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 |
21,655 |
21,800 |
145 |
0.7% |
22,439 |
High |
21,827 |
22,190 |
363 |
1.7% |
22,700 |
Low |
21,580 |
21,721 |
141 |
0.7% |
20,933 |
Close |
21,691 |
22,180 |
489 |
2.3% |
21,127 |
Range |
247 |
469 |
222 |
89.9% |
1,767 |
ATR |
434 |
439 |
5 |
1.1% |
0 |
Volume |
267 |
230 |
-37 |
-13.9% |
759 |
|
Daily Pivots for day following 01-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
23,437 |
23,278 |
22,438 |
|
R3 |
22,968 |
22,809 |
22,309 |
|
R2 |
22,499 |
22,499 |
22,266 |
|
R1 |
22,340 |
22,340 |
22,223 |
22,420 |
PP |
22,030 |
22,030 |
22,030 |
22,070 |
S1 |
21,871 |
21,871 |
22,137 |
21,951 |
S2 |
21,561 |
21,561 |
22,094 |
|
S3 |
21,092 |
21,402 |
22,051 |
|
S4 |
20,623 |
20,933 |
21,922 |
|
|
Weekly Pivots for week ending 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
26,888 |
25,774 |
22,099 |
|
R3 |
25,121 |
24,007 |
21,613 |
|
R2 |
23,354 |
23,354 |
21,451 |
|
R1 |
22,240 |
22,240 |
21,289 |
21,914 |
PP |
21,587 |
21,587 |
21,587 |
21,423 |
S1 |
20,473 |
20,473 |
20,965 |
20,147 |
S2 |
19,820 |
19,820 |
20,803 |
|
S3 |
18,053 |
18,706 |
20,641 |
|
S4 |
16,286 |
16,939 |
20,155 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
22,580 |
20,933 |
1,647 |
7.4% |
442 |
2.0% |
76% |
False |
False |
208 |
10 |
23,020 |
20,933 |
2,087 |
9.4% |
384 |
1.7% |
60% |
False |
False |
163 |
20 |
23,020 |
20,933 |
2,087 |
9.4% |
302 |
1.4% |
60% |
False |
False |
118 |
40 |
23,020 |
20,412 |
2,608 |
11.8% |
245 |
1.1% |
68% |
False |
False |
78 |
60 |
23,020 |
20,151 |
2,869 |
12.9% |
224 |
1.0% |
71% |
False |
False |
59 |
80 |
23,020 |
19,300 |
3,720 |
16.8% |
203 |
0.9% |
77% |
False |
False |
48 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
24,183 |
2.618 |
23,418 |
1.618 |
22,949 |
1.000 |
22,659 |
0.618 |
22,480 |
HIGH |
22,190 |
0.618 |
22,011 |
0.500 |
21,956 |
0.382 |
21,900 |
LOW |
21,721 |
0.618 |
21,431 |
1.000 |
21,252 |
1.618 |
20,962 |
2.618 |
20,493 |
4.250 |
19,728 |
|
|
Fisher Pivots for day following 01-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
22,105 |
21,974 |
PP |
22,030 |
21,768 |
S1 |
21,956 |
21,562 |
|