| 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 |
2,820.0 |
2,869.0 |
49.0 |
1.7% |
2,855.0 |
| High |
2,880.0 |
2,889.0 |
9.0 |
0.3% |
2,904.0 |
| Low |
2,820.0 |
2,856.0 |
36.0 |
1.3% |
2,729.0 |
| Close |
2,864.0 |
2,870.0 |
6.0 |
0.2% |
2,829.0 |
| Range |
60.0 |
33.0 |
-27.0 |
-45.0% |
175.0 |
| ATR |
61.8 |
59.7 |
-2.1 |
-3.3% |
0.0 |
| Volume |
1,546 |
655 |
-891 |
-57.6% |
6,927 |
|
| Daily Pivots for day following 02-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,970.7 |
2,953.3 |
2,888.2 |
|
| R3 |
2,937.7 |
2,920.3 |
2,879.1 |
|
| R2 |
2,904.7 |
2,904.7 |
2,876.1 |
|
| R1 |
2,887.3 |
2,887.3 |
2,873.0 |
2,896.0 |
| PP |
2,871.7 |
2,871.7 |
2,871.7 |
2,876.0 |
| S1 |
2,854.3 |
2,854.3 |
2,867.0 |
2,863.0 |
| S2 |
2,838.7 |
2,838.7 |
2,864.0 |
|
| S3 |
2,805.7 |
2,821.3 |
2,860.9 |
|
| S4 |
2,772.7 |
2,788.3 |
2,851.9 |
|
|
| Weekly Pivots for week ending 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,345.7 |
3,262.3 |
2,925.3 |
|
| R3 |
3,170.7 |
3,087.3 |
2,877.1 |
|
| R2 |
2,995.7 |
2,995.7 |
2,861.1 |
|
| R1 |
2,912.3 |
2,912.3 |
2,845.0 |
2,866.5 |
| PP |
2,820.7 |
2,820.7 |
2,820.7 |
2,797.8 |
| S1 |
2,737.3 |
2,737.3 |
2,813.0 |
2,691.5 |
| S2 |
2,645.7 |
2,645.7 |
2,796.9 |
|
| S3 |
2,470.7 |
2,562.3 |
2,780.9 |
|
| S4 |
2,295.7 |
2,387.3 |
2,732.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,889.0 |
2,729.0 |
160.0 |
5.6% |
71.0 |
2.5% |
88% |
True |
False |
884 |
| 10 |
2,904.0 |
2,729.0 |
175.0 |
6.1% |
57.6 |
2.0% |
81% |
False |
False |
1,165 |
| 20 |
2,926.0 |
2,704.0 |
222.0 |
7.7% |
49.6 |
1.7% |
75% |
False |
False |
1,605 |
| 40 |
2,948.0 |
2,679.0 |
269.0 |
9.4% |
52.0 |
1.8% |
71% |
False |
False |
2,996 |
| 60 |
2,948.0 |
2,679.0 |
269.0 |
9.4% |
51.2 |
1.8% |
71% |
False |
False |
4,154 |
| 80 |
2,948.0 |
2,570.0 |
378.0 |
13.2% |
48.2 |
1.7% |
79% |
False |
False |
3,268 |
| 100 |
2,948.0 |
2,426.0 |
522.0 |
18.2% |
44.5 |
1.6% |
85% |
False |
False |
2,658 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,029.3 |
|
2.618 |
2,975.4 |
|
1.618 |
2,942.4 |
|
1.000 |
2,922.0 |
|
0.618 |
2,909.4 |
|
HIGH |
2,889.0 |
|
0.618 |
2,876.4 |
|
0.500 |
2,872.5 |
|
0.382 |
2,868.6 |
|
LOW |
2,856.0 |
|
0.618 |
2,835.6 |
|
1.000 |
2,823.0 |
|
1.618 |
2,802.6 |
|
2.618 |
2,769.6 |
|
4.250 |
2,715.8 |
|
|
| Fisher Pivots for day following 02-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,872.5 |
2,859.2 |
| PP |
2,871.7 |
2,848.3 |
| S1 |
2,870.8 |
2,837.5 |
|