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 |
1,197.0 |
1,216.5 |
19.5 |
1.6% |
1,153.5 |
High |
1,218.4 |
1,227.5 |
9.1 |
0.7% |
1,196.8 |
Low |
1,196.5 |
1,205.2 |
8.7 |
0.7% |
1,135.8 |
Close |
1,213.0 |
1,218.3 |
5.3 |
0.4% |
1,175.5 |
Range |
21.9 |
22.3 |
0.4 |
1.8% |
61.0 |
ATR |
21.9 |
21.9 |
0.0 |
0.1% |
0.0 |
Volume |
173,619 |
191,901 |
18,282 |
10.5% |
366,664 |
|
Daily Pivots for day following 03-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,283.9 |
1,273.4 |
1,230.6 |
|
R3 |
1,261.6 |
1,251.1 |
1,224.4 |
|
R2 |
1,239.3 |
1,239.3 |
1,222.4 |
|
R1 |
1,228.8 |
1,228.8 |
1,220.3 |
1,234.1 |
PP |
1,217.0 |
1,217.0 |
1,217.0 |
1,219.6 |
S1 |
1,206.5 |
1,206.5 |
1,216.3 |
1,211.8 |
S2 |
1,194.7 |
1,194.7 |
1,214.2 |
|
S3 |
1,172.4 |
1,184.2 |
1,212.2 |
|
S4 |
1,150.1 |
1,161.9 |
1,206.0 |
|
|
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 |
1,227.5 |
1,135.8 |
91.7 |
7.5% |
30.6 |
2.5% |
90% |
True |
False |
188,392 |
10 |
1,227.5 |
1,131.4 |
96.1 |
7.9% |
25.0 |
2.1% |
90% |
True |
False |
125,284 |
20 |
1,227.5 |
1,085.6 |
141.9 |
11.6% |
20.6 |
1.7% |
94% |
True |
False |
72,334 |
40 |
1,227.5 |
1,028.0 |
199.5 |
16.4% |
18.6 |
1.5% |
95% |
True |
False |
38,133 |
60 |
1,227.5 |
985.0 |
242.5 |
19.9% |
17.5 |
1.4% |
96% |
True |
False |
26,139 |
80 |
1,227.5 |
933.5 |
294.0 |
24.1% |
16.3 |
1.3% |
97% |
True |
False |
19,892 |
100 |
1,227.5 |
929.2 |
298.3 |
24.5% |
14.9 |
1.2% |
97% |
True |
False |
16,218 |
120 |
1,227.5 |
909.5 |
318.0 |
26.1% |
14.0 |
1.2% |
97% |
True |
False |
13,648 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,322.3 |
2.618 |
1,285.9 |
1.618 |
1,263.6 |
1.000 |
1,249.8 |
0.618 |
1,241.3 |
HIGH |
1,227.5 |
0.618 |
1,219.0 |
0.500 |
1,216.4 |
0.382 |
1,213.7 |
LOW |
1,205.2 |
0.618 |
1,191.4 |
1.000 |
1,182.9 |
1.618 |
1,169.1 |
2.618 |
1,146.8 |
4.250 |
1,110.4 |
|
|
Fisher Pivots for day following 03-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
1,217.7 |
1,212.9 |
PP |
1,217.0 |
1,207.4 |
S1 |
1,216.4 |
1,202.0 |
|