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 |
10,460 |
10,440 |
-20 |
-0.2% |
10,304 |
High |
10,505 |
10,500 |
-5 |
0.0% |
10,486 |
Low |
10,412 |
10,338 |
-74 |
-0.7% |
10,116 |
Close |
10,439 |
10,352 |
-87 |
-0.8% |
10,292 |
Range |
93 |
162 |
69 |
74.2% |
370 |
ATR |
150 |
151 |
1 |
0.6% |
0 |
Volume |
124,596 |
105,251 |
-19,345 |
-15.5% |
430,634 |
|
Daily Pivots for day following 03-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,883 |
10,779 |
10,441 |
|
R3 |
10,721 |
10,617 |
10,397 |
|
R2 |
10,559 |
10,559 |
10,382 |
|
R1 |
10,455 |
10,455 |
10,367 |
10,426 |
PP |
10,397 |
10,397 |
10,397 |
10,382 |
S1 |
10,293 |
10,293 |
10,337 |
10,264 |
S2 |
10,235 |
10,235 |
10,322 |
|
S3 |
10,073 |
10,131 |
10,308 |
|
S4 |
9,911 |
9,969 |
10,263 |
|
|
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 |
3.8% |
169 |
1.6% |
61% |
False |
False |
121,243 |
10 |
10,505 |
10,116 |
389 |
3.8% |
149 |
1.4% |
61% |
False |
False |
117,604 |
20 |
10,505 |
9,722 |
783 |
7.6% |
144 |
1.4% |
80% |
False |
False |
127,790 |
40 |
10,505 |
9,596 |
909 |
8.8% |
153 |
1.5% |
83% |
False |
False |
143,452 |
60 |
10,505 |
9,336 |
1,169 |
11.3% |
147 |
1.4% |
87% |
False |
False |
141,309 |
80 |
10,505 |
9,033 |
1,472 |
14.2% |
148 |
1.4% |
90% |
False |
False |
106,098 |
100 |
10,505 |
8,292 |
2,213 |
21.4% |
146 |
1.4% |
93% |
False |
False |
84,901 |
120 |
10,505 |
7,961 |
2,544 |
24.6% |
145 |
1.4% |
94% |
False |
False |
70,758 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,189 |
2.618 |
10,924 |
1.618 |
10,762 |
1.000 |
10,662 |
0.618 |
10,600 |
HIGH |
10,500 |
0.618 |
10,438 |
0.500 |
10,419 |
0.382 |
10,400 |
LOW |
10,338 |
0.618 |
10,238 |
1.000 |
10,176 |
1.618 |
10,076 |
2.618 |
9,914 |
4.250 |
9,650 |
|
|
Fisher Pivots for day following 03-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
10,419 |
10,411 |
PP |
10,397 |
10,391 |
S1 |
10,374 |
10,372 |
|