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 |
4,770.0 |
4,764.0 |
-6.0 |
-0.1% |
4,702.0 |
High |
4,806.0 |
4,795.0 |
-11.0 |
-0.2% |
4,780.0 |
Low |
4,762.0 |
4,761.0 |
-1.0 |
0.0% |
4,567.0 |
Close |
4,765.0 |
4,788.0 |
23.0 |
0.5% |
4,596.0 |
Range |
44.0 |
34.0 |
-10.0 |
-22.7% |
213.0 |
ATR |
74.4 |
71.5 |
-2.9 |
-3.9% |
0.0 |
Volume |
27,890 |
19,588 |
-8,302 |
-29.8% |
124,201 |
|
Daily Pivots for day following 03-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,883.3 |
4,869.7 |
4,806.7 |
|
R3 |
4,849.3 |
4,835.7 |
4,797.4 |
|
R2 |
4,815.3 |
4,815.3 |
4,794.2 |
|
R1 |
4,801.7 |
4,801.7 |
4,791.1 |
4,808.5 |
PP |
4,781.3 |
4,781.3 |
4,781.3 |
4,784.8 |
S1 |
4,767.7 |
4,767.7 |
4,784.9 |
4,774.5 |
S2 |
4,747.3 |
4,747.3 |
4,781.8 |
|
S3 |
4,713.3 |
4,733.7 |
4,778.7 |
|
S4 |
4,679.3 |
4,699.7 |
4,769.3 |
|
|
Weekly Pivots for week ending 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,286.7 |
5,154.3 |
4,713.2 |
|
R3 |
5,073.7 |
4,941.3 |
4,654.6 |
|
R2 |
4,860.7 |
4,860.7 |
4,635.1 |
|
R1 |
4,728.3 |
4,728.3 |
4,615.5 |
4,688.0 |
PP |
4,647.7 |
4,647.7 |
4,647.7 |
4,627.5 |
S1 |
4,515.3 |
4,515.3 |
4,576.5 |
4,475.0 |
S2 |
4,434.7 |
4,434.7 |
4,557.0 |
|
S3 |
4,221.7 |
4,302.3 |
4,537.4 |
|
S4 |
4,008.7 |
4,089.3 |
4,478.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,806.0 |
4,567.0 |
239.0 |
5.0% |
58.4 |
1.2% |
92% |
False |
False |
29,372 |
10 |
4,806.0 |
4,567.0 |
239.0 |
5.0% |
57.8 |
1.2% |
92% |
False |
False |
25,200 |
20 |
4,820.0 |
4,553.0 |
267.0 |
5.6% |
54.1 |
1.1% |
88% |
False |
False |
25,893 |
40 |
4,900.0 |
4,501.0 |
399.0 |
8.3% |
52.2 |
1.1% |
72% |
False |
False |
25,557 |
60 |
4,900.0 |
4,501.0 |
399.0 |
8.3% |
53.1 |
1.1% |
72% |
False |
False |
27,613 |
80 |
4,900.0 |
4,260.0 |
640.0 |
13.4% |
50.0 |
1.0% |
83% |
False |
False |
20,833 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,939.5 |
2.618 |
4,884.0 |
1.618 |
4,850.0 |
1.000 |
4,829.0 |
0.618 |
4,816.0 |
HIGH |
4,795.0 |
0.618 |
4,782.0 |
0.500 |
4,778.0 |
0.382 |
4,774.0 |
LOW |
4,761.0 |
0.618 |
4,740.0 |
1.000 |
4,727.0 |
1.618 |
4,706.0 |
2.618 |
4,672.0 |
4.250 |
4,616.5 |
|
|
Fisher Pivots for day following 03-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
4,784.7 |
4,772.8 |
PP |
4,781.3 |
4,757.7 |
S1 |
4,778.0 |
4,742.5 |
|