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 |
1,088.50 |
1,103.50 |
15.00 |
1.4% |
1,085.00 |
High |
1,107.00 |
1,110.50 |
3.50 |
0.3% |
1,106.50 |
Low |
1,087.50 |
1,099.50 |
12.00 |
1.1% |
1,062.25 |
Close |
1,103.50 |
1,103.00 |
-0.50 |
0.0% |
1,084.50 |
Range |
19.50 |
11.00 |
-8.50 |
-43.6% |
44.25 |
ATR |
18.03 |
17.52 |
-0.50 |
-2.8% |
0.00 |
Volume |
8,883 |
10,611 |
1,728 |
19.5% |
18,293 |
|
Daily Pivots for day following 02-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,137.25 |
1,131.25 |
1,109.00 |
|
R3 |
1,126.25 |
1,120.25 |
1,106.00 |
|
R2 |
1,115.25 |
1,115.25 |
1,105.00 |
|
R1 |
1,109.25 |
1,109.25 |
1,104.00 |
1,106.75 |
PP |
1,104.25 |
1,104.25 |
1,104.25 |
1,103.00 |
S1 |
1,098.25 |
1,098.25 |
1,102.00 |
1,095.75 |
S2 |
1,093.25 |
1,093.25 |
1,101.00 |
|
S3 |
1,082.25 |
1,087.25 |
1,100.00 |
|
S4 |
1,071.25 |
1,076.25 |
1,097.00 |
|
|
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 |
1,110.50 |
1,062.25 |
48.25 |
4.4% |
19.25 |
1.7% |
84% |
True |
False |
6,596 |
10 |
1,110.50 |
1,062.25 |
48.25 |
4.4% |
17.25 |
1.6% |
84% |
True |
False |
6,002 |
20 |
1,110.50 |
1,034.50 |
76.00 |
6.9% |
16.75 |
1.5% |
90% |
True |
False |
5,303 |
40 |
1,110.50 |
1,021.00 |
89.50 |
8.1% |
17.50 |
1.6% |
92% |
True |
False |
4,392 |
60 |
1,110.50 |
1,007.25 |
103.25 |
9.4% |
17.00 |
1.6% |
93% |
True |
False |
3,165 |
80 |
1,110.50 |
970.00 |
140.50 |
12.7% |
16.00 |
1.4% |
95% |
True |
False |
2,377 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,157.25 |
2.618 |
1,139.25 |
1.618 |
1,128.25 |
1.000 |
1,121.50 |
0.618 |
1,117.25 |
HIGH |
1,110.50 |
0.618 |
1,106.25 |
0.500 |
1,105.00 |
0.382 |
1,103.75 |
LOW |
1,099.50 |
0.618 |
1,092.75 |
1.000 |
1,088.50 |
1.618 |
1,081.75 |
2.618 |
1,070.75 |
4.250 |
1,052.75 |
|
|
Fisher Pivots for day following 02-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
1,105.00 |
1,100.50 |
PP |
1,104.25 |
1,097.75 |
S1 |
1,103.75 |
1,095.25 |
|