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 |
10,309.77 |
10,343.82 |
34.05 |
0.3% |
10,320.13 |
High |
10,364.34 |
10,501.28 |
136.94 |
1.3% |
10,495.61 |
Low |
10,263.29 |
10,343.44 |
80.15 |
0.8% |
10,231.25 |
Close |
10,344.84 |
10,471.58 |
126.74 |
1.2% |
10,309.92 |
Range |
101.05 |
157.84 |
56.79 |
56.2% |
264.36 |
ATR |
132.66 |
134.46 |
1.80 |
1.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,912.29 |
10,849.77 |
10,558.39 |
|
R3 |
10,754.45 |
10,691.93 |
10,514.99 |
|
R2 |
10,596.61 |
10,596.61 |
10,500.52 |
|
R1 |
10,534.09 |
10,534.09 |
10,486.05 |
10,565.35 |
PP |
10,438.77 |
10,438.77 |
10,438.77 |
10,454.40 |
S1 |
10,376.25 |
10,376.25 |
10,457.11 |
10,407.51 |
S2 |
10,280.93 |
10,280.93 |
10,442.64 |
|
S3 |
10,123.09 |
10,218.41 |
10,428.17 |
|
S4 |
9,965.25 |
10,060.57 |
10,384.77 |
|
|
Weekly Pivots for week ending 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,138.67 |
10,988.66 |
10,455.32 |
|
R3 |
10,874.31 |
10,724.30 |
10,382.62 |
|
R2 |
10,609.95 |
10,609.95 |
10,358.39 |
|
R1 |
10,459.94 |
10,459.94 |
10,334.15 |
10,402.77 |
PP |
10,345.59 |
10,345.59 |
10,345.59 |
10,317.01 |
S1 |
10,195.58 |
10,195.58 |
10,285.69 |
10,138.41 |
S2 |
10,081.23 |
10,081.23 |
10,261.45 |
|
S3 |
9,816.87 |
9,931.22 |
10,237.22 |
|
S4 |
9,552.51 |
9,666.86 |
10,164.52 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,501.28 |
10,231.25 |
270.03 |
2.6% |
126.96 |
1.2% |
89% |
True |
False |
|
10 |
10,501.28 |
10,231.25 |
270.03 |
2.6% |
119.94 |
1.1% |
89% |
True |
False |
|
20 |
10,501.28 |
9,703.89 |
797.39 |
7.6% |
127.71 |
1.2% |
96% |
True |
False |
|
40 |
10,501.28 |
9,601.26 |
900.02 |
8.6% |
135.98 |
1.3% |
97% |
True |
False |
|
60 |
10,501.28 |
9,430.08 |
1,071.20 |
10.2% |
129.68 |
1.2% |
97% |
True |
False |
|
80 |
10,501.28 |
9,116.52 |
1,384.76 |
13.2% |
130.70 |
1.2% |
98% |
True |
False |
|
100 |
10,501.28 |
8,130.42 |
2,370.86 |
22.6% |
130.19 |
1.2% |
99% |
True |
False |
|
120 |
10,501.28 |
8,087.19 |
2,414.09 |
23.1% |
131.59 |
1.3% |
99% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,172.10 |
2.618 |
10,914.51 |
1.618 |
10,756.67 |
1.000 |
10,659.12 |
0.618 |
10,598.83 |
HIGH |
10,501.28 |
0.618 |
10,440.99 |
0.500 |
10,422.36 |
0.382 |
10,403.73 |
LOW |
10,343.44 |
0.618 |
10,245.89 |
1.000 |
10,185.60 |
1.618 |
10,088.05 |
2.618 |
9,930.21 |
4.250 |
9,672.62 |
|
|
Fisher Pivots for day following 01-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
10,455.17 |
10,436.48 |
PP |
10,438.77 |
10,401.37 |
S1 |
10,422.36 |
10,366.27 |
|