| 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 |
2,869.0 |
2,893.0 |
24.0 |
0.8% |
2,855.0 |
| High |
2,889.0 |
2,905.0 |
16.0 |
0.6% |
2,904.0 |
| Low |
2,856.0 |
2,849.0 |
-7.0 |
-0.2% |
2,729.0 |
| Close |
2,870.0 |
2,872.0 |
2.0 |
0.1% |
2,829.0 |
| Range |
33.0 |
56.0 |
23.0 |
69.7% |
175.0 |
| ATR |
59.7 |
59.5 |
-0.3 |
-0.4% |
0.0 |
| Volume |
655 |
23,111 |
22,456 |
3,428.4% |
6,927 |
|
| Daily Pivots for day following 03-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,043.3 |
3,013.7 |
2,902.8 |
|
| R3 |
2,987.3 |
2,957.7 |
2,887.4 |
|
| R2 |
2,931.3 |
2,931.3 |
2,882.3 |
|
| R1 |
2,901.7 |
2,901.7 |
2,877.1 |
2,888.5 |
| PP |
2,875.3 |
2,875.3 |
2,875.3 |
2,868.8 |
| S1 |
2,845.7 |
2,845.7 |
2,866.9 |
2,832.5 |
| S2 |
2,819.3 |
2,819.3 |
2,861.7 |
|
| S3 |
2,763.3 |
2,789.7 |
2,856.6 |
|
| S4 |
2,707.3 |
2,733.7 |
2,841.2 |
|
|
| 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 |
2,905.0 |
2,729.0 |
176.0 |
6.1% |
63.4 |
2.2% |
81% |
True |
False |
5,316 |
| 10 |
2,905.0 |
2,729.0 |
176.0 |
6.1% |
57.8 |
2.0% |
81% |
True |
False |
3,397 |
| 20 |
2,926.0 |
2,729.0 |
197.0 |
6.9% |
48.0 |
1.7% |
73% |
False |
False |
2,648 |
| 40 |
2,948.0 |
2,679.0 |
269.0 |
9.4% |
52.6 |
1.8% |
72% |
False |
False |
3,539 |
| 60 |
2,948.0 |
2,679.0 |
269.0 |
9.4% |
51.3 |
1.8% |
72% |
False |
False |
4,441 |
| 80 |
2,948.0 |
2,570.0 |
378.0 |
13.2% |
48.3 |
1.7% |
80% |
False |
False |
3,551 |
| 100 |
2,948.0 |
2,451.0 |
497.0 |
17.3% |
44.9 |
1.6% |
85% |
False |
False |
2,889 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,143.0 |
|
2.618 |
3,051.6 |
|
1.618 |
2,995.6 |
|
1.000 |
2,961.0 |
|
0.618 |
2,939.6 |
|
HIGH |
2,905.0 |
|
0.618 |
2,883.6 |
|
0.500 |
2,877.0 |
|
0.382 |
2,870.4 |
|
LOW |
2,849.0 |
|
0.618 |
2,814.4 |
|
1.000 |
2,793.0 |
|
1.618 |
2,758.4 |
|
2.618 |
2,702.4 |
|
4.250 |
2,611.0 |
|
|
| Fisher Pivots for day following 03-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,877.0 |
2,868.8 |
| PP |
2,875.3 |
2,865.7 |
| S1 |
2,873.7 |
2,862.5 |
|