| 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 |
10,343.82 |
10,470.44 |
126.62 |
1.2% |
10,320.13 |
| High |
10,501.28 |
10,513.52 |
12.24 |
0.1% |
10,495.61 |
| Low |
10,343.44 |
10,421.47 |
78.03 |
0.8% |
10,231.25 |
| Close |
10,471.58 |
10,452.68 |
-18.90 |
-0.2% |
10,309.92 |
| Range |
157.84 |
92.05 |
-65.79 |
-41.7% |
264.36 |
| ATR |
134.46 |
131.43 |
-3.03 |
-2.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 02-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,738.71 |
10,687.74 |
10,503.31 |
|
| R3 |
10,646.66 |
10,595.69 |
10,477.99 |
|
| R2 |
10,554.61 |
10,554.61 |
10,469.56 |
|
| R1 |
10,503.64 |
10,503.64 |
10,461.12 |
10,483.10 |
| PP |
10,462.56 |
10,462.56 |
10,462.56 |
10,452.29 |
| S1 |
10,411.59 |
10,411.59 |
10,444.24 |
10,391.05 |
| S2 |
10,370.51 |
10,370.51 |
10,435.80 |
|
| S3 |
10,278.46 |
10,319.54 |
10,427.37 |
|
| S4 |
10,186.41 |
10,227.49 |
10,402.05 |
|
|
| 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 |
10,513.52 |
10,231.25 |
282.27 |
2.7% |
126.49 |
1.2% |
78% |
True |
False |
|
| 10 |
10,513.52 |
10,231.25 |
282.27 |
2.7% |
121.52 |
1.2% |
78% |
True |
False |
|
| 20 |
10,513.52 |
9,767.14 |
746.38 |
7.1% |
128.13 |
1.2% |
92% |
True |
False |
|
| 40 |
10,513.52 |
9,675.62 |
837.90 |
8.0% |
133.95 |
1.3% |
93% |
True |
False |
|
| 60 |
10,513.52 |
9,430.08 |
1,083.44 |
10.4% |
130.03 |
1.2% |
94% |
True |
False |
|
| 80 |
10,513.52 |
9,116.52 |
1,397.00 |
13.4% |
130.83 |
1.3% |
96% |
True |
False |
|
| 100 |
10,513.52 |
8,285.20 |
2,228.32 |
21.3% |
129.09 |
1.2% |
97% |
True |
False |
|
| 120 |
10,513.52 |
8,087.19 |
2,426.33 |
23.2% |
131.62 |
1.3% |
97% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,904.73 |
|
2.618 |
10,754.51 |
|
1.618 |
10,662.46 |
|
1.000 |
10,605.57 |
|
0.618 |
10,570.41 |
|
HIGH |
10,513.52 |
|
0.618 |
10,478.36 |
|
0.500 |
10,467.50 |
|
0.382 |
10,456.63 |
|
LOW |
10,421.47 |
|
0.618 |
10,364.58 |
|
1.000 |
10,329.42 |
|
1.618 |
10,272.53 |
|
2.618 |
10,180.48 |
|
4.250 |
10,030.26 |
|
|
| Fisher Pivots for day following 02-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
10,467.50 |
10,431.26 |
| PP |
10,462.56 |
10,409.83 |
| S1 |
10,457.62 |
10,388.41 |
|