| 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 |
2,839.0 |
2,820.0 |
-19.0 |
-0.7% |
2,855.0 |
| High |
2,840.0 |
2,880.0 |
40.0 |
1.4% |
2,904.0 |
| Low |
2,786.0 |
2,820.0 |
34.0 |
1.2% |
2,729.0 |
| Close |
2,796.0 |
2,864.0 |
68.0 |
2.4% |
2,829.0 |
| Range |
54.0 |
60.0 |
6.0 |
11.1% |
175.0 |
| ATR |
60.1 |
61.8 |
1.7 |
2.8% |
0.0 |
| Volume |
465 |
1,546 |
1,081 |
232.5% |
6,927 |
|
| Daily Pivots for day following 01-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,034.7 |
3,009.3 |
2,897.0 |
|
| R3 |
2,974.7 |
2,949.3 |
2,880.5 |
|
| R2 |
2,914.7 |
2,914.7 |
2,875.0 |
|
| R1 |
2,889.3 |
2,889.3 |
2,869.5 |
2,902.0 |
| PP |
2,854.7 |
2,854.7 |
2,854.7 |
2,861.0 |
| S1 |
2,829.3 |
2,829.3 |
2,858.5 |
2,842.0 |
| S2 |
2,794.7 |
2,794.7 |
2,853.0 |
|
| S3 |
2,734.7 |
2,769.3 |
2,847.5 |
|
| S4 |
2,674.7 |
2,709.3 |
2,831.0 |
|
|
| Weekly Pivots for week ending 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,345.7 |
3,262.3 |
2,925.3 |
|
| R3 |
3,170.7 |
3,087.3 |
2,877.1 |
|
| R2 |
2,995.7 |
2,995.7 |
2,861.1 |
|
| R1 |
2,912.3 |
2,912.3 |
2,845.0 |
2,866.5 |
| PP |
2,820.7 |
2,820.7 |
2,820.7 |
2,797.8 |
| S1 |
2,737.3 |
2,737.3 |
2,813.0 |
2,691.5 |
| S2 |
2,645.7 |
2,645.7 |
2,796.9 |
|
| S3 |
2,470.7 |
2,562.3 |
2,780.9 |
|
| S4 |
2,295.7 |
2,387.3 |
2,732.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,904.0 |
2,729.0 |
175.0 |
6.1% |
71.2 |
2.5% |
77% |
False |
False |
1,013 |
| 10 |
2,926.0 |
2,729.0 |
197.0 |
6.9% |
57.4 |
2.0% |
69% |
False |
False |
1,148 |
| 20 |
2,926.0 |
2,704.0 |
222.0 |
7.8% |
49.9 |
1.7% |
72% |
False |
False |
4,906 |
| 40 |
2,948.0 |
2,679.0 |
269.0 |
9.4% |
51.9 |
1.8% |
69% |
False |
False |
2,982 |
| 60 |
2,948.0 |
2,679.0 |
269.0 |
9.4% |
51.6 |
1.8% |
69% |
False |
False |
4,228 |
| 80 |
2,948.0 |
2,570.0 |
378.0 |
13.2% |
48.1 |
1.7% |
78% |
False |
False |
3,268 |
| 100 |
2,948.0 |
2,372.0 |
576.0 |
20.1% |
44.9 |
1.6% |
85% |
False |
False |
2,653 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,135.0 |
|
2.618 |
3,037.1 |
|
1.618 |
2,977.1 |
|
1.000 |
2,940.0 |
|
0.618 |
2,917.1 |
|
HIGH |
2,880.0 |
|
0.618 |
2,857.1 |
|
0.500 |
2,850.0 |
|
0.382 |
2,842.9 |
|
LOW |
2,820.0 |
|
0.618 |
2,782.9 |
|
1.000 |
2,760.0 |
|
1.618 |
2,722.9 |
|
2.618 |
2,662.9 |
|
4.250 |
2,565.0 |
|
|
| Fisher Pivots for day following 01-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,859.3 |
2,844.2 |
| PP |
2,854.7 |
2,824.3 |
| S1 |
2,850.0 |
2,804.5 |
|