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 |
1,182.0 |
1,181.4 |
-0.6 |
-0.1% |
1,153.5 |
High |
1,185.0 |
1,204.0 |
19.0 |
1.6% |
1,196.8 |
Low |
1,165.0 |
1,176.4 |
11.4 |
1.0% |
1,135.8 |
Close |
1,182.3 |
1,200.2 |
17.9 |
1.5% |
1,175.5 |
Range |
20.0 |
27.6 |
7.6 |
38.0% |
61.0 |
ATR |
21.4 |
21.8 |
0.4 |
2.1% |
0.0 |
Volume |
275,926 |
174,369 |
-101,557 |
-36.8% |
366,664 |
|
Daily Pivots for day following 01-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,276.3 |
1,265.9 |
1,215.4 |
|
R3 |
1,248.7 |
1,238.3 |
1,207.8 |
|
R2 |
1,221.1 |
1,221.1 |
1,205.3 |
|
R1 |
1,210.7 |
1,210.7 |
1,202.7 |
1,215.9 |
PP |
1,193.5 |
1,193.5 |
1,193.5 |
1,196.2 |
S1 |
1,183.1 |
1,183.1 |
1,197.7 |
1,188.3 |
S2 |
1,165.9 |
1,165.9 |
1,195.1 |
|
S3 |
1,138.3 |
1,155.5 |
1,192.6 |
|
S4 |
1,110.7 |
1,127.9 |
1,185.0 |
|
|
Weekly Pivots for week ending 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,352.4 |
1,324.9 |
1,209.1 |
|
R3 |
1,291.4 |
1,263.9 |
1,192.3 |
|
R2 |
1,230.4 |
1,230.4 |
1,186.7 |
|
R1 |
1,202.9 |
1,202.9 |
1,181.1 |
1,216.7 |
PP |
1,169.4 |
1,169.4 |
1,169.4 |
1,176.2 |
S1 |
1,141.9 |
1,141.9 |
1,169.9 |
1,155.7 |
S2 |
1,108.4 |
1,108.4 |
1,164.3 |
|
S3 |
1,047.4 |
1,080.9 |
1,158.7 |
|
S4 |
986.4 |
1,019.9 |
1,142.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,204.0 |
1,135.8 |
68.2 |
5.7% |
29.7 |
2.5% |
94% |
True |
False |
155,379 |
10 |
1,204.0 |
1,129.2 |
74.8 |
6.2% |
23.7 |
2.0% |
95% |
True |
False |
93,007 |
20 |
1,204.0 |
1,057.0 |
147.0 |
12.2% |
20.9 |
1.7% |
97% |
True |
False |
54,636 |
40 |
1,204.0 |
1,018.0 |
186.0 |
15.5% |
18.5 |
1.5% |
98% |
True |
False |
29,040 |
60 |
1,204.0 |
985.0 |
219.0 |
18.2% |
17.2 |
1.4% |
98% |
True |
False |
20,115 |
80 |
1,204.0 |
933.5 |
270.5 |
22.5% |
15.9 |
1.3% |
99% |
True |
False |
15,346 |
100 |
1,204.0 |
912.9 |
291.1 |
24.3% |
14.6 |
1.2% |
99% |
True |
False |
12,591 |
120 |
1,204.0 |
909.5 |
294.5 |
24.5% |
13.9 |
1.2% |
99% |
True |
False |
10,623 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,321.3 |
2.618 |
1,276.3 |
1.618 |
1,248.7 |
1.000 |
1,231.6 |
0.618 |
1,221.1 |
HIGH |
1,204.0 |
0.618 |
1,193.5 |
0.500 |
1,190.2 |
0.382 |
1,186.9 |
LOW |
1,176.4 |
0.618 |
1,159.3 |
1.000 |
1,148.8 |
1.618 |
1,131.7 |
2.618 |
1,104.1 |
4.250 |
1,059.1 |
|
|
Fisher Pivots for day following 01-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
1,196.9 |
1,190.1 |
PP |
1,193.5 |
1,180.0 |
S1 |
1,190.2 |
1,169.9 |
|