| 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 |
3,270 |
3,341 |
71 |
2.2% |
3,290 |
| High |
3,365 |
3,365 |
0 |
0.0% |
3,340 |
| Low |
3,262 |
3,312 |
50 |
1.5% |
3,235 |
| Close |
3,353 |
3,327 |
-26 |
-0.8% |
3,320 |
| Range |
103 |
53 |
-50 |
-48.5% |
105 |
| ATR |
83 |
81 |
-2 |
-2.6% |
0 |
| Volume |
6,045 |
8,489 |
2,444 |
40.4% |
18,724 |
|
| Daily Pivots for day following 02-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,494 |
3,463 |
3,356 |
|
| R3 |
3,441 |
3,410 |
3,342 |
|
| R2 |
3,388 |
3,388 |
3,337 |
|
| R1 |
3,357 |
3,357 |
3,332 |
3,346 |
| PP |
3,335 |
3,335 |
3,335 |
3,329 |
| S1 |
3,304 |
3,304 |
3,322 |
3,293 |
| S2 |
3,282 |
3,282 |
3,317 |
|
| S3 |
3,229 |
3,251 |
3,312 |
|
| S4 |
3,176 |
3,198 |
3,298 |
|
|
| Weekly Pivots for week ending 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,613 |
3,572 |
3,378 |
|
| R3 |
3,508 |
3,467 |
3,349 |
|
| R2 |
3,403 |
3,403 |
3,339 |
|
| R1 |
3,362 |
3,362 |
3,330 |
3,383 |
| PP |
3,298 |
3,298 |
3,298 |
3,309 |
| S1 |
3,257 |
3,257 |
3,310 |
3,278 |
| S2 |
3,193 |
3,193 |
3,301 |
|
| S3 |
3,088 |
3,152 |
3,291 |
|
| S4 |
2,983 |
3,047 |
3,262 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,365 |
3,235 |
130 |
3.9% |
73 |
2.2% |
71% |
True |
False |
6,353 |
| 10 |
3,365 |
3,110 |
255 |
7.7% |
81 |
2.4% |
85% |
True |
False |
6,391 |
| 20 |
3,365 |
3,102 |
263 |
7.9% |
77 |
2.3% |
86% |
True |
False |
8,182 |
| 40 |
3,439 |
3,077 |
362 |
10.9% |
77 |
2.3% |
69% |
False |
False |
5,520 |
| 60 |
3,439 |
2,942 |
497 |
14.9% |
80 |
2.4% |
77% |
False |
False |
4,121 |
| 80 |
3,439 |
2,725 |
714 |
21.5% |
81 |
2.4% |
84% |
False |
False |
3,373 |
| 100 |
3,439 |
2,672 |
767 |
23.1% |
78 |
2.3% |
85% |
False |
False |
2,881 |
| 120 |
3,439 |
2,466 |
973 |
29.2% |
75 |
2.3% |
88% |
False |
False |
2,504 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,590 |
|
2.618 |
3,504 |
|
1.618 |
3,451 |
|
1.000 |
3,418 |
|
0.618 |
3,398 |
|
HIGH |
3,365 |
|
0.618 |
3,345 |
|
0.500 |
3,339 |
|
0.382 |
3,332 |
|
LOW |
3,312 |
|
0.618 |
3,279 |
|
1.000 |
3,259 |
|
1.618 |
3,226 |
|
2.618 |
3,173 |
|
4.250 |
3,087 |
|
|
| Fisher Pivots for day following 02-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3,339 |
3,320 |
| PP |
3,335 |
3,313 |
| S1 |
3,331 |
3,306 |
|