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 |
1,181.4 |
1,197.0 |
15.6 |
1.3% |
1,153.5 |
High |
1,204.0 |
1,218.4 |
14.4 |
1.2% |
1,196.8 |
Low |
1,176.4 |
1,196.5 |
20.1 |
1.7% |
1,135.8 |
Close |
1,200.2 |
1,213.0 |
12.8 |
1.1% |
1,175.5 |
Range |
27.6 |
21.9 |
-5.7 |
-20.7% |
61.0 |
ATR |
21.8 |
21.9 |
0.0 |
0.0% |
0.0 |
Volume |
174,369 |
173,619 |
-750 |
-0.4% |
366,664 |
|
Daily Pivots for day following 02-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,275.0 |
1,265.9 |
1,225.0 |
|
R3 |
1,253.1 |
1,244.0 |
1,219.0 |
|
R2 |
1,231.2 |
1,231.2 |
1,217.0 |
|
R1 |
1,222.1 |
1,222.1 |
1,215.0 |
1,226.7 |
PP |
1,209.3 |
1,209.3 |
1,209.3 |
1,211.6 |
S1 |
1,200.2 |
1,200.2 |
1,211.0 |
1,204.8 |
S2 |
1,187.4 |
1,187.4 |
1,209.0 |
|
S3 |
1,165.5 |
1,178.3 |
1,207.0 |
|
S4 |
1,143.6 |
1,156.4 |
1,201.0 |
|
|
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 |
1,218.4 |
1,135.8 |
82.6 |
6.8% |
31.3 |
2.6% |
93% |
True |
False |
174,654 |
10 |
1,218.4 |
1,131.4 |
87.0 |
7.2% |
24.4 |
2.0% |
94% |
True |
False |
107,651 |
20 |
1,218.4 |
1,082.0 |
136.4 |
11.2% |
20.3 |
1.7% |
96% |
True |
False |
63,065 |
40 |
1,218.4 |
1,028.0 |
190.4 |
15.7% |
18.3 |
1.5% |
97% |
True |
False |
33,358 |
60 |
1,218.4 |
985.0 |
233.4 |
19.2% |
17.3 |
1.4% |
98% |
True |
False |
22,998 |
80 |
1,218.4 |
933.5 |
284.9 |
23.5% |
16.1 |
1.3% |
98% |
True |
False |
17,506 |
100 |
1,218.4 |
922.3 |
296.1 |
24.4% |
14.7 |
1.2% |
98% |
True |
False |
14,326 |
120 |
1,218.4 |
909.5 |
308.9 |
25.5% |
13.9 |
1.1% |
98% |
True |
False |
12,062 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,311.5 |
2.618 |
1,275.7 |
1.618 |
1,253.8 |
1.000 |
1,240.3 |
0.618 |
1,231.9 |
HIGH |
1,218.4 |
0.618 |
1,210.0 |
0.500 |
1,207.5 |
0.382 |
1,204.9 |
LOW |
1,196.5 |
0.618 |
1,183.0 |
1.000 |
1,174.6 |
1.618 |
1,161.1 |
2.618 |
1,139.2 |
4.250 |
1,103.4 |
|
|
Fisher Pivots for day following 02-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
1,211.2 |
1,205.9 |
PP |
1,209.3 |
1,198.8 |
S1 |
1,207.5 |
1,191.7 |
|