Trading Metrics calculated at close of trading on 03-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2009 |
03-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
1,196.4 |
1,218.0 |
21.6 |
1.8% |
1,152.0 |
High |
1,217.3 |
1,226.4 |
9.1 |
0.7% |
1,195.0 |
Low |
1,196.3 |
1,204.6 |
8.3 |
0.7% |
1,130.1 |
Close |
1,212.0 |
1,217.4 |
5.4 |
0.4% |
1,174.2 |
Range |
21.0 |
21.8 |
0.8 |
3.8% |
64.9 |
ATR |
22.2 |
22.1 |
0.0 |
-0.1% |
0.0 |
Volume |
3,787 |
2,145 |
-1,642 |
-43.4% |
861,592 |
|
Daily Pivots for day following 03-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,281.5 |
1,271.3 |
1,229.4 |
|
R3 |
1,259.7 |
1,249.5 |
1,223.4 |
|
R2 |
1,237.9 |
1,237.9 |
1,221.4 |
|
R1 |
1,227.7 |
1,227.7 |
1,219.4 |
1,221.9 |
PP |
1,216.1 |
1,216.1 |
1,216.1 |
1,213.3 |
S1 |
1,205.9 |
1,205.9 |
1,215.4 |
1,200.1 |
S2 |
1,194.3 |
1,194.3 |
1,213.4 |
|
S3 |
1,172.5 |
1,184.1 |
1,211.4 |
|
S4 |
1,150.7 |
1,162.3 |
1,205.4 |
|
|
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 |
1,226.4 |
1,130.1 |
96.3 |
7.9% |
30.9 |
2.5% |
91% |
True |
False |
67,601 |
10 |
1,226.4 |
1,130.0 |
96.4 |
7.9% |
25.2 |
2.1% |
91% |
True |
False |
136,934 |
20 |
1,226.4 |
1,084.3 |
142.1 |
11.7% |
20.8 |
1.7% |
94% |
True |
False |
138,003 |
40 |
1,226.4 |
1,026.9 |
199.5 |
16.4% |
18.8 |
1.5% |
95% |
True |
False |
137,619 |
60 |
1,226.4 |
983.2 |
243.2 |
20.0% |
18.0 |
1.5% |
96% |
True |
False |
130,241 |
80 |
1,226.4 |
931.3 |
295.1 |
24.2% |
17.4 |
1.4% |
97% |
True |
False |
119,748 |
100 |
1,226.4 |
927.5 |
298.9 |
24.6% |
16.6 |
1.4% |
97% |
True |
False |
107,006 |
120 |
1,226.4 |
907.6 |
318.8 |
26.2% |
16.1 |
1.3% |
97% |
True |
False |
90,192 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,319.1 |
2.618 |
1,283.5 |
1.618 |
1,261.7 |
1.000 |
1,248.2 |
0.618 |
1,239.9 |
HIGH |
1,226.4 |
0.618 |
1,218.1 |
0.500 |
1,215.5 |
0.382 |
1,212.9 |
LOW |
1,204.6 |
0.618 |
1,191.1 |
1.000 |
1,182.8 |
1.618 |
1,169.3 |
2.618 |
1,147.5 |
4.250 |
1,112.0 |
|
|
Fisher Pivots for day following 03-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
1,216.8 |
1,212.0 |
PP |
1,216.1 |
1,206.6 |
S1 |
1,215.5 |
1,201.2 |
|