| Trading Metrics calculated at close of trading on 04-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2009 |
04-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
1,218.7 |
1,209.3 |
-9.4 |
-0.8% |
1,181.7 |
| High |
1,229.0 |
1,213.1 |
-15.9 |
-1.3% |
1,229.0 |
| Low |
1,206.6 |
1,150.0 |
-56.6 |
-4.7% |
1,150.0 |
| Close |
1,219.7 |
1,170.8 |
-48.9 |
-4.0% |
1,170.8 |
| Range |
22.4 |
63.1 |
40.7 |
181.7% |
79.0 |
| ATR |
21.6 |
25.0 |
3.4 |
15.9% |
0.0 |
| Volume |
6,124 |
5,034 |
-1,090 |
-17.8% |
21,850 |
|
| Daily Pivots for day following 04-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,367.3 |
1,332.1 |
1,205.5 |
|
| R3 |
1,304.2 |
1,269.0 |
1,188.2 |
|
| R2 |
1,241.1 |
1,241.1 |
1,182.4 |
|
| R1 |
1,205.9 |
1,205.9 |
1,176.6 |
1,192.0 |
| PP |
1,178.0 |
1,178.0 |
1,178.0 |
1,171.0 |
| S1 |
1,142.8 |
1,142.8 |
1,165.0 |
1,128.9 |
| S2 |
1,114.9 |
1,114.9 |
1,159.2 |
|
| S3 |
1,051.8 |
1,079.7 |
1,153.4 |
|
| S4 |
988.7 |
1,016.6 |
1,136.1 |
|
|
| Weekly Pivots for week ending 04-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,420.3 |
1,374.5 |
1,214.3 |
|
| R3 |
1,341.3 |
1,295.5 |
1,192.5 |
|
| R2 |
1,262.3 |
1,262.3 |
1,185.3 |
|
| R1 |
1,216.5 |
1,216.5 |
1,178.0 |
1,199.9 |
| PP |
1,183.3 |
1,183.3 |
1,183.3 |
1,175.0 |
| S1 |
1,137.5 |
1,137.5 |
1,163.6 |
1,120.9 |
| S2 |
1,104.3 |
1,104.3 |
1,156.3 |
|
| S3 |
1,025.3 |
1,058.5 |
1,149.1 |
|
| S4 |
946.3 |
979.5 |
1,127.4 |
|
|
| 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 |
1,150.0 |
79.0 |
6.7% |
30.6 |
2.6% |
26% |
False |
True |
4,370 |
| 10 |
1,229.0 |
1,132.0 |
97.0 |
8.3% |
29.4 |
2.5% |
40% |
False |
False |
4,848 |
| 20 |
1,229.0 |
1,089.8 |
139.2 |
11.9% |
22.5 |
1.9% |
58% |
False |
False |
3,656 |
| 40 |
1,229.0 |
1,029.0 |
200.0 |
17.1% |
19.2 |
1.6% |
71% |
False |
False |
2,537 |
| 60 |
1,229.0 |
989.3 |
239.7 |
20.5% |
17.8 |
1.5% |
76% |
False |
False |
2,134 |
| 80 |
1,229.0 |
934.6 |
294.4 |
25.1% |
16.6 |
1.4% |
80% |
False |
False |
1,808 |
| 100 |
1,229.0 |
930.9 |
298.1 |
25.5% |
15.4 |
1.3% |
80% |
False |
False |
1,609 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,481.3 |
|
2.618 |
1,378.3 |
|
1.618 |
1,315.2 |
|
1.000 |
1,276.2 |
|
0.618 |
1,252.1 |
|
HIGH |
1,213.1 |
|
0.618 |
1,189.0 |
|
0.500 |
1,181.6 |
|
0.382 |
1,174.1 |
|
LOW |
1,150.0 |
|
0.618 |
1,111.0 |
|
1.000 |
1,086.9 |
|
1.618 |
1,047.9 |
|
2.618 |
984.8 |
|
4.250 |
881.8 |
|
|
| Fisher Pivots for day following 04-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,181.6 |
1,189.5 |
| PP |
1,178.0 |
1,183.3 |
| S1 |
1,174.4 |
1,177.0 |
|