| 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 |
1,199.0 |
1,218.7 |
19.7 |
1.6% |
1,156.2 |
| High |
1,219.1 |
1,229.0 |
9.9 |
0.8% |
1,197.5 |
| Low |
1,198.2 |
1,206.6 |
8.4 |
0.7% |
1,132.0 |
| Close |
1,214.4 |
1,219.7 |
5.3 |
0.4% |
1,176.8 |
| Range |
20.9 |
22.4 |
1.5 |
7.2% |
65.5 |
| ATR |
21.5 |
21.6 |
0.1 |
0.3% |
0.0 |
| Volume |
2,673 |
6,124 |
3,451 |
129.1% |
24,063 |
|
| Daily Pivots for day following 03-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,285.6 |
1,275.1 |
1,232.0 |
|
| R3 |
1,263.2 |
1,252.7 |
1,225.9 |
|
| R2 |
1,240.8 |
1,240.8 |
1,223.8 |
|
| R1 |
1,230.3 |
1,230.3 |
1,221.8 |
1,235.6 |
| PP |
1,218.4 |
1,218.4 |
1,218.4 |
1,221.1 |
| S1 |
1,207.9 |
1,207.9 |
1,217.6 |
1,213.2 |
| S2 |
1,196.0 |
1,196.0 |
1,215.6 |
|
| S3 |
1,173.6 |
1,185.5 |
1,213.5 |
|
| S4 |
1,151.2 |
1,163.1 |
1,207.4 |
|
|
| 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 |
1,229.0 |
1,132.0 |
97.0 |
8.0% |
31.1 |
2.6% |
90% |
True |
False |
4,619 |
| 10 |
1,229.0 |
1,132.0 |
97.0 |
8.0% |
24.6 |
2.0% |
90% |
True |
False |
4,545 |
| 20 |
1,229.0 |
1,087.7 |
141.3 |
11.6% |
19.8 |
1.6% |
93% |
True |
False |
3,519 |
| 40 |
1,229.0 |
1,029.0 |
200.0 |
16.4% |
18.1 |
1.5% |
95% |
True |
False |
2,465 |
| 60 |
1,229.0 |
985.8 |
243.2 |
19.9% |
17.0 |
1.4% |
96% |
True |
False |
2,079 |
| 80 |
1,229.0 |
934.6 |
294.4 |
24.1% |
15.9 |
1.3% |
97% |
True |
False |
1,746 |
| 100 |
1,229.0 |
930.9 |
298.1 |
24.4% |
14.8 |
1.2% |
97% |
True |
False |
1,562 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,324.2 |
|
2.618 |
1,287.6 |
|
1.618 |
1,265.2 |
|
1.000 |
1,251.4 |
|
0.618 |
1,242.8 |
|
HIGH |
1,229.0 |
|
0.618 |
1,220.4 |
|
0.500 |
1,217.8 |
|
0.382 |
1,215.2 |
|
LOW |
1,206.6 |
|
0.618 |
1,192.8 |
|
1.000 |
1,184.2 |
|
1.618 |
1,170.4 |
|
2.618 |
1,148.0 |
|
4.250 |
1,111.4 |
|
|
| Fisher Pivots for day following 03-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,219.1 |
1,214.3 |
| PP |
1,218.4 |
1,208.9 |
| S1 |
1,217.8 |
1,203.6 |
|