| 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 |
5,775.0 |
5,830.0 |
55.0 |
1.0% |
5,711.0 |
| High |
5,816.0 |
5,856.5 |
40.5 |
0.7% |
5,836.0 |
| Low |
5,753.5 |
5,724.0 |
-29.5 |
-0.5% |
5,509.5 |
| Close |
5,777.0 |
5,772.0 |
-5.0 |
-0.1% |
5,695.0 |
| Range |
62.5 |
132.5 |
70.0 |
112.0% |
326.5 |
| ATR |
120.2 |
121.0 |
0.9 |
0.7% |
0.0 |
| Volume |
120,741 |
147,015 |
26,274 |
21.8% |
584,968 |
|
| Daily Pivots for day following 03-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,181.7 |
6,109.3 |
5,844.9 |
|
| R3 |
6,049.2 |
5,976.8 |
5,808.4 |
|
| R2 |
5,916.7 |
5,916.7 |
5,796.3 |
|
| R1 |
5,844.3 |
5,844.3 |
5,784.1 |
5,814.3 |
| PP |
5,784.2 |
5,784.2 |
5,784.2 |
5,769.1 |
| S1 |
5,711.8 |
5,711.8 |
5,759.9 |
5,681.8 |
| S2 |
5,651.7 |
5,651.7 |
5,747.7 |
|
| S3 |
5,519.2 |
5,579.3 |
5,735.6 |
|
| S4 |
5,386.7 |
5,446.8 |
5,699.1 |
|
|
| Weekly Pivots for week ending 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,659.7 |
6,503.8 |
5,874.6 |
|
| R3 |
6,333.2 |
6,177.3 |
5,784.8 |
|
| R2 |
6,006.7 |
6,006.7 |
5,754.9 |
|
| R1 |
5,850.8 |
5,850.8 |
5,724.9 |
5,765.5 |
| PP |
5,680.2 |
5,680.2 |
5,680.2 |
5,637.5 |
| S1 |
5,524.3 |
5,524.3 |
5,665.1 |
5,439.0 |
| S2 |
5,353.7 |
5,353.7 |
5,635.1 |
|
| S3 |
5,027.2 |
5,197.8 |
5,605.2 |
|
| S4 |
4,700.7 |
4,871.3 |
5,515.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,856.5 |
5,509.5 |
347.0 |
6.0% |
128.5 |
2.2% |
76% |
True |
False |
155,402 |
| 10 |
5,856.5 |
5,509.5 |
347.0 |
6.0% |
113.1 |
2.0% |
76% |
True |
False |
146,482 |
| 20 |
5,856.5 |
5,358.0 |
498.5 |
8.6% |
102.7 |
1.8% |
83% |
True |
False |
144,445 |
| 40 |
5,894.0 |
5,316.0 |
578.0 |
10.0% |
109.1 |
1.9% |
79% |
False |
False |
156,122 |
| 60 |
5,894.0 |
5,316.0 |
578.0 |
10.0% |
105.8 |
1.8% |
79% |
False |
False |
145,459 |
| 80 |
5,894.0 |
5,165.0 |
729.0 |
12.6% |
104.2 |
1.8% |
83% |
False |
False |
109,797 |
| 100 |
5,894.0 |
4,821.0 |
1,073.0 |
18.6% |
105.2 |
1.8% |
89% |
False |
False |
87,990 |
| 120 |
5,894.0 |
4,540.0 |
1,354.0 |
23.5% |
106.3 |
1.8% |
91% |
False |
False |
73,526 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,419.6 |
|
2.618 |
6,203.4 |
|
1.618 |
6,070.9 |
|
1.000 |
5,989.0 |
|
0.618 |
5,938.4 |
|
HIGH |
5,856.5 |
|
0.618 |
5,805.9 |
|
0.500 |
5,790.3 |
|
0.382 |
5,774.6 |
|
LOW |
5,724.0 |
|
0.618 |
5,642.1 |
|
1.000 |
5,591.5 |
|
1.618 |
5,509.6 |
|
2.618 |
5,377.1 |
|
4.250 |
5,160.9 |
|
|
| Fisher Pivots for day following 03-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
5,790.3 |
5,769.6 |
| PP |
5,784.2 |
5,767.2 |
| S1 |
5,778.1 |
5,764.8 |
|