| 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 |
1,181.7 |
1,180.7 |
-1.0 |
-0.1% |
1,156.2 |
| High |
1,186.3 |
1,205.3 |
19.0 |
1.6% |
1,197.5 |
| Low |
1,166.7 |
1,178.1 |
11.4 |
1.0% |
1,132.0 |
| Close |
1,183.6 |
1,201.5 |
17.9 |
1.5% |
1,176.8 |
| Range |
19.6 |
27.2 |
7.6 |
38.8% |
65.5 |
| ATR |
21.1 |
21.6 |
0.4 |
2.0% |
0.0 |
| Volume |
4,661 |
3,358 |
-1,303 |
-28.0% |
24,063 |
|
| Daily Pivots for day following 01-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,276.6 |
1,266.2 |
1,216.5 |
|
| R3 |
1,249.4 |
1,239.0 |
1,209.0 |
|
| R2 |
1,222.2 |
1,222.2 |
1,206.5 |
|
| R1 |
1,211.8 |
1,211.8 |
1,204.0 |
1,217.0 |
| PP |
1,195.0 |
1,195.0 |
1,195.0 |
1,197.6 |
| S1 |
1,184.6 |
1,184.6 |
1,199.0 |
1,189.8 |
| S2 |
1,167.8 |
1,167.8 |
1,196.5 |
|
| S3 |
1,140.6 |
1,157.4 |
1,194.0 |
|
| S4 |
1,113.4 |
1,130.2 |
1,186.5 |
|
|
| Weekly Pivots for week ending 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,365.3 |
1,336.5 |
1,212.8 |
|
| R3 |
1,299.8 |
1,271.0 |
1,194.8 |
|
| R2 |
1,234.3 |
1,234.3 |
1,188.8 |
|
| R1 |
1,205.5 |
1,205.5 |
1,182.8 |
1,219.9 |
| PP |
1,168.8 |
1,168.8 |
1,168.8 |
1,176.0 |
| S1 |
1,140.0 |
1,140.0 |
1,170.8 |
1,154.4 |
| S2 |
1,103.3 |
1,103.3 |
1,164.8 |
|
| S3 |
1,037.8 |
1,074.5 |
1,158.8 |
|
| S4 |
972.3 |
1,009.0 |
1,140.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,205.3 |
1,132.0 |
73.3 |
6.1% |
30.1 |
2.5% |
95% |
True |
False |
4,840 |
| 10 |
1,205.3 |
1,130.7 |
74.6 |
6.2% |
23.3 |
1.9% |
95% |
True |
False |
4,187 |
| 20 |
1,205.3 |
1,058.6 |
146.7 |
12.2% |
20.1 |
1.7% |
97% |
True |
False |
3,291 |
| 40 |
1,205.3 |
1,018.8 |
186.5 |
15.5% |
17.9 |
1.5% |
98% |
True |
False |
2,353 |
| 60 |
1,205.3 |
985.8 |
219.5 |
18.3% |
16.8 |
1.4% |
98% |
True |
False |
1,969 |
| 80 |
1,205.3 |
934.6 |
270.7 |
22.5% |
15.5 |
1.3% |
99% |
True |
False |
1,645 |
| 100 |
1,205.3 |
912.5 |
292.8 |
24.4% |
14.6 |
1.2% |
99% |
True |
False |
1,482 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,320.9 |
|
2.618 |
1,276.5 |
|
1.618 |
1,249.3 |
|
1.000 |
1,232.5 |
|
0.618 |
1,222.1 |
|
HIGH |
1,205.3 |
|
0.618 |
1,194.9 |
|
0.500 |
1,191.7 |
|
0.382 |
1,188.5 |
|
LOW |
1,178.1 |
|
0.618 |
1,161.3 |
|
1.000 |
1,150.9 |
|
1.618 |
1,134.1 |
|
2.618 |
1,106.9 |
|
4.250 |
1,062.5 |
|
|
| Fisher Pivots for day following 01-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,198.2 |
1,190.6 |
| PP |
1,195.0 |
1,179.6 |
| S1 |
1,191.7 |
1,168.7 |
|