Trading Metrics calculated at close of trading on 01-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2009 |
01-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
1,179.9 |
1,181.0 |
1.1 |
0.1% |
1,152.0 |
High |
1,183.7 |
1,202.7 |
19.0 |
1.6% |
1,195.0 |
Low |
1,163.7 |
1,176.0 |
12.3 |
1.1% |
1,130.1 |
Close |
1,181.1 |
1,199.1 |
18.0 |
1.5% |
1,174.2 |
Range |
20.0 |
26.7 |
6.7 |
33.5% |
64.9 |
ATR |
21.9 |
22.3 |
0.3 |
1.6% |
0.0 |
Volume |
112,015 |
14,549 |
-97,466 |
-87.0% |
861,592 |
|
Daily Pivots for day following 01-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,272.7 |
1,262.6 |
1,213.8 |
|
R3 |
1,246.0 |
1,235.9 |
1,206.4 |
|
R2 |
1,219.3 |
1,219.3 |
1,204.0 |
|
R1 |
1,209.2 |
1,209.2 |
1,201.5 |
1,214.3 |
PP |
1,192.6 |
1,192.6 |
1,192.6 |
1,195.1 |
S1 |
1,182.5 |
1,182.5 |
1,196.7 |
1,187.6 |
S2 |
1,165.9 |
1,165.9 |
1,194.2 |
|
S3 |
1,139.2 |
1,155.8 |
1,191.8 |
|
S4 |
1,112.5 |
1,129.1 |
1,184.4 |
|
|
Weekly Pivots for week ending 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,361.1 |
1,332.6 |
1,209.9 |
|
R3 |
1,296.2 |
1,267.7 |
1,192.0 |
|
R2 |
1,231.3 |
1,231.3 |
1,186.1 |
|
R1 |
1,202.8 |
1,202.8 |
1,180.1 |
1,217.1 |
PP |
1,166.4 |
1,166.4 |
1,166.4 |
1,173.6 |
S1 |
1,137.9 |
1,137.9 |
1,168.3 |
1,152.2 |
S2 |
1,101.5 |
1,101.5 |
1,162.3 |
|
S3 |
1,036.6 |
1,073.0 |
1,156.4 |
|
S4 |
971.7 |
1,008.1 |
1,138.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,202.7 |
1,130.1 |
72.6 |
6.1% |
30.3 |
2.5% |
95% |
True |
False |
162,883 |
10 |
1,202.7 |
1,127.8 |
74.9 |
6.2% |
24.1 |
2.0% |
95% |
True |
False |
169,571 |
20 |
1,202.7 |
1,058.0 |
144.7 |
12.1% |
21.1 |
1.8% |
98% |
True |
False |
154,773 |
40 |
1,202.7 |
1,016.6 |
186.1 |
15.5% |
18.7 |
1.6% |
98% |
True |
False |
142,634 |
60 |
1,202.7 |
983.2 |
219.5 |
18.3% |
17.9 |
1.5% |
98% |
True |
False |
134,852 |
80 |
1,202.7 |
931.3 |
271.4 |
22.6% |
17.2 |
1.4% |
99% |
True |
False |
121,742 |
100 |
1,202.7 |
910.6 |
292.1 |
24.4% |
16.4 |
1.4% |
99% |
True |
False |
107,293 |
120 |
1,202.7 |
907.6 |
295.1 |
24.6% |
16.0 |
1.3% |
99% |
True |
False |
90,190 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,316.2 |
2.618 |
1,272.6 |
1.618 |
1,245.9 |
1.000 |
1,229.4 |
0.618 |
1,219.2 |
HIGH |
1,202.7 |
0.618 |
1,192.5 |
0.500 |
1,189.4 |
0.382 |
1,186.2 |
LOW |
1,176.0 |
0.618 |
1,159.5 |
1.000 |
1,149.3 |
1.618 |
1,132.8 |
2.618 |
1,106.1 |
4.250 |
1,062.5 |
|
|
Fisher Pivots for day following 01-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
1,195.9 |
1,188.2 |
PP |
1,192.6 |
1,177.3 |
S1 |
1,189.4 |
1,166.4 |
|