| 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 |
2,875.0 |
2,900.0 |
25.0 |
0.9% |
2,854.0 |
| High |
2,894.0 |
2,911.0 |
17.0 |
0.6% |
2,910.0 |
| Low |
2,858.0 |
2,852.0 |
-6.0 |
-0.2% |
2,732.0 |
| Close |
2,874.0 |
2,876.0 |
2.0 |
0.1% |
2,833.0 |
| Range |
36.0 |
59.0 |
23.0 |
63.9% |
178.0 |
| ATR |
62.6 |
62.3 |
-0.3 |
-0.4% |
0.0 |
| Volume |
984,240 |
1,131,552 |
147,312 |
15.0% |
4,759,285 |
|
| Daily Pivots for day following 03-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,056.7 |
3,025.3 |
2,908.5 |
|
| R3 |
2,997.7 |
2,966.3 |
2,892.2 |
|
| R2 |
2,938.7 |
2,938.7 |
2,886.8 |
|
| R1 |
2,907.3 |
2,907.3 |
2,881.4 |
2,893.5 |
| PP |
2,879.7 |
2,879.7 |
2,879.7 |
2,872.8 |
| S1 |
2,848.3 |
2,848.3 |
2,870.6 |
2,834.5 |
| S2 |
2,820.7 |
2,820.7 |
2,865.2 |
|
| S3 |
2,761.7 |
2,789.3 |
2,859.8 |
|
| S4 |
2,702.7 |
2,730.3 |
2,843.6 |
|
|
| Weekly Pivots for week ending 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,359.0 |
3,274.0 |
2,930.9 |
|
| R3 |
3,181.0 |
3,096.0 |
2,882.0 |
|
| R2 |
3,003.0 |
3,003.0 |
2,865.6 |
|
| R1 |
2,918.0 |
2,918.0 |
2,849.3 |
2,871.5 |
| PP |
2,825.0 |
2,825.0 |
2,825.0 |
2,801.8 |
| S1 |
2,740.0 |
2,740.0 |
2,816.7 |
2,693.5 |
| S2 |
2,647.0 |
2,647.0 |
2,800.4 |
|
| S3 |
2,469.0 |
2,562.0 |
2,784.1 |
|
| S4 |
2,291.0 |
2,384.0 |
2,735.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,911.0 |
2,732.0 |
179.0 |
6.2% |
67.4 |
2.3% |
80% |
True |
False |
1,296,029 |
| 10 |
2,911.0 |
2,732.0 |
179.0 |
6.2% |
58.5 |
2.0% |
80% |
True |
False |
1,189,426 |
| 20 |
2,933.0 |
2,706.0 |
227.0 |
7.9% |
51.9 |
1.8% |
75% |
False |
False |
1,128,585 |
| 40 |
2,953.0 |
2,680.0 |
273.0 |
9.5% |
55.7 |
1.9% |
72% |
False |
False |
1,201,438 |
| 60 |
2,953.0 |
2,680.0 |
273.0 |
9.5% |
54.9 |
1.9% |
72% |
False |
False |
1,146,597 |
| 80 |
2,953.0 |
2,570.0 |
383.0 |
13.3% |
54.1 |
1.9% |
80% |
False |
False |
865,056 |
| 100 |
2,953.0 |
2,373.0 |
580.0 |
20.2% |
53.5 |
1.9% |
87% |
False |
False |
692,306 |
| 120 |
2,953.0 |
2,241.0 |
712.0 |
24.8% |
53.7 |
1.9% |
89% |
False |
False |
578,070 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,161.8 |
|
2.618 |
3,065.5 |
|
1.618 |
3,006.5 |
|
1.000 |
2,970.0 |
|
0.618 |
2,947.5 |
|
HIGH |
2,911.0 |
|
0.618 |
2,888.5 |
|
0.500 |
2,881.5 |
|
0.382 |
2,874.5 |
|
LOW |
2,852.0 |
|
0.618 |
2,815.5 |
|
1.000 |
2,793.0 |
|
1.618 |
2,756.5 |
|
2.618 |
2,697.5 |
|
4.250 |
2,601.3 |
|
|
| Fisher Pivots for day following 03-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,881.5 |
2,871.8 |
| PP |
2,879.7 |
2,867.7 |
| S1 |
2,877.8 |
2,863.5 |
|