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 |
1,092.75 |
1,108.25 |
15.50 |
1.4% |
1,089.75 |
High |
1,111.75 |
1,115.50 |
3.75 |
0.3% |
1,111.50 |
Low |
1,092.25 |
1,104.25 |
12.00 |
1.1% |
1,067.00 |
Close |
1,108.50 |
1,108.00 |
-0.50 |
0.0% |
1,089.50 |
Range |
19.50 |
11.25 |
-8.25 |
-42.3% |
44.50 |
ATR |
18.41 |
17.90 |
-0.51 |
-2.8% |
0.00 |
Volume |
2,016,591 |
1,835,688 |
-180,903 |
-9.0% |
5,659,304 |
|
Daily Pivots for day following 02-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,143.00 |
1,136.75 |
1,114.25 |
|
R3 |
1,131.75 |
1,125.50 |
1,111.00 |
|
R2 |
1,120.50 |
1,120.50 |
1,110.00 |
|
R1 |
1,114.25 |
1,114.25 |
1,109.00 |
1,111.75 |
PP |
1,109.25 |
1,109.25 |
1,109.25 |
1,108.00 |
S1 |
1,103.00 |
1,103.00 |
1,107.00 |
1,100.50 |
S2 |
1,098.00 |
1,098.00 |
1,106.00 |
|
S3 |
1,086.75 |
1,091.75 |
1,105.00 |
|
S4 |
1,075.50 |
1,080.50 |
1,101.75 |
|
|
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 |
1,115.50 |
1,067.00 |
48.50 |
4.4% |
18.25 |
1.6% |
85% |
True |
False |
1,643,937 |
10 |
1,115.50 |
1,067.00 |
48.50 |
4.4% |
17.00 |
1.5% |
85% |
True |
False |
1,626,070 |
20 |
1,115.50 |
1,039.00 |
76.50 |
6.9% |
17.00 |
1.5% |
90% |
True |
False |
1,795,174 |
40 |
1,115.50 |
1,026.00 |
89.50 |
8.1% |
18.00 |
1.6% |
92% |
True |
False |
1,949,157 |
60 |
1,115.50 |
1,012.00 |
103.50 |
9.3% |
17.75 |
1.6% |
93% |
True |
False |
1,925,962 |
80 |
1,115.50 |
971.25 |
144.25 |
13.0% |
18.00 |
1.6% |
95% |
True |
False |
1,447,675 |
100 |
1,115.50 |
888.50 |
227.00 |
20.5% |
17.75 |
1.6% |
97% |
True |
False |
1,158,518 |
120 |
1,115.50 |
861.25 |
254.25 |
22.9% |
17.50 |
1.6% |
97% |
True |
False |
965,684 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,163.25 |
2.618 |
1,145.00 |
1.618 |
1,133.75 |
1.000 |
1,126.75 |
0.618 |
1,122.50 |
HIGH |
1,115.50 |
0.618 |
1,111.25 |
0.500 |
1,110.00 |
0.382 |
1,108.50 |
LOW |
1,104.25 |
0.618 |
1,097.25 |
1.000 |
1,093.00 |
1.618 |
1,086.00 |
2.618 |
1,074.75 |
4.250 |
1,056.50 |
|
|
Fisher Pivots for day following 02-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
1,110.00 |
1,105.25 |
PP |
1,109.25 |
1,102.75 |
S1 |
1,108.50 |
1,100.00 |
|