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 |
1,103.50 |
1,103.00 |
-0.50 |
0.0% |
1,085.00 |
High |
1,110.50 |
1,112.00 |
1.50 |
0.1% |
1,106.50 |
Low |
1,099.50 |
1,092.75 |
-6.75 |
-0.6% |
1,062.25 |
Close |
1,103.00 |
1,093.25 |
-9.75 |
-0.9% |
1,084.50 |
Range |
11.00 |
19.25 |
8.25 |
75.0% |
44.25 |
ATR |
17.52 |
17.65 |
0.12 |
0.7% |
0.00 |
Volume |
10,611 |
16,299 |
5,688 |
53.6% |
18,293 |
|
Daily Pivots for day following 03-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,157.00 |
1,144.50 |
1,103.75 |
|
R3 |
1,137.75 |
1,125.25 |
1,098.50 |
|
R2 |
1,118.50 |
1,118.50 |
1,096.75 |
|
R1 |
1,106.00 |
1,106.00 |
1,095.00 |
1,102.50 |
PP |
1,099.25 |
1,099.25 |
1,099.25 |
1,097.75 |
S1 |
1,086.75 |
1,086.75 |
1,091.50 |
1,083.50 |
S2 |
1,080.00 |
1,080.00 |
1,089.75 |
|
S3 |
1,060.75 |
1,067.50 |
1,088.00 |
|
S4 |
1,041.50 |
1,048.25 |
1,082.75 |
|
|
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 |
1,112.00 |
1,062.25 |
49.75 |
4.6% |
21.25 |
2.0% |
62% |
True |
False |
9,109 |
10 |
1,112.00 |
1,062.25 |
49.75 |
4.6% |
18.25 |
1.7% |
62% |
True |
False |
7,109 |
20 |
1,112.00 |
1,034.50 |
77.50 |
7.1% |
17.00 |
1.6% |
76% |
True |
False |
5,759 |
40 |
1,112.00 |
1,021.00 |
91.00 |
8.3% |
17.75 |
1.6% |
79% |
True |
False |
4,738 |
60 |
1,112.00 |
1,007.25 |
104.75 |
9.6% |
17.25 |
1.6% |
82% |
True |
False |
3,437 |
80 |
1,112.00 |
970.00 |
142.00 |
13.0% |
16.00 |
1.5% |
87% |
True |
False |
2,580 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,193.75 |
2.618 |
1,162.50 |
1.618 |
1,143.25 |
1.000 |
1,131.25 |
0.618 |
1,124.00 |
HIGH |
1,112.00 |
0.618 |
1,104.75 |
0.500 |
1,102.50 |
0.382 |
1,100.00 |
LOW |
1,092.75 |
0.618 |
1,080.75 |
1.000 |
1,073.50 |
1.618 |
1,061.50 |
2.618 |
1,042.25 |
4.250 |
1,011.00 |
|
|
Fisher Pivots for day following 03-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
1,102.50 |
1,099.75 |
PP |
1,099.25 |
1,097.50 |
S1 |
1,096.25 |
1,095.50 |
|