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 |
1,108.00 |
1,104.75 |
-3.25 |
-0.3% |
1,091.50 |
High |
1,110.75 |
1,107.50 |
-3.25 |
-0.3% |
1,119.00 |
Low |
1,098.75 |
1,087.75 |
-11.00 |
-1.0% |
1,084.50 |
Close |
1,103.75 |
1,090.00 |
-13.75 |
-1.2% |
1,108.00 |
Range |
12.00 |
19.75 |
7.75 |
64.6% |
34.50 |
ATR |
17.96 |
18.09 |
0.13 |
0.7% |
0.00 |
Volume |
2,928,961 |
1,572,214 |
-1,356,747 |
-46.3% |
9,281,269 |
|
Daily Pivots for day following 08-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,154.25 |
1,142.00 |
1,100.75 |
|
R3 |
1,134.50 |
1,122.25 |
1,095.50 |
|
R2 |
1,114.75 |
1,114.75 |
1,093.50 |
|
R1 |
1,102.50 |
1,102.50 |
1,091.75 |
1,098.75 |
PP |
1,095.00 |
1,095.00 |
1,095.00 |
1,093.25 |
S1 |
1,082.75 |
1,082.75 |
1,088.25 |
1,079.00 |
S2 |
1,075.25 |
1,075.25 |
1,086.50 |
|
S3 |
1,055.50 |
1,063.00 |
1,084.50 |
|
S4 |
1,035.75 |
1,043.25 |
1,079.25 |
|
|
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 |
1,087.75 |
31.25 |
2.9% |
17.25 |
1.6% |
7% |
False |
True |
2,012,174 |
10 |
1,119.00 |
1,067.00 |
52.00 |
4.8% |
17.75 |
1.6% |
44% |
False |
False |
1,798,993 |
20 |
1,119.00 |
1,067.00 |
52.00 |
4.8% |
16.50 |
1.5% |
44% |
False |
False |
1,771,057 |
40 |
1,119.00 |
1,026.00 |
93.00 |
8.5% |
18.75 |
1.7% |
69% |
False |
False |
1,978,431 |
60 |
1,119.00 |
1,012.00 |
107.00 |
9.8% |
18.00 |
1.6% |
73% |
False |
False |
2,000,648 |
80 |
1,119.00 |
971.25 |
147.75 |
13.6% |
17.75 |
1.6% |
80% |
False |
False |
1,550,325 |
100 |
1,119.00 |
929.75 |
189.25 |
17.4% |
17.75 |
1.6% |
85% |
False |
False |
1,240,693 |
120 |
1,119.00 |
861.25 |
257.75 |
23.6% |
17.75 |
1.6% |
89% |
False |
False |
1,034,224 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,191.50 |
2.618 |
1,159.25 |
1.618 |
1,139.50 |
1.000 |
1,127.25 |
0.618 |
1,119.75 |
HIGH |
1,107.50 |
0.618 |
1,100.00 |
0.500 |
1,097.50 |
0.382 |
1,095.25 |
LOW |
1,087.75 |
0.618 |
1,075.50 |
1.000 |
1,068.00 |
1.618 |
1,055.75 |
2.618 |
1,036.00 |
4.250 |
1,003.75 |
|
|
Fisher Pivots for day following 08-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
1,097.50 |
1,103.50 |
PP |
1,095.00 |
1,099.00 |
S1 |
1,092.50 |
1,094.50 |
|