Trading Metrics calculated at close of trading on 08-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2009 |
08-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
1,157.6 |
1,159.5 |
1.9 |
0.2% |
1,179.9 |
High |
1,165.5 |
1,169.3 |
3.8 |
0.3% |
1,226.4 |
Low |
1,136.3 |
1,125.3 |
-11.0 |
-1.0% |
1,147.0 |
Close |
1,163.4 |
1,142.8 |
-20.6 |
-1.8% |
1,168.8 |
Range |
29.2 |
44.0 |
14.8 |
50.7% |
79.4 |
ATR |
26.1 |
27.4 |
1.3 |
4.9% |
0.0 |
Volume |
4,288 |
3,668 |
-620 |
-14.5% |
134,026 |
|
Daily Pivots for day following 08-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,277.8 |
1,254.3 |
1,167.0 |
|
R3 |
1,233.8 |
1,210.3 |
1,154.9 |
|
R2 |
1,189.8 |
1,189.8 |
1,150.9 |
|
R1 |
1,166.3 |
1,166.3 |
1,146.8 |
1,156.1 |
PP |
1,145.8 |
1,145.8 |
1,145.8 |
1,140.7 |
S1 |
1,122.3 |
1,122.3 |
1,138.8 |
1,112.1 |
S2 |
1,101.8 |
1,101.8 |
1,134.7 |
|
S3 |
1,057.8 |
1,078.3 |
1,130.7 |
|
S4 |
1,013.8 |
1,034.3 |
1,118.6 |
|
|
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 |
1,125.3 |
101.1 |
8.8% |
36.0 |
3.2% |
17% |
False |
True |
3,083 |
10 |
1,226.4 |
1,125.3 |
101.1 |
8.8% |
33.2 |
2.9% |
17% |
False |
True |
82,983 |
20 |
1,226.4 |
1,097.2 |
129.2 |
11.3% |
25.6 |
2.2% |
35% |
False |
False |
123,329 |
40 |
1,226.4 |
1,026.9 |
199.5 |
17.5% |
21.1 |
1.8% |
58% |
False |
False |
127,097 |
60 |
1,226.4 |
985.5 |
240.9 |
21.1% |
19.5 |
1.7% |
65% |
False |
False |
123,915 |
80 |
1,226.4 |
931.3 |
295.1 |
25.8% |
18.6 |
1.6% |
72% |
False |
False |
117,550 |
100 |
1,226.4 |
927.6 |
298.8 |
26.1% |
17.6 |
1.5% |
72% |
False |
False |
106,607 |
120 |
1,226.4 |
907.6 |
318.8 |
27.9% |
16.9 |
1.5% |
74% |
False |
False |
90,190 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,356.3 |
2.618 |
1,284.5 |
1.618 |
1,240.5 |
1.000 |
1,213.3 |
0.618 |
1,196.5 |
HIGH |
1,169.3 |
0.618 |
1,152.5 |
0.500 |
1,147.3 |
0.382 |
1,142.1 |
LOW |
1,125.3 |
0.618 |
1,098.1 |
1.000 |
1,081.3 |
1.618 |
1,054.1 |
2.618 |
1,010.1 |
4.250 |
938.3 |
|
|
Fisher Pivots for day following 08-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
1,147.3 |
1,168.3 |
PP |
1,145.8 |
1,159.8 |
S1 |
1,144.3 |
1,151.3 |
|