| 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 |
10,470.44 |
10,455.63 |
-14.81 |
-0.1% |
10,320.13 |
| High |
10,513.52 |
10,507.63 |
-5.89 |
-0.1% |
10,495.61 |
| Low |
10,421.47 |
10,350.05 |
-71.42 |
-0.7% |
10,231.25 |
| Close |
10,452.68 |
10,366.15 |
-86.53 |
-0.8% |
10,309.92 |
| Range |
92.05 |
157.58 |
65.53 |
71.2% |
264.36 |
| ATR |
131.43 |
133.30 |
1.87 |
1.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 03-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,880.68 |
10,781.00 |
10,452.82 |
|
| R3 |
10,723.10 |
10,623.42 |
10,409.48 |
|
| R2 |
10,565.52 |
10,565.52 |
10,395.04 |
|
| R1 |
10,465.84 |
10,465.84 |
10,380.59 |
10,436.89 |
| PP |
10,407.94 |
10,407.94 |
10,407.94 |
10,393.47 |
| S1 |
10,308.26 |
10,308.26 |
10,351.71 |
10,279.31 |
| S2 |
10,250.36 |
10,250.36 |
10,337.26 |
|
| S3 |
10,092.78 |
10,150.68 |
10,322.82 |
|
| S4 |
9,935.20 |
9,993.10 |
10,279.48 |
|
|
| 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% |
145.90 |
1.4% |
48% |
False |
False |
|
| 10 |
10,513.52 |
10,231.25 |
282.27 |
2.7% |
130.03 |
1.3% |
48% |
False |
False |
|
| 20 |
10,513.52 |
9,807.80 |
705.72 |
6.8% |
127.97 |
1.2% |
79% |
False |
False |
|
| 40 |
10,513.52 |
9,678.95 |
834.57 |
8.1% |
136.27 |
1.3% |
82% |
False |
False |
|
| 60 |
10,513.52 |
9,430.08 |
1,083.44 |
10.5% |
130.97 |
1.3% |
86% |
False |
False |
|
| 80 |
10,513.52 |
9,116.52 |
1,397.00 |
13.5% |
131.33 |
1.3% |
89% |
False |
False |
|
| 100 |
10,513.52 |
8,363.95 |
2,149.57 |
20.7% |
129.91 |
1.3% |
93% |
False |
False |
|
| 120 |
10,513.52 |
8,087.19 |
2,426.33 |
23.4% |
131.10 |
1.3% |
94% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,177.35 |
|
2.618 |
10,920.17 |
|
1.618 |
10,762.59 |
|
1.000 |
10,665.21 |
|
0.618 |
10,605.01 |
|
HIGH |
10,507.63 |
|
0.618 |
10,447.43 |
|
0.500 |
10,428.84 |
|
0.382 |
10,410.25 |
|
LOW |
10,350.05 |
|
0.618 |
10,252.67 |
|
1.000 |
10,192.47 |
|
1.618 |
10,095.09 |
|
2.618 |
9,937.51 |
|
4.250 |
9,680.34 |
|
|
| Fisher Pivots for day following 03-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
10,428.84 |
10,428.48 |
| PP |
10,407.94 |
10,407.70 |
| S1 |
10,387.05 |
10,386.93 |
|