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 |
10,309 |
10,322 |
13 |
0.1% |
10,304 |
High |
10,367 |
10,494 |
127 |
1.2% |
10,486 |
Low |
10,251 |
10,316 |
65 |
0.6% |
10,116 |
Close |
10,334 |
10,461 |
127 |
1.2% |
10,292 |
Range |
116 |
178 |
62 |
53.4% |
370 |
ATR |
152 |
154 |
2 |
1.2% |
0 |
Volume |
140,037 |
145,722 |
5,685 |
4.1% |
430,634 |
|
Daily Pivots for day following 01-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,958 |
10,887 |
10,559 |
|
R3 |
10,780 |
10,709 |
10,510 |
|
R2 |
10,602 |
10,602 |
10,494 |
|
R1 |
10,531 |
10,531 |
10,477 |
10,567 |
PP |
10,424 |
10,424 |
10,424 |
10,441 |
S1 |
10,353 |
10,353 |
10,445 |
10,389 |
S2 |
10,246 |
10,246 |
10,428 |
|
S3 |
10,068 |
10,175 |
10,412 |
|
S4 |
9,890 |
9,997 |
10,363 |
|
|
Weekly Pivots for week ending 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,408 |
11,220 |
10,496 |
|
R3 |
11,038 |
10,850 |
10,394 |
|
R2 |
10,668 |
10,668 |
10,360 |
|
R1 |
10,480 |
10,480 |
10,326 |
10,389 |
PP |
10,298 |
10,298 |
10,298 |
10,253 |
S1 |
10,110 |
10,110 |
10,258 |
10,019 |
S2 |
9,928 |
9,928 |
10,224 |
|
S3 |
9,558 |
9,740 |
10,190 |
|
S4 |
9,188 |
9,370 |
10,089 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,494 |
10,116 |
378 |
3.6% |
154 |
1.5% |
91% |
True |
False |
122,815 |
10 |
10,494 |
10,116 |
378 |
3.6% |
141 |
1.3% |
91% |
True |
False |
118,457 |
20 |
10,494 |
9,627 |
867 |
8.3% |
147 |
1.4% |
96% |
True |
False |
135,964 |
40 |
10,494 |
9,529 |
965 |
9.2% |
153 |
1.5% |
97% |
True |
False |
144,573 |
60 |
10,494 |
9,336 |
1,158 |
11.1% |
147 |
1.4% |
97% |
True |
False |
137,524 |
80 |
10,494 |
9,033 |
1,461 |
14.0% |
148 |
1.4% |
98% |
True |
False |
103,230 |
100 |
10,494 |
7,961 |
2,533 |
24.2% |
147 |
1.4% |
99% |
True |
False |
82,604 |
120 |
10,494 |
7,961 |
2,533 |
24.2% |
144 |
1.4% |
99% |
True |
False |
68,842 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,251 |
2.618 |
10,960 |
1.618 |
10,782 |
1.000 |
10,672 |
0.618 |
10,604 |
HIGH |
10,494 |
0.618 |
10,426 |
0.500 |
10,405 |
0.382 |
10,384 |
LOW |
10,316 |
0.618 |
10,206 |
1.000 |
10,138 |
1.618 |
10,028 |
2.618 |
9,850 |
4.250 |
9,560 |
|
|
Fisher Pivots for day following 01-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
10,442 |
10,409 |
PP |
10,424 |
10,357 |
S1 |
10,405 |
10,305 |
|