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 |
3,277 |
3,270 |
-7 |
-0.2% |
3,290 |
High |
3,320 |
3,365 |
45 |
1.4% |
3,340 |
Low |
3,246 |
3,262 |
16 |
0.5% |
3,235 |
Close |
3,259 |
3,353 |
94 |
2.9% |
3,320 |
Range |
74 |
103 |
29 |
39.2% |
105 |
ATR |
81 |
83 |
2 |
2.2% |
0 |
Volume |
7,388 |
6,045 |
-1,343 |
-18.2% |
18,724 |
|
Daily Pivots for day following 01-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,636 |
3,597 |
3,410 |
|
R3 |
3,533 |
3,494 |
3,381 |
|
R2 |
3,430 |
3,430 |
3,372 |
|
R1 |
3,391 |
3,391 |
3,362 |
3,411 |
PP |
3,327 |
3,327 |
3,327 |
3,336 |
S1 |
3,288 |
3,288 |
3,344 |
3,308 |
S2 |
3,224 |
3,224 |
3,334 |
|
S3 |
3,121 |
3,185 |
3,325 |
|
S4 |
3,018 |
3,082 |
3,296 |
|
|
Weekly Pivots for week ending 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,613 |
3,572 |
3,378 |
|
R3 |
3,508 |
3,467 |
3,349 |
|
R2 |
3,403 |
3,403 |
3,339 |
|
R1 |
3,362 |
3,362 |
3,330 |
3,383 |
PP |
3,298 |
3,298 |
3,298 |
3,309 |
S1 |
3,257 |
3,257 |
3,310 |
3,278 |
S2 |
3,193 |
3,193 |
3,301 |
|
S3 |
3,088 |
3,152 |
3,291 |
|
S4 |
2,983 |
3,047 |
3,262 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,365 |
3,235 |
130 |
3.9% |
70 |
2.1% |
91% |
True |
False |
6,431 |
10 |
3,365 |
3,110 |
255 |
7.6% |
80 |
2.4% |
95% |
True |
False |
6,657 |
20 |
3,365 |
3,102 |
263 |
7.8% |
79 |
2.3% |
95% |
True |
False |
8,087 |
40 |
3,439 |
2,990 |
449 |
13.4% |
83 |
2.5% |
81% |
False |
False |
5,405 |
60 |
3,439 |
2,928 |
511 |
15.2% |
80 |
2.4% |
83% |
False |
False |
3,993 |
80 |
3,439 |
2,725 |
714 |
21.3% |
81 |
2.4% |
88% |
False |
False |
3,286 |
100 |
3,439 |
2,562 |
877 |
26.2% |
79 |
2.4% |
90% |
False |
False |
2,803 |
120 |
3,439 |
2,466 |
973 |
29.0% |
75 |
2.2% |
91% |
False |
False |
2,438 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,803 |
2.618 |
3,635 |
1.618 |
3,532 |
1.000 |
3,468 |
0.618 |
3,429 |
HIGH |
3,365 |
0.618 |
3,326 |
0.500 |
3,314 |
0.382 |
3,301 |
LOW |
3,262 |
0.618 |
3,198 |
1.000 |
3,159 |
1.618 |
3,095 |
2.618 |
2,992 |
4.250 |
2,824 |
|
|
Fisher Pivots for day following 01-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
3,340 |
3,337 |
PP |
3,327 |
3,321 |
S1 |
3,314 |
3,306 |
|