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 |
5,675.0 |
5,775.0 |
100.0 |
1.8% |
5,711.0 |
High |
5,792.0 |
5,816.0 |
24.0 |
0.4% |
5,836.0 |
Low |
5,673.0 |
5,753.5 |
80.5 |
1.4% |
5,509.5 |
Close |
5,771.0 |
5,777.0 |
6.0 |
0.1% |
5,695.0 |
Range |
119.0 |
62.5 |
-56.5 |
-47.5% |
326.5 |
ATR |
124.6 |
120.2 |
-4.4 |
-3.6% |
0.0 |
Volume |
142,843 |
120,741 |
-22,102 |
-15.5% |
584,968 |
|
Daily Pivots for day following 02-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,969.7 |
5,935.8 |
5,811.4 |
|
R3 |
5,907.2 |
5,873.3 |
5,794.2 |
|
R2 |
5,844.7 |
5,844.7 |
5,788.5 |
|
R1 |
5,810.8 |
5,810.8 |
5,782.7 |
5,827.8 |
PP |
5,782.2 |
5,782.2 |
5,782.2 |
5,790.6 |
S1 |
5,748.3 |
5,748.3 |
5,771.3 |
5,765.3 |
S2 |
5,719.7 |
5,719.7 |
5,765.5 |
|
S3 |
5,657.2 |
5,685.8 |
5,759.8 |
|
S4 |
5,594.7 |
5,623.3 |
5,742.6 |
|
|
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% |
118.3 |
2.0% |
82% |
False |
False |
152,285 |
10 |
5,847.5 |
5,509.5 |
338.0 |
5.9% |
107.4 |
1.9% |
79% |
False |
False |
143,731 |
20 |
5,847.5 |
5,358.0 |
489.5 |
8.5% |
101.0 |
1.7% |
86% |
False |
False |
145,203 |
40 |
5,894.0 |
5,316.0 |
578.0 |
10.0% |
107.5 |
1.9% |
80% |
False |
False |
155,618 |
60 |
5,894.0 |
5,316.0 |
578.0 |
10.0% |
105.8 |
1.8% |
80% |
False |
False |
143,283 |
80 |
5,894.0 |
5,165.0 |
729.0 |
12.6% |
104.7 |
1.8% |
84% |
False |
False |
107,963 |
100 |
5,894.0 |
4,715.0 |
1,179.0 |
20.4% |
104.7 |
1.8% |
90% |
False |
False |
86,526 |
120 |
5,894.0 |
4,540.0 |
1,354.0 |
23.4% |
105.9 |
1.8% |
91% |
False |
False |
72,332 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,081.6 |
2.618 |
5,979.6 |
1.618 |
5,917.1 |
1.000 |
5,878.5 |
0.618 |
5,854.6 |
HIGH |
5,816.0 |
0.618 |
5,792.1 |
0.500 |
5,784.8 |
0.382 |
5,777.4 |
LOW |
5,753.5 |
0.618 |
5,714.9 |
1.000 |
5,691.0 |
1.618 |
5,652.4 |
2.618 |
5,589.9 |
4.250 |
5,487.9 |
|
|
Fisher Pivots for day following 02-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
5,784.8 |
5,755.3 |
PP |
5,782.2 |
5,733.7 |
S1 |
5,779.6 |
5,712.0 |
|