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 |
1,083.00 |
1,088.50 |
5.50 |
0.5% |
1,085.00 |
High |
1,092.75 |
1,107.00 |
14.25 |
1.3% |
1,106.50 |
Low |
1,080.00 |
1,087.50 |
7.50 |
0.7% |
1,062.25 |
Close |
1,090.00 |
1,103.50 |
13.50 |
1.2% |
1,084.50 |
Range |
12.75 |
19.50 |
6.75 |
52.9% |
44.25 |
ATR |
17.91 |
18.03 |
0.11 |
0.6% |
0.00 |
Volume |
6,290 |
8,883 |
2,593 |
41.2% |
18,293 |
|
Daily Pivots for day following 01-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,157.75 |
1,150.25 |
1,114.25 |
|
R3 |
1,138.25 |
1,130.75 |
1,108.75 |
|
R2 |
1,118.75 |
1,118.75 |
1,107.00 |
|
R1 |
1,111.25 |
1,111.25 |
1,105.25 |
1,115.00 |
PP |
1,099.25 |
1,099.25 |
1,099.25 |
1,101.25 |
S1 |
1,091.75 |
1,091.75 |
1,101.75 |
1,095.50 |
S2 |
1,079.75 |
1,079.75 |
1,100.00 |
|
S3 |
1,060.25 |
1,072.25 |
1,098.25 |
|
S4 |
1,040.75 |
1,052.75 |
1,092.75 |
|
|
Weekly Pivots for week ending 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,217.25 |
1,195.00 |
1,108.75 |
|
R3 |
1,173.00 |
1,150.75 |
1,096.75 |
|
R2 |
1,128.75 |
1,128.75 |
1,092.50 |
|
R1 |
1,106.50 |
1,106.50 |
1,088.50 |
1,095.50 |
PP |
1,084.50 |
1,084.50 |
1,084.50 |
1,079.00 |
S1 |
1,062.25 |
1,062.25 |
1,080.50 |
1,051.25 |
S2 |
1,040.25 |
1,040.25 |
1,076.50 |
|
S3 |
996.00 |
1,018.00 |
1,072.25 |
|
S4 |
951.75 |
973.75 |
1,060.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,107.00 |
1,062.25 |
44.75 |
4.1% |
19.25 |
1.7% |
92% |
True |
False |
5,483 |
10 |
1,107.00 |
1,062.25 |
44.75 |
4.1% |
17.00 |
1.5% |
92% |
True |
False |
5,624 |
20 |
1,107.00 |
1,022.25 |
84.75 |
7.7% |
17.00 |
1.6% |
96% |
True |
False |
4,941 |
40 |
1,107.00 |
1,021.00 |
86.00 |
7.8% |
17.75 |
1.6% |
96% |
True |
False |
4,160 |
60 |
1,107.00 |
1,004.75 |
102.25 |
9.3% |
17.00 |
1.6% |
97% |
True |
False |
2,991 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,190.00 |
2.618 |
1,158.00 |
1.618 |
1,138.50 |
1.000 |
1,126.50 |
0.618 |
1,119.00 |
HIGH |
1,107.00 |
0.618 |
1,099.50 |
0.500 |
1,097.25 |
0.382 |
1,095.00 |
LOW |
1,087.50 |
0.618 |
1,075.50 |
1.000 |
1,068.00 |
1.618 |
1,056.00 |
2.618 |
1,036.50 |
4.250 |
1,004.50 |
|
|
Fisher Pivots for day following 01-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
1,101.50 |
1,097.25 |
PP |
1,099.25 |
1,091.00 |
S1 |
1,097.25 |
1,084.50 |
|