Trading Metrics calculated at close of trading on 07-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2009 |
07-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
1,097.75 |
1,108.00 |
10.25 |
0.9% |
1,091.50 |
High |
1,119.00 |
1,110.75 |
-8.25 |
-0.7% |
1,119.00 |
Low |
1,095.25 |
1,098.75 |
3.50 |
0.3% |
1,084.50 |
Close |
1,108.00 |
1,103.75 |
-4.25 |
-0.4% |
1,108.00 |
Range |
23.75 |
12.00 |
-11.75 |
-49.5% |
34.50 |
ATR |
18.42 |
17.96 |
-0.46 |
-2.5% |
0.00 |
Volume |
2,054,949 |
2,928,961 |
874,012 |
42.5% |
9,281,269 |
|
Daily Pivots for day following 07-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,140.50 |
1,134.00 |
1,110.25 |
|
R3 |
1,128.50 |
1,122.00 |
1,107.00 |
|
R2 |
1,116.50 |
1,116.50 |
1,106.00 |
|
R1 |
1,110.00 |
1,110.00 |
1,104.75 |
1,107.25 |
PP |
1,104.50 |
1,104.50 |
1,104.50 |
1,103.00 |
S1 |
1,098.00 |
1,098.00 |
1,102.75 |
1,095.25 |
S2 |
1,092.50 |
1,092.50 |
1,101.50 |
|
S3 |
1,080.50 |
1,086.00 |
1,100.50 |
|
S4 |
1,068.50 |
1,074.00 |
1,097.25 |
|
|
Weekly Pivots for week ending 04-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,207.25 |
1,192.25 |
1,127.00 |
|
R3 |
1,172.75 |
1,157.75 |
1,117.50 |
|
R2 |
1,138.25 |
1,138.25 |
1,114.25 |
|
R1 |
1,123.25 |
1,123.25 |
1,111.25 |
1,130.75 |
PP |
1,103.75 |
1,103.75 |
1,103.75 |
1,107.50 |
S1 |
1,088.75 |
1,088.75 |
1,104.75 |
1,096.25 |
S2 |
1,069.25 |
1,069.25 |
1,101.75 |
|
S3 |
1,034.75 |
1,054.25 |
1,098.50 |
|
S4 |
1,000.25 |
1,019.75 |
1,089.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,119.00 |
1,092.25 |
26.75 |
2.4% |
17.25 |
1.6% |
43% |
False |
False |
2,101,049 |
10 |
1,119.00 |
1,067.00 |
52.00 |
4.7% |
18.00 |
1.6% |
71% |
False |
False |
1,786,953 |
20 |
1,119.00 |
1,065.00 |
54.00 |
4.9% |
16.75 |
1.5% |
72% |
False |
False |
1,796,549 |
40 |
1,119.00 |
1,026.00 |
93.00 |
8.4% |
18.50 |
1.7% |
84% |
False |
False |
1,972,301 |
60 |
1,119.00 |
1,012.00 |
107.00 |
9.7% |
18.00 |
1.6% |
86% |
False |
False |
2,003,794 |
80 |
1,119.00 |
971.25 |
147.75 |
13.4% |
18.00 |
1.6% |
90% |
False |
False |
1,530,744 |
100 |
1,119.00 |
924.00 |
195.00 |
17.7% |
17.50 |
1.6% |
92% |
False |
False |
1,224,984 |
120 |
1,119.00 |
861.25 |
257.75 |
23.4% |
17.50 |
1.6% |
94% |
False |
False |
1,021,123 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,161.75 |
2.618 |
1,142.25 |
1.618 |
1,130.25 |
1.000 |
1,122.75 |
0.618 |
1,118.25 |
HIGH |
1,110.75 |
0.618 |
1,106.25 |
0.500 |
1,104.75 |
0.382 |
1,103.25 |
LOW |
1,098.75 |
0.618 |
1,091.25 |
1.000 |
1,086.75 |
1.618 |
1,079.25 |
2.618 |
1,067.25 |
4.250 |
1,047.75 |
|
|
Fisher Pivots for day following 07-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
1,104.75 |
1,107.00 |
PP |
1,104.50 |
1,106.00 |
S1 |
1,104.00 |
1,105.00 |
|