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 |
1,766.50 |
1,791.25 |
24.75 |
1.4% |
1,763.00 |
High |
1,799.00 |
1,806.50 |
7.50 |
0.4% |
1,801.75 |
Low |
1,765.00 |
1,786.00 |
21.00 |
1.2% |
1,722.25 |
Close |
1,792.00 |
1,791.50 |
-0.50 |
0.0% |
1,759.25 |
Range |
34.00 |
20.50 |
-13.50 |
-39.7% |
79.50 |
ATR |
31.01 |
30.26 |
-0.75 |
-2.4% |
0.00 |
Volume |
309,164 |
268,854 |
-40,310 |
-13.0% |
877,655 |
|
Daily Pivots for day following 02-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,856.25 |
1,844.25 |
1,802.75 |
|
R3 |
1,835.75 |
1,823.75 |
1,797.25 |
|
R2 |
1,815.25 |
1,815.25 |
1,795.25 |
|
R1 |
1,803.25 |
1,803.25 |
1,793.50 |
1,809.25 |
PP |
1,794.75 |
1,794.75 |
1,794.75 |
1,797.50 |
S1 |
1,782.75 |
1,782.75 |
1,789.50 |
1,788.75 |
S2 |
1,774.25 |
1,774.25 |
1,787.75 |
|
S3 |
1,753.75 |
1,762.25 |
1,785.75 |
|
S4 |
1,733.25 |
1,741.75 |
1,780.25 |
|
|
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 |
1,806.50 |
1,722.25 |
84.25 |
4.7% |
31.75 |
1.8% |
82% |
True |
False |
245,035 |
10 |
1,813.25 |
1,722.25 |
91.00 |
5.1% |
30.25 |
1.7% |
76% |
False |
False |
253,945 |
20 |
1,813.75 |
1,671.50 |
142.25 |
7.9% |
29.00 |
1.6% |
84% |
False |
False |
274,432 |
40 |
1,813.75 |
1,650.25 |
163.50 |
9.1% |
29.50 |
1.6% |
86% |
False |
False |
298,858 |
60 |
1,813.75 |
1,643.25 |
170.50 |
9.5% |
29.25 |
1.6% |
87% |
False |
False |
290,698 |
80 |
1,813.75 |
1,559.25 |
254.50 |
14.2% |
30.00 |
1.7% |
91% |
False |
False |
218,301 |
100 |
1,813.75 |
1,436.25 |
377.50 |
21.1% |
29.25 |
1.6% |
94% |
False |
False |
174,694 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,893.50 |
2.618 |
1,860.25 |
1.618 |
1,839.75 |
1.000 |
1,827.00 |
0.618 |
1,819.25 |
HIGH |
1,806.50 |
0.618 |
1,798.75 |
0.500 |
1,796.25 |
0.382 |
1,793.75 |
LOW |
1,786.00 |
0.618 |
1,773.25 |
1.000 |
1,765.50 |
1.618 |
1,752.75 |
2.618 |
1,732.25 |
4.250 |
1,699.00 |
|
|
Fisher Pivots for day following 02-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
1,796.25 |
1,787.00 |
PP |
1,794.75 |
1,782.75 |
S1 |
1,793.00 |
1,778.50 |
|