Trading Metrics calculated at close of trading on 10-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2009 |
10-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
1,130.3 |
1,131.5 |
1.2 |
0.1% |
1,179.9 |
High |
1,147.0 |
1,134.8 |
-12.2 |
-1.1% |
1,226.4 |
Low |
1,116.5 |
1,122.2 |
5.7 |
0.5% |
1,147.0 |
Close |
1,120.4 |
1,125.7 |
5.3 |
0.5% |
1,168.8 |
Range |
30.5 |
12.6 |
-17.9 |
-58.7% |
79.4 |
ATR |
27.6 |
26.6 |
-0.9 |
-3.4% |
0.0 |
Volume |
784 |
2,256 |
1,472 |
187.8% |
134,026 |
|
Daily Pivots for day following 10-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,165.4 |
1,158.1 |
1,132.6 |
|
R3 |
1,152.8 |
1,145.5 |
1,129.2 |
|
R2 |
1,140.2 |
1,140.2 |
1,128.0 |
|
R1 |
1,132.9 |
1,132.9 |
1,126.9 |
1,130.3 |
PP |
1,127.6 |
1,127.6 |
1,127.6 |
1,126.2 |
S1 |
1,120.3 |
1,120.3 |
1,124.5 |
1,117.7 |
S2 |
1,115.0 |
1,115.0 |
1,123.4 |
|
S3 |
1,102.4 |
1,107.7 |
1,122.2 |
|
S4 |
1,089.8 |
1,095.1 |
1,118.8 |
|
|
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 |
1,211.2 |
1,116.5 |
94.7 |
8.4% |
36.1 |
3.2% |
10% |
False |
False |
2,505 |
10 |
1,226.4 |
1,116.5 |
109.9 |
9.8% |
33.5 |
3.0% |
8% |
False |
False |
35,053 |
20 |
1,226.4 |
1,101.2 |
125.2 |
11.1% |
26.4 |
2.3% |
20% |
False |
False |
109,272 |
40 |
1,226.4 |
1,026.9 |
199.5 |
17.7% |
21.4 |
1.9% |
50% |
False |
False |
121,785 |
60 |
1,226.4 |
985.5 |
240.9 |
21.4% |
19.6 |
1.7% |
58% |
False |
False |
120,572 |
80 |
1,226.4 |
933.3 |
293.1 |
26.0% |
18.8 |
1.7% |
66% |
False |
False |
115,443 |
100 |
1,226.4 |
927.6 |
298.8 |
26.5% |
17.8 |
1.6% |
66% |
False |
False |
106,267 |
120 |
1,226.4 |
907.6 |
318.8 |
28.3% |
17.1 |
1.5% |
68% |
False |
False |
90,172 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,188.4 |
2.618 |
1,167.8 |
1.618 |
1,155.2 |
1.000 |
1,147.4 |
0.618 |
1,142.6 |
HIGH |
1,134.8 |
0.618 |
1,130.0 |
0.500 |
1,128.5 |
0.382 |
1,127.0 |
LOW |
1,122.2 |
0.618 |
1,114.4 |
1.000 |
1,109.6 |
1.618 |
1,101.8 |
2.618 |
1,089.2 |
4.250 |
1,068.7 |
|
|
Fisher Pivots for day following 10-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
1,128.5 |
1,142.9 |
PP |
1,127.6 |
1,137.2 |
S1 |
1,126.6 |
1,131.4 |
|