Trading Metrics calculated at close of trading on 02-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2009 |
02-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
1,181.0 |
1,196.4 |
15.4 |
1.3% |
1,152.0 |
High |
1,202.7 |
1,217.3 |
14.6 |
1.2% |
1,195.0 |
Low |
1,176.0 |
1,196.3 |
20.3 |
1.7% |
1,130.1 |
Close |
1,199.1 |
1,212.0 |
12.9 |
1.1% |
1,174.2 |
Range |
26.7 |
21.0 |
-5.7 |
-21.3% |
64.9 |
ATR |
22.3 |
22.2 |
-0.1 |
-0.4% |
0.0 |
Volume |
14,549 |
3,787 |
-10,762 |
-74.0% |
861,592 |
|
Daily Pivots for day following 02-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,271.5 |
1,262.8 |
1,223.6 |
|
R3 |
1,250.5 |
1,241.8 |
1,217.8 |
|
R2 |
1,229.5 |
1,229.5 |
1,215.9 |
|
R1 |
1,220.8 |
1,220.8 |
1,213.9 |
1,225.2 |
PP |
1,208.5 |
1,208.5 |
1,208.5 |
1,210.7 |
S1 |
1,199.8 |
1,199.8 |
1,210.1 |
1,204.2 |
S2 |
1,187.5 |
1,187.5 |
1,208.2 |
|
S3 |
1,166.5 |
1,178.8 |
1,206.2 |
|
S4 |
1,145.5 |
1,157.8 |
1,200.5 |
|
|
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 |
1,217.3 |
1,130.1 |
87.2 |
7.2% |
31.7 |
2.6% |
94% |
True |
False |
118,077 |
10 |
1,217.3 |
1,130.0 |
87.3 |
7.2% |
24.8 |
2.0% |
94% |
True |
False |
151,090 |
20 |
1,217.3 |
1,080.5 |
136.8 |
11.3% |
20.6 |
1.7% |
96% |
True |
False |
148,330 |
40 |
1,217.3 |
1,026.9 |
190.4 |
15.7% |
18.5 |
1.5% |
97% |
True |
False |
140,147 |
60 |
1,217.3 |
983.2 |
234.1 |
19.3% |
17.9 |
1.5% |
98% |
True |
False |
132,956 |
80 |
1,217.3 |
931.3 |
286.0 |
23.6% |
17.2 |
1.4% |
98% |
True |
False |
120,701 |
100 |
1,217.3 |
920.9 |
296.4 |
24.5% |
16.5 |
1.4% |
98% |
True |
False |
107,199 |
120 |
1,217.3 |
907.6 |
309.7 |
25.6% |
16.0 |
1.3% |
98% |
True |
False |
90,197 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,306.6 |
2.618 |
1,272.3 |
1.618 |
1,251.3 |
1.000 |
1,238.3 |
0.618 |
1,230.3 |
HIGH |
1,217.3 |
0.618 |
1,209.3 |
0.500 |
1,206.8 |
0.382 |
1,204.3 |
LOW |
1,196.3 |
0.618 |
1,183.3 |
1.000 |
1,175.3 |
1.618 |
1,162.3 |
2.618 |
1,141.3 |
4.250 |
1,107.1 |
|
|
Fisher Pivots for day following 02-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
1,210.3 |
1,204.8 |
PP |
1,208.5 |
1,197.7 |
S1 |
1,206.8 |
1,190.5 |
|