 |
1,171.0 |
| S1 |
1,176.5 |
1,164.8 |
|