Trading Metrics calculated at close of trading on 03-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2009 |
03-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
1,108.25 |
1,107.75 |
-0.50 |
0.0% |
1,089.75 |
High |
1,115.50 |
1,117.00 |
1.50 |
0.1% |
1,111.50 |
Low |
1,104.25 |
1,097.50 |
-6.75 |
-0.6% |
1,067.00 |
Close |
1,108.00 |
1,098.00 |
-10.00 |
-0.9% |
1,089.50 |
Range |
11.25 |
19.50 |
8.25 |
73.3% |
44.50 |
ATR |
17.90 |
18.01 |
0.11 |
0.6% |
0.00 |
Volume |
1,835,688 |
1,669,060 |
-166,628 |
-9.1% |
5,659,304 |
|
Daily Pivots for day following 03-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,162.75 |
1,149.75 |
1,108.75 |
|
R3 |
1,143.25 |
1,130.25 |
1,103.25 |
|
R2 |
1,123.75 |
1,123.75 |
1,101.50 |
|
R1 |
1,110.75 |
1,110.75 |
1,099.75 |
1,107.50 |
PP |
1,104.25 |
1,104.25 |
1,104.25 |
1,102.50 |
S1 |
1,091.25 |
1,091.25 |
1,096.25 |
1,088.00 |
S2 |
1,084.75 |
1,084.75 |
1,094.50 |
|
S3 |
1,065.25 |
1,071.75 |
1,092.75 |
|
S4 |
1,045.75 |
1,052.25 |
1,087.25 |
|
|
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 |
1,117.00 |
1,067.00 |
50.00 |
4.6% |
20.25 |
1.9% |
62% |
True |
False |
1,660,932 |
10 |
1,117.00 |
1,067.00 |
50.00 |
4.6% |
18.00 |
1.6% |
62% |
True |
False |
1,641,268 |
20 |
1,117.00 |
1,039.00 |
78.00 |
7.1% |
17.00 |
1.6% |
76% |
True |
False |
1,762,843 |
40 |
1,117.00 |
1,026.00 |
91.00 |
8.3% |
18.25 |
1.7% |
79% |
True |
False |
1,936,862 |
60 |
1,117.00 |
1,012.00 |
105.00 |
9.6% |
17.75 |
1.6% |
82% |
True |
False |
1,951,874 |
80 |
1,117.00 |
971.25 |
145.75 |
13.3% |
18.00 |
1.6% |
87% |
True |
False |
1,468,524 |
100 |
1,117.00 |
899.75 |
217.25 |
19.8% |
17.75 |
1.6% |
91% |
True |
False |
1,175,167 |
120 |
1,117.00 |
861.25 |
255.75 |
23.3% |
17.50 |
1.6% |
93% |
True |
False |
979,592 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,200.00 |
2.618 |
1,168.00 |
1.618 |
1,148.50 |
1.000 |
1,136.50 |
0.618 |
1,129.00 |
HIGH |
1,117.00 |
0.618 |
1,109.50 |
0.500 |
1,107.25 |
0.382 |
1,105.00 |
LOW |
1,097.50 |
0.618 |
1,085.50 |
1.000 |
1,078.00 |
1.618 |
1,066.00 |
2.618 |
1,046.50 |
4.250 |
1,014.50 |
|
|
Fisher Pivots for day following 03-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
1,107.25 |
1,104.50 |
PP |
1,104.25 |
1,102.50 |
S1 |
1,101.00 |
1,100.25 |
|