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 |
5,771.5 |
5,832.5 |
61.0 |
1.1% |
5,717.0 |
High |
5,821.0 |
5,856.0 |
35.0 |
0.6% |
5,836.5 |
Low |
5,764.0 |
5,735.0 |
-29.0 |
-0.5% |
5,519.0 |
Close |
5,782.5 |
5,777.5 |
-5.0 |
-0.1% |
5,700.5 |
Range |
57.0 |
121.0 |
64.0 |
112.3% |
317.5 |
ATR |
113.2 |
113.7 |
0.6 |
0.5% |
0.0 |
Volume |
192 |
1,682 |
1,490 |
776.0% |
5,315 |
|
Daily Pivots for day following 03-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,152.5 |
6,086.0 |
5,844.1 |
|
R3 |
6,031.5 |
5,965.0 |
5,810.8 |
|
R2 |
5,910.5 |
5,910.5 |
5,799.7 |
|
R1 |
5,844.0 |
5,844.0 |
5,788.6 |
5,816.8 |
PP |
5,789.5 |
5,789.5 |
5,789.5 |
5,775.9 |
S1 |
5,723.0 |
5,723.0 |
5,766.4 |
5,695.8 |
S2 |
5,668.5 |
5,668.5 |
5,755.3 |
|
S3 |
5,547.5 |
5,602.0 |
5,744.2 |
|
S4 |
5,426.5 |
5,481.0 |
5,711.0 |
|
|
Weekly Pivots for week ending 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,637.8 |
6,486.7 |
5,875.1 |
|
R3 |
6,320.3 |
6,169.2 |
5,787.8 |
|
R2 |
6,002.8 |
6,002.8 |
5,758.7 |
|
R1 |
5,851.7 |
5,851.7 |
5,729.6 |
5,768.5 |
PP |
5,685.3 |
5,685.3 |
5,685.3 |
5,643.8 |
S1 |
5,534.2 |
5,534.2 |
5,671.4 |
5,451.0 |
S2 |
5,367.8 |
5,367.8 |
5,642.3 |
|
S3 |
5,050.3 |
5,216.7 |
5,613.2 |
|
S4 |
4,732.8 |
4,899.2 |
5,525.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,856.0 |
5,519.0 |
337.0 |
5.8% |
120.7 |
2.1% |
77% |
True |
False |
719 |
10 |
5,856.0 |
5,519.0 |
337.0 |
5.8% |
111.4 |
1.9% |
77% |
True |
False |
844 |
20 |
5,856.0 |
5,417.0 |
439.0 |
7.6% |
95.7 |
1.7% |
82% |
True |
False |
892 |
40 |
5,895.0 |
5,324.0 |
571.0 |
9.9% |
103.6 |
1.8% |
79% |
False |
False |
761 |
60 |
5,895.0 |
5,324.0 |
571.0 |
9.9% |
99.5 |
1.7% |
79% |
False |
False |
1,174 |
80 |
5,895.0 |
5,171.0 |
724.0 |
12.5% |
97.4 |
1.7% |
84% |
False |
False |
1,013 |
100 |
5,895.0 |
4,975.0 |
920.0 |
15.9% |
97.6 |
1.7% |
87% |
False |
False |
846 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,370.3 |
2.618 |
6,172.8 |
1.618 |
6,051.8 |
1.000 |
5,977.0 |
0.618 |
5,930.8 |
HIGH |
5,856.0 |
0.618 |
5,809.8 |
0.500 |
5,795.5 |
0.382 |
5,781.2 |
LOW |
5,735.0 |
0.618 |
5,660.2 |
1.000 |
5,614.0 |
1.618 |
5,539.2 |
2.618 |
5,418.2 |
4.250 |
5,220.8 |
|
|
Fisher Pivots for day following 03-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
5,795.5 |
5,774.3 |
PP |
5,789.5 |
5,771.0 |
S1 |
5,783.5 |
5,767.8 |
|