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 |
5,694.0 |
5,675.0 |
-19.0 |
-0.3% |
5,711.0 |
High |
5,723.5 |
5,792.0 |
68.5 |
1.2% |
5,836.0 |
Low |
5,608.0 |
5,673.0 |
65.0 |
1.2% |
5,509.5 |
Close |
5,636.5 |
5,771.0 |
134.5 |
2.4% |
5,695.0 |
Range |
115.5 |
119.0 |
3.5 |
3.0% |
326.5 |
ATR |
122.2 |
124.6 |
2.4 |
1.9% |
0.0 |
Volume |
175,487 |
142,843 |
-32,644 |
-18.6% |
584,968 |
|
Daily Pivots for day following 01-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,102.3 |
6,055.7 |
5,836.5 |
|
R3 |
5,983.3 |
5,936.7 |
5,803.7 |
|
R2 |
5,864.3 |
5,864.3 |
5,792.8 |
|
R1 |
5,817.7 |
5,817.7 |
5,781.9 |
5,841.0 |
PP |
5,745.3 |
5,745.3 |
5,745.3 |
5,757.0 |
S1 |
5,698.7 |
5,698.7 |
5,760.1 |
5,722.0 |
S2 |
5,626.3 |
5,626.3 |
5,749.2 |
|
S3 |
5,507.3 |
5,579.7 |
5,738.3 |
|
S4 |
5,388.3 |
5,460.7 |
5,705.6 |
|
|
Weekly Pivots for week ending 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,659.7 |
6,503.8 |
5,874.6 |
|
R3 |
6,333.2 |
6,177.3 |
5,784.8 |
|
R2 |
6,006.7 |
6,006.7 |
5,754.9 |
|
R1 |
5,850.8 |
5,850.8 |
5,724.9 |
5,765.5 |
PP |
5,680.2 |
5,680.2 |
5,680.2 |
5,637.5 |
S1 |
5,524.3 |
5,524.3 |
5,665.1 |
5,439.0 |
S2 |
5,353.7 |
5,353.7 |
5,635.1 |
|
S3 |
5,027.2 |
5,197.8 |
5,605.2 |
|
S4 |
4,700.7 |
4,871.3 |
5,515.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,836.0 |
5,509.5 |
326.5 |
5.7% |
120.1 |
2.1% |
80% |
False |
False |
154,919 |
10 |
5,847.5 |
5,509.5 |
338.0 |
5.9% |
106.2 |
1.8% |
77% |
False |
False |
143,607 |
20 |
5,847.5 |
5,316.0 |
531.5 |
9.2% |
102.0 |
1.8% |
86% |
False |
False |
148,275 |
40 |
5,894.0 |
5,316.0 |
578.0 |
10.0% |
109.6 |
1.9% |
79% |
False |
False |
156,670 |
60 |
5,894.0 |
5,316.0 |
578.0 |
10.0% |
105.5 |
1.8% |
79% |
False |
False |
141,414 |
80 |
5,894.0 |
5,165.0 |
729.0 |
12.6% |
104.5 |
1.8% |
83% |
False |
False |
106,456 |
100 |
5,894.0 |
4,540.0 |
1,354.0 |
23.5% |
106.3 |
1.8% |
91% |
False |
False |
85,321 |
120 |
5,894.0 |
4,540.0 |
1,354.0 |
23.5% |
106.9 |
1.9% |
91% |
False |
False |
71,359 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,297.8 |
2.618 |
6,103.5 |
1.618 |
5,984.5 |
1.000 |
5,911.0 |
0.618 |
5,865.5 |
HIGH |
5,792.0 |
0.618 |
5,746.5 |
0.500 |
5,732.5 |
0.382 |
5,718.5 |
LOW |
5,673.0 |
0.618 |
5,599.5 |
1.000 |
5,554.0 |
1.618 |
5,480.5 |
2.618 |
5,361.5 |
4.250 |
5,167.3 |
|
|
Fisher Pivots for day following 01-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
5,758.2 |
5,730.9 |
PP |
5,745.3 |
5,690.8 |
S1 |
5,732.5 |
5,650.8 |
|