| 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 |
2,826.0 |
2,818.0 |
-8.0 |
-0.3% |
2,854.0 |
| High |
2,845.0 |
2,884.0 |
39.0 |
1.4% |
2,910.0 |
| Low |
2,788.0 |
2,816.0 |
28.0 |
1.0% |
2,732.0 |
| Close |
2,800.0 |
2,868.0 |
68.0 |
2.4% |
2,833.0 |
| Range |
57.0 |
68.0 |
11.0 |
19.3% |
178.0 |
| ATR |
63.1 |
64.6 |
1.5 |
2.4% |
0.0 |
| Volume |
1,439,675 |
1,156,204 |
-283,471 |
-19.7% |
4,759,285 |
|
| Daily Pivots for day following 01-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,060.0 |
3,032.0 |
2,905.4 |
|
| R3 |
2,992.0 |
2,964.0 |
2,886.7 |
|
| R2 |
2,924.0 |
2,924.0 |
2,880.5 |
|
| R1 |
2,896.0 |
2,896.0 |
2,874.2 |
2,910.0 |
| PP |
2,856.0 |
2,856.0 |
2,856.0 |
2,863.0 |
| S1 |
2,828.0 |
2,828.0 |
2,861.8 |
2,842.0 |
| S2 |
2,788.0 |
2,788.0 |
2,855.5 |
|
| S3 |
2,720.0 |
2,760.0 |
2,849.3 |
|
| S4 |
2,652.0 |
2,692.0 |
2,830.6 |
|
|
| Weekly Pivots for week ending 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,359.0 |
3,274.0 |
2,930.9 |
|
| R3 |
3,181.0 |
3,096.0 |
2,882.0 |
|
| R2 |
3,003.0 |
3,003.0 |
2,865.6 |
|
| R1 |
2,918.0 |
2,918.0 |
2,849.3 |
2,871.5 |
| PP |
2,825.0 |
2,825.0 |
2,825.0 |
2,801.8 |
| S1 |
2,740.0 |
2,740.0 |
2,816.7 |
2,693.5 |
| S2 |
2,647.0 |
2,647.0 |
2,800.4 |
|
| S3 |
2,469.0 |
2,562.0 |
2,784.1 |
|
| S4 |
2,291.0 |
2,384.0 |
2,735.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,910.0 |
2,732.0 |
178.0 |
6.2% |
63.8 |
2.2% |
76% |
False |
False |
1,275,240 |
| 10 |
2,933.0 |
2,732.0 |
201.0 |
7.0% |
55.0 |
1.9% |
68% |
False |
False |
1,149,842 |
| 20 |
2,933.0 |
2,680.0 |
253.0 |
8.8% |
51.9 |
1.8% |
74% |
False |
False |
1,177,684 |
| 40 |
2,953.0 |
2,680.0 |
273.0 |
9.5% |
56.0 |
2.0% |
69% |
False |
False |
1,202,765 |
| 60 |
2,953.0 |
2,680.0 |
273.0 |
9.5% |
54.7 |
1.9% |
69% |
False |
False |
1,115,162 |
| 80 |
2,953.0 |
2,570.0 |
383.0 |
13.4% |
54.0 |
1.9% |
78% |
False |
False |
838,686 |
| 100 |
2,953.0 |
2,241.0 |
712.0 |
24.8% |
54.0 |
1.9% |
88% |
False |
False |
671,166 |
| 120 |
2,953.0 |
2,241.0 |
712.0 |
24.8% |
54.0 |
1.9% |
88% |
False |
False |
560,966 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,173.0 |
|
2.618 |
3,062.0 |
|
1.618 |
2,994.0 |
|
1.000 |
2,952.0 |
|
0.618 |
2,926.0 |
|
HIGH |
2,884.0 |
|
0.618 |
2,858.0 |
|
0.500 |
2,850.0 |
|
0.382 |
2,842.0 |
|
LOW |
2,816.0 |
|
0.618 |
2,774.0 |
|
1.000 |
2,748.0 |
|
1.618 |
2,706.0 |
|
2.618 |
2,638.0 |
|
4.250 |
2,527.0 |
|
|
| Fisher Pivots for day following 01-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,862.0 |
2,848.0 |
| PP |
2,856.0 |
2,828.0 |
| S1 |
2,850.0 |
2,808.0 |
|