Trading Metrics calculated at close of trading on 02-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2009 |
02-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
21,800 |
22,274 |
474 |
2.2% |
22,439 |
High |
22,190 |
22,378 |
188 |
0.8% |
22,700 |
Low |
21,721 |
22,250 |
529 |
2.4% |
20,933 |
Close |
22,180 |
22,358 |
178 |
0.8% |
21,127 |
Range |
469 |
128 |
-341 |
-72.7% |
1,767 |
ATR |
439 |
422 |
-17 |
-3.9% |
0 |
Volume |
230 |
171 |
-59 |
-25.7% |
759 |
|
Daily Pivots for day following 02-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,713 |
22,663 |
22,428 |
|
R3 |
22,585 |
22,535 |
22,393 |
|
R2 |
22,457 |
22,457 |
22,381 |
|
R1 |
22,407 |
22,407 |
22,370 |
22,432 |
PP |
22,329 |
22,329 |
22,329 |
22,341 |
S1 |
22,279 |
22,279 |
22,346 |
22,304 |
S2 |
22,201 |
22,201 |
22,335 |
|
S3 |
22,073 |
22,151 |
22,323 |
|
S4 |
21,945 |
22,023 |
22,288 |
|
|
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 |
22,550 |
20,933 |
1,617 |
7.2% |
413 |
1.8% |
88% |
False |
False |
223 |
10 |
22,760 |
20,933 |
1,827 |
8.2% |
355 |
1.6% |
78% |
False |
False |
162 |
20 |
23,020 |
20,933 |
2,087 |
9.3% |
290 |
1.3% |
68% |
False |
False |
121 |
40 |
23,020 |
20,933 |
2,087 |
9.3% |
241 |
1.1% |
68% |
False |
False |
82 |
60 |
23,020 |
20,151 |
2,869 |
12.8% |
225 |
1.0% |
77% |
False |
False |
62 |
80 |
23,020 |
19,300 |
3,720 |
16.6% |
202 |
0.9% |
82% |
False |
False |
49 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,922 |
2.618 |
22,713 |
1.618 |
22,585 |
1.000 |
22,506 |
0.618 |
22,457 |
HIGH |
22,378 |
0.618 |
22,329 |
0.500 |
22,314 |
0.382 |
22,299 |
LOW |
22,250 |
0.618 |
22,171 |
1.000 |
22,122 |
1.618 |
22,043 |
2.618 |
21,915 |
4.250 |
21,706 |
|
|
Fisher Pivots for day following 02-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
22,343 |
22,232 |
PP |
22,329 |
22,105 |
S1 |
22,314 |
21,979 |
|