| 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 |
1,180.7 |
1,199.0 |
18.3 |
1.5% |
1,156.2 |
| High |
1,205.3 |
1,219.1 |
13.8 |
1.1% |
1,197.5 |
| Low |
1,178.1 |
1,198.2 |
20.1 |
1.7% |
1,132.0 |
| Close |
1,201.5 |
1,214.4 |
12.9 |
1.1% |
1,176.8 |
| Range |
27.2 |
20.9 |
-6.3 |
-23.2% |
65.5 |
| ATR |
21.6 |
21.5 |
0.0 |
-0.2% |
0.0 |
| Volume |
3,358 |
2,673 |
-685 |
-20.4% |
24,063 |
|
| Daily Pivots for day following 02-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,273.3 |
1,264.7 |
1,225.9 |
|
| R3 |
1,252.4 |
1,243.8 |
1,220.1 |
|
| R2 |
1,231.5 |
1,231.5 |
1,218.2 |
|
| R1 |
1,222.9 |
1,222.9 |
1,216.3 |
1,227.2 |
| PP |
1,210.6 |
1,210.6 |
1,210.6 |
1,212.7 |
| S1 |
1,202.0 |
1,202.0 |
1,212.5 |
1,206.3 |
| S2 |
1,189.7 |
1,189.7 |
1,210.6 |
|
| S3 |
1,168.8 |
1,181.1 |
1,208.7 |
|
| S4 |
1,147.9 |
1,160.2 |
1,202.9 |
|
|
| 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 |
1,219.1 |
1,132.0 |
87.1 |
7.2% |
31.7 |
2.6% |
95% |
True |
False |
4,441 |
| 10 |
1,219.1 |
1,132.0 |
87.1 |
7.2% |
24.0 |
2.0% |
95% |
True |
False |
4,167 |
| 20 |
1,219.1 |
1,083.2 |
135.9 |
11.2% |
19.5 |
1.6% |
97% |
True |
False |
3,313 |
| 40 |
1,219.1 |
1,029.0 |
190.1 |
15.7% |
17.8 |
1.5% |
98% |
True |
False |
2,365 |
| 60 |
1,219.1 |
985.8 |
233.3 |
19.2% |
16.9 |
1.4% |
98% |
True |
False |
2,005 |
| 80 |
1,219.1 |
934.6 |
284.5 |
23.4% |
15.6 |
1.3% |
98% |
True |
False |
1,671 |
| 100 |
1,219.1 |
924.5 |
294.6 |
24.3% |
14.7 |
1.2% |
98% |
True |
False |
1,505 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,307.9 |
|
2.618 |
1,273.8 |
|
1.618 |
1,252.9 |
|
1.000 |
1,240.0 |
|
0.618 |
1,232.0 |
|
HIGH |
1,219.1 |
|
0.618 |
1,211.1 |
|
0.500 |
1,208.7 |
|
0.382 |
1,206.2 |
|
LOW |
1,198.2 |
|
0.618 |
1,185.3 |
|
1.000 |
1,177.3 |
|
1.618 |
1,164.4 |
|
2.618 |
1,143.5 |
|
4.250 |
1,109.4 |
|
|
| Fisher Pivots for day following 02-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,212.5 |
1,207.2 |
| PP |
1,210.6 |
1,200.1 |
| S1 |
1,208.7 |
1,192.9 |
|