| Trading Metrics calculated at close of trading on 04-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2009 |
04-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
2,893.0 |
2,859.0 |
-34.0 |
-1.2% |
2,839.0 |
| High |
2,905.0 |
2,925.0 |
20.0 |
0.7% |
2,925.0 |
| Low |
2,849.0 |
2,849.0 |
0.0 |
0.0% |
2,786.0 |
| Close |
2,872.0 |
2,905.0 |
33.0 |
1.1% |
2,905.0 |
| Range |
56.0 |
76.0 |
20.0 |
35.7% |
139.0 |
| ATR |
59.5 |
60.6 |
1.2 |
2.0% |
0.0 |
| Volume |
23,111 |
8,580 |
-14,531 |
-62.9% |
34,357 |
|
| Daily Pivots for day following 04-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,121.0 |
3,089.0 |
2,946.8 |
|
| R3 |
3,045.0 |
3,013.0 |
2,925.9 |
|
| R2 |
2,969.0 |
2,969.0 |
2,918.9 |
|
| R1 |
2,937.0 |
2,937.0 |
2,912.0 |
2,953.0 |
| PP |
2,893.0 |
2,893.0 |
2,893.0 |
2,901.0 |
| S1 |
2,861.0 |
2,861.0 |
2,898.0 |
2,877.0 |
| S2 |
2,817.0 |
2,817.0 |
2,891.1 |
|
| S3 |
2,741.0 |
2,785.0 |
2,884.1 |
|
| S4 |
2,665.0 |
2,709.0 |
2,863.2 |
|
|
| Weekly Pivots for week ending 04-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,289.0 |
3,236.0 |
2,981.5 |
|
| R3 |
3,150.0 |
3,097.0 |
2,943.2 |
|
| R2 |
3,011.0 |
3,011.0 |
2,930.5 |
|
| R1 |
2,958.0 |
2,958.0 |
2,917.7 |
2,984.5 |
| PP |
2,872.0 |
2,872.0 |
2,872.0 |
2,885.3 |
| S1 |
2,819.0 |
2,819.0 |
2,892.3 |
2,845.5 |
| S2 |
2,733.0 |
2,733.0 |
2,879.5 |
|
| S3 |
2,594.0 |
2,680.0 |
2,866.8 |
|
| S4 |
2,455.0 |
2,541.0 |
2,828.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,925.0 |
2,786.0 |
139.0 |
4.8% |
55.8 |
1.9% |
86% |
True |
False |
6,871 |
| 10 |
2,925.0 |
2,729.0 |
196.0 |
6.7% |
60.0 |
2.1% |
90% |
True |
False |
4,128 |
| 20 |
2,926.0 |
2,729.0 |
197.0 |
6.8% |
49.1 |
1.7% |
89% |
False |
False |
3,054 |
| 40 |
2,948.0 |
2,679.0 |
269.0 |
9.3% |
53.7 |
1.8% |
84% |
False |
False |
3,752 |
| 60 |
2,948.0 |
2,679.0 |
269.0 |
9.3% |
52.1 |
1.8% |
84% |
False |
False |
4,525 |
| 80 |
2,948.0 |
2,570.0 |
378.0 |
13.0% |
48.6 |
1.7% |
89% |
False |
False |
3,658 |
| 100 |
2,948.0 |
2,483.0 |
465.0 |
16.0% |
45.5 |
1.6% |
91% |
False |
False |
2,975 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,248.0 |
|
2.618 |
3,124.0 |
|
1.618 |
3,048.0 |
|
1.000 |
3,001.0 |
|
0.618 |
2,972.0 |
|
HIGH |
2,925.0 |
|
0.618 |
2,896.0 |
|
0.500 |
2,887.0 |
|
0.382 |
2,878.0 |
|
LOW |
2,849.0 |
|
0.618 |
2,802.0 |
|
1.000 |
2,773.0 |
|
1.618 |
2,726.0 |
|
2.618 |
2,650.0 |
|
4.250 |
2,526.0 |
|
|
| Fisher Pivots for day following 04-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,899.0 |
2,899.0 |
| PP |
2,893.0 |
2,893.0 |
| S1 |
2,887.0 |
2,887.0 |
|