Trading Metrics calculated at close of trading on 09-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2009 |
09-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
1,159.5 |
1,130.3 |
-29.2 |
-2.5% |
1,179.9 |
High |
1,169.3 |
1,147.0 |
-22.3 |
-1.9% |
1,226.4 |
Low |
1,125.3 |
1,116.5 |
-8.8 |
-0.8% |
1,147.0 |
Close |
1,142.8 |
1,120.4 |
-22.4 |
-2.0% |
1,168.8 |
Range |
44.0 |
30.5 |
-13.5 |
-30.7% |
79.4 |
ATR |
27.4 |
27.6 |
0.2 |
0.8% |
0.0 |
Volume |
3,668 |
784 |
-2,884 |
-78.6% |
134,026 |
|
Daily Pivots for day following 09-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,219.5 |
1,200.4 |
1,137.2 |
|
R3 |
1,189.0 |
1,169.9 |
1,128.8 |
|
R2 |
1,158.5 |
1,158.5 |
1,126.0 |
|
R1 |
1,139.4 |
1,139.4 |
1,123.2 |
1,133.7 |
PP |
1,128.0 |
1,128.0 |
1,128.0 |
1,125.1 |
S1 |
1,108.9 |
1,108.9 |
1,117.6 |
1,103.2 |
S2 |
1,097.5 |
1,097.5 |
1,114.8 |
|
S3 |
1,067.0 |
1,078.4 |
1,112.0 |
|
S4 |
1,036.5 |
1,047.9 |
1,103.6 |
|
|
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 |
1,116.5 |
109.9 |
9.8% |
37.9 |
3.4% |
4% |
False |
True |
2,483 |
10 |
1,226.4 |
1,116.5 |
109.9 |
9.8% |
34.8 |
3.1% |
4% |
False |
True |
60,280 |
20 |
1,226.4 |
1,101.2 |
125.2 |
11.2% |
26.5 |
2.4% |
15% |
False |
False |
116,492 |
40 |
1,226.4 |
1,026.9 |
199.5 |
17.8% |
21.4 |
1.9% |
47% |
False |
False |
125,258 |
60 |
1,226.4 |
985.5 |
240.9 |
21.5% |
19.7 |
1.8% |
56% |
False |
False |
122,362 |
80 |
1,226.4 |
933.3 |
293.1 |
26.2% |
18.7 |
1.7% |
64% |
False |
False |
116,584 |
100 |
1,226.4 |
927.6 |
298.8 |
26.7% |
17.8 |
1.6% |
65% |
False |
False |
106,476 |
120 |
1,226.4 |
907.6 |
318.8 |
28.5% |
17.1 |
1.5% |
67% |
False |
False |
90,162 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,276.6 |
2.618 |
1,226.8 |
1.618 |
1,196.3 |
1.000 |
1,177.5 |
0.618 |
1,165.8 |
HIGH |
1,147.0 |
0.618 |
1,135.3 |
0.500 |
1,131.8 |
0.382 |
1,128.2 |
LOW |
1,116.5 |
0.618 |
1,097.7 |
1.000 |
1,086.0 |
1.618 |
1,067.2 |
2.618 |
1,036.7 |
4.250 |
986.9 |
|
|
Fisher Pivots for day following 09-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
1,131.8 |
1,142.9 |
PP |
1,128.0 |
1,135.4 |
S1 |
1,124.2 |
1,127.9 |
|