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 |
5,310.0 |
5,363.0 |
53.0 |
1.0% |
5,294.5 |
High |
5,351.0 |
5,373.0 |
22.0 |
0.4% |
5,380.0 |
Low |
5,283.0 |
5,280.5 |
-2.5 |
0.0% |
5,081.0 |
Close |
5,324.5 |
5,317.5 |
-7.0 |
-0.1% |
5,243.5 |
Range |
68.0 |
92.5 |
24.5 |
36.0% |
299.0 |
ATR |
96.3 |
96.0 |
-0.3 |
-0.3% |
0.0 |
Volume |
94,224 |
86,873 |
-7,351 |
-7.8% |
371,332 |
|
Daily Pivots for day following 03-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,601.0 |
5,552.0 |
5,368.5 |
|
R3 |
5,508.5 |
5,459.5 |
5,343.0 |
|
R2 |
5,416.0 |
5,416.0 |
5,334.5 |
|
R1 |
5,367.0 |
5,367.0 |
5,326.0 |
5,345.0 |
PP |
5,323.5 |
5,323.5 |
5,323.5 |
5,313.0 |
S1 |
5,274.5 |
5,274.5 |
5,309.0 |
5,253.0 |
S2 |
5,231.0 |
5,231.0 |
5,300.5 |
|
S3 |
5,138.5 |
5,182.0 |
5,292.0 |
|
S4 |
5,046.0 |
5,089.5 |
5,266.5 |
|
|
Weekly Pivots for week ending 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,132.0 |
5,986.5 |
5,408.0 |
|
R3 |
5,833.0 |
5,687.5 |
5,325.5 |
|
R2 |
5,534.0 |
5,534.0 |
5,298.5 |
|
R1 |
5,388.5 |
5,388.5 |
5,271.0 |
5,312.0 |
PP |
5,235.0 |
5,235.0 |
5,235.0 |
5,196.5 |
S1 |
5,089.5 |
5,089.5 |
5,216.0 |
5,013.0 |
S2 |
4,936.0 |
4,936.0 |
5,188.5 |
|
S3 |
4,637.0 |
4,790.5 |
5,161.5 |
|
S4 |
4,338.0 |
4,491.5 |
5,079.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,373.0 |
5,081.0 |
292.0 |
5.5% |
104.5 |
2.0% |
81% |
True |
False |
109,646 |
10 |
5,380.0 |
5,081.0 |
299.0 |
5.6% |
90.5 |
1.7% |
79% |
False |
False |
99,023 |
20 |
5,386.0 |
5,016.5 |
369.5 |
6.9% |
78.0 |
1.5% |
81% |
False |
False |
94,621 |
40 |
5,386.0 |
4,954.5 |
431.5 |
8.1% |
82.5 |
1.6% |
84% |
False |
False |
101,969 |
60 |
5,386.0 |
4,922.0 |
464.0 |
8.7% |
82.0 |
1.5% |
85% |
False |
False |
105,172 |
80 |
5,386.0 |
4,568.0 |
818.0 |
15.4% |
76.0 |
1.4% |
92% |
False |
False |
79,393 |
100 |
5,386.0 |
4,140.0 |
1,246.0 |
23.4% |
72.0 |
1.4% |
95% |
False |
False |
63,540 |
120 |
5,386.0 |
4,041.0 |
1,345.0 |
25.3% |
70.5 |
1.3% |
95% |
False |
False |
52,986 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,766.0 |
2.618 |
5,615.0 |
1.618 |
5,522.5 |
1.000 |
5,465.5 |
0.618 |
5,430.0 |
HIGH |
5,373.0 |
0.618 |
5,337.5 |
0.500 |
5,327.0 |
0.382 |
5,316.0 |
LOW |
5,280.5 |
0.618 |
5,223.5 |
1.000 |
5,188.0 |
1.618 |
5,131.0 |
2.618 |
5,038.5 |
4.250 |
4,887.5 |
|
|
Fisher Pivots for day following 03-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
5,327.0 |
5,312.0 |
PP |
5,323.5 |
5,306.5 |
S1 |
5,320.5 |
5,301.0 |
|