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 |
1,104.75 |
1,090.00 |
-14.75 |
-1.3% |
1,091.50 |
High |
1,107.50 |
1,097.50 |
-10.00 |
-0.9% |
1,119.00 |
Low |
1,087.75 |
1,085.00 |
-2.75 |
-0.3% |
1,084.50 |
Close |
1,090.00 |
1,095.50 |
5.50 |
0.5% |
1,108.00 |
Range |
19.75 |
12.50 |
-7.25 |
-36.7% |
34.50 |
ATR |
18.09 |
17.69 |
-0.40 |
-2.2% |
0.00 |
Volume |
1,572,214 |
2,251,962 |
679,748 |
43.2% |
9,281,269 |
|
Daily Pivots for day following 09-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,130.25 |
1,125.25 |
1,102.50 |
|
R3 |
1,117.75 |
1,112.75 |
1,099.00 |
|
R2 |
1,105.25 |
1,105.25 |
1,097.75 |
|
R1 |
1,100.25 |
1,100.25 |
1,096.75 |
1,102.75 |
PP |
1,092.75 |
1,092.75 |
1,092.75 |
1,094.00 |
S1 |
1,087.75 |
1,087.75 |
1,094.25 |
1,090.25 |
S2 |
1,080.25 |
1,080.25 |
1,093.25 |
|
S3 |
1,067.75 |
1,075.25 |
1,092.00 |
|
S4 |
1,055.25 |
1,062.75 |
1,088.50 |
|
|
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 |
1,085.00 |
34.00 |
3.1% |
17.50 |
1.6% |
31% |
False |
True |
2,095,429 |
10 |
1,119.00 |
1,067.00 |
52.00 |
4.7% |
18.00 |
1.6% |
55% |
False |
False |
1,869,683 |
20 |
1,119.00 |
1,067.00 |
52.00 |
4.7% |
16.50 |
1.5% |
55% |
False |
False |
1,791,960 |
40 |
1,119.00 |
1,026.00 |
93.00 |
8.5% |
18.75 |
1.7% |
75% |
False |
False |
2,008,210 |
60 |
1,119.00 |
1,012.00 |
107.00 |
9.8% |
18.00 |
1.6% |
78% |
False |
False |
2,005,735 |
80 |
1,119.00 |
972.00 |
147.00 |
13.4% |
17.75 |
1.6% |
84% |
False |
False |
1,578,399 |
100 |
1,119.00 |
935.50 |
183.50 |
16.8% |
17.75 |
1.6% |
87% |
False |
False |
1,263,195 |
120 |
1,119.00 |
861.25 |
257.75 |
23.5% |
17.50 |
1.6% |
91% |
False |
False |
1,052,981 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,150.50 |
2.618 |
1,130.25 |
1.618 |
1,117.75 |
1.000 |
1,110.00 |
0.618 |
1,105.25 |
HIGH |
1,097.50 |
0.618 |
1,092.75 |
0.500 |
1,091.25 |
0.382 |
1,089.75 |
LOW |
1,085.00 |
0.618 |
1,077.25 |
1.000 |
1,072.50 |
1.618 |
1,064.75 |
2.618 |
1,052.25 |
4.250 |
1,032.00 |
|
|
Fisher Pivots for day following 09-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
1,094.00 |
1,098.00 |
PP |
1,092.75 |
1,097.00 |
S1 |
1,091.25 |
1,096.25 |
|