| 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 |
2,818.0 |
2,875.0 |
57.0 |
2.0% |
2,854.0 |
| High |
2,884.0 |
2,894.0 |
10.0 |
0.3% |
2,910.0 |
| Low |
2,816.0 |
2,858.0 |
42.0 |
1.5% |
2,732.0 |
| Close |
2,868.0 |
2,874.0 |
6.0 |
0.2% |
2,833.0 |
| Range |
68.0 |
36.0 |
-32.0 |
-47.1% |
178.0 |
| ATR |
64.6 |
62.6 |
-2.0 |
-3.2% |
0.0 |
| Volume |
1,156,204 |
984,240 |
-171,964 |
-14.9% |
4,759,285 |
|
| Daily Pivots for day following 02-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,983.3 |
2,964.7 |
2,893.8 |
|
| R3 |
2,947.3 |
2,928.7 |
2,883.9 |
|
| R2 |
2,911.3 |
2,911.3 |
2,880.6 |
|
| R1 |
2,892.7 |
2,892.7 |
2,877.3 |
2,884.0 |
| PP |
2,875.3 |
2,875.3 |
2,875.3 |
2,871.0 |
| S1 |
2,856.7 |
2,856.7 |
2,870.7 |
2,848.0 |
| S2 |
2,839.3 |
2,839.3 |
2,867.4 |
|
| S3 |
2,803.3 |
2,820.7 |
2,864.1 |
|
| S4 |
2,767.3 |
2,784.7 |
2,854.2 |
|
|
| 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% |
63.0 |
2.2% |
80% |
False |
False |
1,260,561 |
| 10 |
2,933.0 |
2,732.0 |
201.0 |
7.0% |
56.1 |
2.0% |
71% |
False |
False |
1,163,938 |
| 20 |
2,933.0 |
2,706.0 |
227.0 |
7.9% |
51.3 |
1.8% |
74% |
False |
False |
1,146,993 |
| 40 |
2,953.0 |
2,680.0 |
273.0 |
9.5% |
55.1 |
1.9% |
71% |
False |
False |
1,196,159 |
| 60 |
2,953.0 |
2,680.0 |
273.0 |
9.5% |
54.8 |
1.9% |
71% |
False |
False |
1,130,379 |
| 80 |
2,953.0 |
2,570.0 |
383.0 |
13.3% |
54.2 |
1.9% |
79% |
False |
False |
850,988 |
| 100 |
2,953.0 |
2,330.0 |
623.0 |
21.7% |
53.3 |
1.9% |
87% |
False |
False |
680,992 |
| 120 |
2,953.0 |
2,241.0 |
712.0 |
24.8% |
53.6 |
1.9% |
89% |
False |
False |
569,093 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,047.0 |
|
2.618 |
2,988.2 |
|
1.618 |
2,952.2 |
|
1.000 |
2,930.0 |
|
0.618 |
2,916.2 |
|
HIGH |
2,894.0 |
|
0.618 |
2,880.2 |
|
0.500 |
2,876.0 |
|
0.382 |
2,871.8 |
|
LOW |
2,858.0 |
|
0.618 |
2,835.8 |
|
1.000 |
2,822.0 |
|
1.618 |
2,799.8 |
|
2.618 |
2,763.8 |
|
4.250 |
2,705.0 |
|
|
| Fisher Pivots for day following 02-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,876.0 |
2,863.0 |
| PP |
2,875.3 |
2,852.0 |
| S1 |
2,874.7 |
2,841.0 |
|