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 |
10,322 |
10,460 |
138 |
1.3% |
10,304 |
High |
10,494 |
10,505 |
11 |
0.1% |
10,486 |
Low |
10,316 |
10,412 |
96 |
0.9% |
10,116 |
Close |
10,461 |
10,439 |
-22 |
-0.2% |
10,292 |
Range |
178 |
93 |
-85 |
-47.8% |
370 |
ATR |
154 |
150 |
-4 |
-2.8% |
0 |
Volume |
145,722 |
124,596 |
-21,126 |
-14.5% |
430,634 |
|
Daily Pivots for day following 02-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,731 |
10,678 |
10,490 |
|
R3 |
10,638 |
10,585 |
10,465 |
|
R2 |
10,545 |
10,545 |
10,456 |
|
R1 |
10,492 |
10,492 |
10,448 |
10,472 |
PP |
10,452 |
10,452 |
10,452 |
10,442 |
S1 |
10,399 |
10,399 |
10,431 |
10,379 |
S2 |
10,359 |
10,359 |
10,422 |
|
S3 |
10,266 |
10,306 |
10,414 |
|
S4 |
10,173 |
10,213 |
10,388 |
|
|
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 |
10,505 |
10,116 |
389 |
3.7% |
151 |
1.4% |
83% |
True |
False |
125,108 |
10 |
10,505 |
10,116 |
389 |
3.7% |
142 |
1.4% |
83% |
True |
False |
117,824 |
20 |
10,505 |
9,712 |
793 |
7.6% |
144 |
1.4% |
92% |
True |
False |
131,205 |
40 |
10,505 |
9,596 |
909 |
8.7% |
151 |
1.4% |
93% |
True |
False |
144,554 |
60 |
10,505 |
9,336 |
1,169 |
11.2% |
147 |
1.4% |
94% |
True |
False |
139,589 |
80 |
10,505 |
9,033 |
1,472 |
14.1% |
148 |
1.4% |
96% |
True |
False |
104,784 |
100 |
10,505 |
8,174 |
2,331 |
22.3% |
146 |
1.4% |
97% |
True |
False |
83,849 |
120 |
10,505 |
7,961 |
2,544 |
24.4% |
144 |
1.4% |
97% |
True |
False |
69,881 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,900 |
2.618 |
10,749 |
1.618 |
10,656 |
1.000 |
10,598 |
0.618 |
10,563 |
HIGH |
10,505 |
0.618 |
10,470 |
0.500 |
10,459 |
0.382 |
10,448 |
LOW |
10,412 |
0.618 |
10,355 |
1.000 |
10,319 |
1.618 |
10,262 |
2.618 |
10,169 |
4.250 |
10,017 |
|
|
Fisher Pivots for day following 02-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
10,459 |
10,419 |
PP |
10,452 |
10,398 |
S1 |
10,446 |
10,378 |
|