| Trading Metrics calculated at close of trading on 04-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2009 |
04-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
2,900.0 |
2,862.0 |
-38.0 |
-1.3% |
2,826.0 |
| High |
2,911.0 |
2,931.0 |
20.0 |
0.7% |
2,931.0 |
| Low |
2,852.0 |
2,853.0 |
1.0 |
0.0% |
2,788.0 |
| Close |
2,876.0 |
2,909.0 |
33.0 |
1.1% |
2,909.0 |
| Range |
59.0 |
78.0 |
19.0 |
32.2% |
143.0 |
| ATR |
62.3 |
63.4 |
1.1 |
1.8% |
0.0 |
| Volume |
1,131,552 |
1,425,899 |
294,347 |
26.0% |
6,137,570 |
|
| Daily Pivots for day following 04-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,131.7 |
3,098.3 |
2,951.9 |
|
| R3 |
3,053.7 |
3,020.3 |
2,930.5 |
|
| R2 |
2,975.7 |
2,975.7 |
2,923.3 |
|
| R1 |
2,942.3 |
2,942.3 |
2,916.2 |
2,959.0 |
| PP |
2,897.7 |
2,897.7 |
2,897.7 |
2,906.0 |
| S1 |
2,864.3 |
2,864.3 |
2,901.9 |
2,881.0 |
| S2 |
2,819.7 |
2,819.7 |
2,894.7 |
|
| S3 |
2,741.7 |
2,786.3 |
2,887.6 |
|
| S4 |
2,663.7 |
2,708.3 |
2,866.1 |
|
|
| Weekly Pivots for week ending 04-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,305.0 |
3,250.0 |
2,987.7 |
|
| R3 |
3,162.0 |
3,107.0 |
2,948.3 |
|
| R2 |
3,019.0 |
3,019.0 |
2,935.2 |
|
| R1 |
2,964.0 |
2,964.0 |
2,922.1 |
2,991.5 |
| PP |
2,876.0 |
2,876.0 |
2,876.0 |
2,889.8 |
| S1 |
2,821.0 |
2,821.0 |
2,895.9 |
2,848.5 |
| S2 |
2,733.0 |
2,733.0 |
2,882.8 |
|
| S3 |
2,590.0 |
2,678.0 |
2,869.7 |
|
| S4 |
2,447.0 |
2,535.0 |
2,830.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,931.0 |
2,788.0 |
143.0 |
4.9% |
59.6 |
2.0% |
85% |
True |
False |
1,227,514 |
| 10 |
2,931.0 |
2,732.0 |
199.0 |
6.8% |
60.3 |
2.1% |
89% |
True |
False |
1,205,217 |
| 20 |
2,933.0 |
2,732.0 |
201.0 |
6.9% |
51.2 |
1.8% |
88% |
False |
False |
1,131,125 |
| 40 |
2,953.0 |
2,680.0 |
273.0 |
9.4% |
56.7 |
1.9% |
84% |
False |
False |
1,211,297 |
| 60 |
2,953.0 |
2,680.0 |
273.0 |
9.4% |
55.3 |
1.9% |
84% |
False |
False |
1,168,873 |
| 80 |
2,953.0 |
2,570.0 |
383.0 |
13.2% |
54.2 |
1.9% |
89% |
False |
False |
882,847 |
| 100 |
2,953.0 |
2,424.0 |
529.0 |
18.2% |
53.6 |
1.8% |
92% |
False |
False |
706,560 |
| 120 |
2,953.0 |
2,241.0 |
712.0 |
24.5% |
53.9 |
1.9% |
94% |
False |
False |
589,582 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,262.5 |
|
2.618 |
3,135.2 |
|
1.618 |
3,057.2 |
|
1.000 |
3,009.0 |
|
0.618 |
2,979.2 |
|
HIGH |
2,931.0 |
|
0.618 |
2,901.2 |
|
0.500 |
2,892.0 |
|
0.382 |
2,882.8 |
|
LOW |
2,853.0 |
|
0.618 |
2,804.8 |
|
1.000 |
2,775.0 |
|
1.618 |
2,726.8 |
|
2.618 |
2,648.8 |
|
4.250 |
2,521.5 |
|
|
| Fisher Pivots for day following 04-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,903.3 |
2,903.2 |
| PP |
2,897.7 |
2,897.3 |
| S1 |
2,892.0 |
2,891.5 |
|