Trading Metrics calculated at close of trading on 04-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2009 |
04-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
1,218.0 |
1,207.8 |
-10.2 |
-0.8% |
1,179.9 |
High |
1,226.4 |
1,211.2 |
-15.2 |
-1.2% |
1,226.4 |
Low |
1,204.6 |
1,147.0 |
-57.6 |
-4.8% |
1,147.0 |
Close |
1,217.4 |
1,168.8 |
-48.6 |
-4.0% |
1,168.8 |
Range |
21.8 |
64.2 |
42.4 |
194.5% |
79.4 |
ATR |
22.1 |
25.6 |
3.4 |
15.6% |
0.0 |
Volume |
2,145 |
1,530 |
-615 |
-28.7% |
134,026 |
|
Daily Pivots for day following 04-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,368.3 |
1,332.7 |
1,204.1 |
|
R3 |
1,304.1 |
1,268.5 |
1,186.5 |
|
R2 |
1,239.9 |
1,239.9 |
1,180.6 |
|
R1 |
1,204.3 |
1,204.3 |
1,174.7 |
1,190.0 |
PP |
1,175.7 |
1,175.7 |
1,175.7 |
1,168.5 |
S1 |
1,140.1 |
1,140.1 |
1,162.9 |
1,125.8 |
S2 |
1,111.5 |
1,111.5 |
1,157.0 |
|
S3 |
1,047.3 |
1,075.9 |
1,151.1 |
|
S4 |
983.1 |
1,011.7 |
1,133.5 |
|
|
Weekly Pivots for week ending 04-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,418.9 |
1,373.3 |
1,212.5 |
|
R3 |
1,339.5 |
1,293.9 |
1,190.6 |
|
R2 |
1,260.1 |
1,260.1 |
1,183.4 |
|
R1 |
1,214.5 |
1,214.5 |
1,176.1 |
1,197.6 |
PP |
1,180.7 |
1,180.7 |
1,180.7 |
1,172.3 |
S1 |
1,135.1 |
1,135.1 |
1,161.5 |
1,118.2 |
S2 |
1,101.3 |
1,101.3 |
1,154.2 |
|
S3 |
1,021.9 |
1,055.7 |
1,147.0 |
|
S4 |
942.5 |
976.3 |
1,125.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,226.4 |
1,147.0 |
79.4 |
6.8% |
30.7 |
2.6% |
27% |
False |
True |
26,805 |
10 |
1,226.4 |
1,130.1 |
96.3 |
8.2% |
30.0 |
2.6% |
40% |
False |
False |
119,059 |
20 |
1,226.4 |
1,086.5 |
139.9 |
12.0% |
23.5 |
2.0% |
59% |
False |
False |
128,538 |
40 |
1,226.4 |
1,026.9 |
199.5 |
17.1% |
19.9 |
1.7% |
71% |
False |
False |
135,077 |
60 |
1,226.4 |
985.5 |
240.9 |
20.6% |
18.8 |
1.6% |
76% |
False |
False |
128,159 |
80 |
1,226.4 |
931.3 |
295.1 |
25.2% |
18.1 |
1.5% |
80% |
False |
False |
119,134 |
100 |
1,226.4 |
927.6 |
298.8 |
25.6% |
17.1 |
1.5% |
81% |
False |
False |
106,870 |
120 |
1,226.4 |
907.6 |
318.8 |
27.3% |
16.5 |
1.4% |
82% |
False |
False |
90,193 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,484.1 |
2.618 |
1,379.3 |
1.618 |
1,315.1 |
1.000 |
1,275.4 |
0.618 |
1,250.9 |
HIGH |
1,211.2 |
0.618 |
1,186.7 |
0.500 |
1,179.1 |
0.382 |
1,171.5 |
LOW |
1,147.0 |
0.618 |
1,107.3 |
1.000 |
1,082.8 |
1.618 |
1,043.1 |
2.618 |
978.9 |
4.250 |
874.2 |
|
|
Fisher Pivots for day following 04-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
1,179.1 |
1,186.7 |
PP |
1,175.7 |
1,180.7 |
S1 |
1,172.2 |
1,174.8 |
|