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 |
22,274 |
22,378 |
104 |
0.5% |
22,439 |
High |
22,378 |
22,561 |
183 |
0.8% |
22,700 |
Low |
22,250 |
22,320 |
70 |
0.3% |
20,933 |
Close |
22,358 |
22,499 |
141 |
0.6% |
21,127 |
Range |
128 |
241 |
113 |
88.3% |
1,767 |
ATR |
422 |
409 |
-13 |
-3.1% |
0 |
Volume |
171 |
147 |
-24 |
-14.0% |
759 |
|
Daily Pivots for day following 03-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
23,183 |
23,082 |
22,632 |
|
R3 |
22,942 |
22,841 |
22,565 |
|
R2 |
22,701 |
22,701 |
22,543 |
|
R1 |
22,600 |
22,600 |
22,521 |
22,651 |
PP |
22,460 |
22,460 |
22,460 |
22,485 |
S1 |
22,359 |
22,359 |
22,477 |
22,410 |
S2 |
22,219 |
22,219 |
22,455 |
|
S3 |
21,978 |
22,118 |
22,433 |
|
S4 |
21,737 |
21,877 |
22,366 |
|
|
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 |
22,561 |
20,933 |
1,628 |
7.2% |
357 |
1.6% |
96% |
True |
False |
222 |
10 |
22,700 |
20,933 |
1,767 |
7.9% |
351 |
1.6% |
89% |
False |
False |
167 |
20 |
23,020 |
20,933 |
2,087 |
9.3% |
297 |
1.3% |
75% |
False |
False |
127 |
40 |
23,020 |
20,933 |
2,087 |
9.3% |
240 |
1.1% |
75% |
False |
False |
85 |
60 |
23,020 |
20,151 |
2,869 |
12.8% |
224 |
1.0% |
82% |
False |
False |
63 |
80 |
23,020 |
19,300 |
3,720 |
16.5% |
201 |
0.9% |
86% |
False |
False |
51 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
23,585 |
2.618 |
23,192 |
1.618 |
22,951 |
1.000 |
22,802 |
0.618 |
22,710 |
HIGH |
22,561 |
0.618 |
22,469 |
0.500 |
22,441 |
0.382 |
22,412 |
LOW |
22,320 |
0.618 |
22,171 |
1.000 |
22,079 |
1.618 |
21,930 |
2.618 |
21,689 |
4.250 |
21,296 |
|
|
Fisher Pivots for day following 03-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
22,480 |
22,380 |
PP |
22,460 |
22,260 |
S1 |
22,441 |
22,141 |
|