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 |
1,763.00 |
1,766.50 |
3.50 |
0.2% |
1,763.00 |
High |
1,775.00 |
1,799.00 |
24.00 |
1.4% |
1,801.75 |
Low |
1,750.25 |
1,765.00 |
14.75 |
0.8% |
1,722.25 |
Close |
1,767.50 |
1,792.00 |
24.50 |
1.4% |
1,759.25 |
Range |
24.75 |
34.00 |
9.25 |
37.4% |
79.50 |
ATR |
30.79 |
31.01 |
0.23 |
0.7% |
0.00 |
Volume |
256,663 |
309,164 |
52,501 |
20.5% |
877,655 |
|
Daily Pivots for day following 01-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,887.25 |
1,873.75 |
1,810.75 |
|
R3 |
1,853.25 |
1,839.75 |
1,801.25 |
|
R2 |
1,819.25 |
1,819.25 |
1,798.25 |
|
R1 |
1,805.75 |
1,805.75 |
1,795.00 |
1,812.50 |
PP |
1,785.25 |
1,785.25 |
1,785.25 |
1,788.75 |
S1 |
1,771.75 |
1,771.75 |
1,789.00 |
1,778.50 |
S2 |
1,751.25 |
1,751.25 |
1,785.75 |
|
S3 |
1,717.25 |
1,737.75 |
1,782.75 |
|
S4 |
1,683.25 |
1,703.75 |
1,773.25 |
|
|
Weekly Pivots for week ending 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,999.50 |
1,959.00 |
1,803.00 |
|
R3 |
1,920.00 |
1,879.50 |
1,781.00 |
|
R2 |
1,840.50 |
1,840.50 |
1,773.75 |
|
R1 |
1,800.00 |
1,800.00 |
1,766.50 |
1,780.50 |
PP |
1,761.00 |
1,761.00 |
1,761.00 |
1,751.50 |
S1 |
1,720.50 |
1,720.50 |
1,752.00 |
1,701.00 |
S2 |
1,681.50 |
1,681.50 |
1,744.75 |
|
S3 |
1,602.00 |
1,641.00 |
1,737.50 |
|
S4 |
1,522.50 |
1,561.50 |
1,715.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,799.75 |
1,722.25 |
77.50 |
4.3% |
31.25 |
1.7% |
90% |
False |
False |
243,549 |
10 |
1,813.25 |
1,722.25 |
91.00 |
5.1% |
29.75 |
1.7% |
77% |
False |
False |
256,514 |
20 |
1,813.75 |
1,651.00 |
162.75 |
9.1% |
29.25 |
1.6% |
87% |
False |
False |
283,821 |
40 |
1,813.75 |
1,650.25 |
163.50 |
9.1% |
30.00 |
1.7% |
87% |
False |
False |
298,683 |
60 |
1,813.75 |
1,631.75 |
182.00 |
10.2% |
29.50 |
1.6% |
88% |
False |
False |
286,245 |
80 |
1,813.75 |
1,559.25 |
254.50 |
14.2% |
30.00 |
1.7% |
91% |
False |
False |
214,944 |
100 |
1,813.75 |
1,398.50 |
415.25 |
23.2% |
29.50 |
1.6% |
95% |
False |
False |
172,005 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,943.50 |
2.618 |
1,888.00 |
1.618 |
1,854.00 |
1.000 |
1,833.00 |
0.618 |
1,820.00 |
HIGH |
1,799.00 |
0.618 |
1,786.00 |
0.500 |
1,782.00 |
0.382 |
1,778.00 |
LOW |
1,765.00 |
0.618 |
1,744.00 |
1.000 |
1,731.00 |
1.618 |
1,710.00 |
2.618 |
1,676.00 |
4.250 |
1,620.50 |
|
|
Fisher Pivots for day following 01-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
1,788.75 |
1,781.50 |
PP |
1,785.25 |
1,771.00 |
S1 |
1,782.00 |
1,760.50 |
|