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 |
1,091.50 |
1,092.75 |
1.25 |
0.1% |
1,089.75 |
High |
1,098.00 |
1,111.75 |
13.75 |
1.3% |
1,111.50 |
Low |
1,084.50 |
1,092.25 |
7.75 |
0.7% |
1,067.00 |
Close |
1,094.75 |
1,108.50 |
13.75 |
1.3% |
1,089.50 |
Range |
13.50 |
19.50 |
6.00 |
44.4% |
44.50 |
ATR |
18.32 |
18.41 |
0.08 |
0.5% |
0.00 |
Volume |
1,704,981 |
2,016,591 |
311,610 |
18.3% |
5,659,304 |
|
Daily Pivots for day following 01-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,162.75 |
1,155.00 |
1,119.25 |
|
R3 |
1,143.25 |
1,135.50 |
1,113.75 |
|
R2 |
1,123.75 |
1,123.75 |
1,112.00 |
|
R1 |
1,116.00 |
1,116.00 |
1,110.25 |
1,120.00 |
PP |
1,104.25 |
1,104.25 |
1,104.25 |
1,106.00 |
S1 |
1,096.50 |
1,096.50 |
1,106.75 |
1,100.50 |
S2 |
1,084.75 |
1,084.75 |
1,105.00 |
|
S3 |
1,065.25 |
1,077.00 |
1,103.25 |
|
S4 |
1,045.75 |
1,057.50 |
1,097.75 |
|
|
Weekly Pivots for week ending 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,222.75 |
1,200.75 |
1,114.00 |
|
R3 |
1,178.25 |
1,156.25 |
1,101.75 |
|
R2 |
1,133.75 |
1,133.75 |
1,097.75 |
|
R1 |
1,111.75 |
1,111.75 |
1,093.50 |
1,100.50 |
PP |
1,089.25 |
1,089.25 |
1,089.25 |
1,083.75 |
S1 |
1,067.25 |
1,067.25 |
1,085.50 |
1,056.00 |
S2 |
1,044.75 |
1,044.75 |
1,081.25 |
|
S3 |
1,000.25 |
1,022.75 |
1,077.25 |
|
S4 |
955.75 |
978.25 |
1,065.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,111.75 |
1,067.00 |
44.75 |
4.0% |
18.50 |
1.7% |
93% |
True |
False |
1,585,813 |
10 |
1,111.75 |
1,067.00 |
44.75 |
4.0% |
16.75 |
1.5% |
93% |
True |
False |
1,641,712 |
20 |
1,112.25 |
1,026.50 |
85.75 |
7.7% |
17.25 |
1.6% |
96% |
False |
False |
1,842,581 |
40 |
1,112.25 |
1,026.00 |
86.25 |
7.8% |
18.25 |
1.6% |
96% |
False |
False |
1,945,158 |
60 |
1,112.25 |
1,008.25 |
104.00 |
9.4% |
17.75 |
1.6% |
96% |
False |
False |
1,896,139 |
80 |
1,112.25 |
971.25 |
141.00 |
12.7% |
18.00 |
1.6% |
97% |
False |
False |
1,424,762 |
100 |
1,112.25 |
861.50 |
250.75 |
22.6% |
17.75 |
1.6% |
99% |
False |
False |
1,140,183 |
120 |
1,112.25 |
861.25 |
251.00 |
22.6% |
17.50 |
1.6% |
99% |
False |
False |
950,390 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,194.50 |
2.618 |
1,162.75 |
1.618 |
1,143.25 |
1.000 |
1,131.25 |
0.618 |
1,123.75 |
HIGH |
1,111.75 |
0.618 |
1,104.25 |
0.500 |
1,102.00 |
0.382 |
1,099.75 |
LOW |
1,092.25 |
0.618 |
1,080.25 |
1.000 |
1,072.75 |
1.618 |
1,060.75 |
2.618 |
1,041.25 |
4.250 |
1,009.50 |
|
|
Fisher Pivots for day following 01-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
1,106.25 |
1,102.00 |
PP |
1,104.25 |
1,095.75 |
S1 |
1,102.00 |
1,089.50 |
|