Trading Metrics calculated at close of trading on 04-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2009 |
04-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
5,830.0 |
5,744.0 |
-86.0 |
-1.5% |
5,694.0 |
High |
5,856.5 |
5,862.0 |
5.5 |
0.1% |
5,862.0 |
Low |
5,724.0 |
5,724.5 |
0.5 |
0.0% |
5,608.0 |
Close |
5,772.0 |
5,817.5 |
45.5 |
0.8% |
5,817.5 |
Range |
132.5 |
137.5 |
5.0 |
3.8% |
254.0 |
ATR |
121.0 |
122.2 |
1.2 |
1.0% |
0.0 |
Volume |
147,015 |
165,668 |
18,653 |
12.7% |
751,754 |
|
Daily Pivots for day following 04-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,213.8 |
6,153.2 |
5,893.1 |
|
R3 |
6,076.3 |
6,015.7 |
5,855.3 |
|
R2 |
5,938.8 |
5,938.8 |
5,842.7 |
|
R1 |
5,878.2 |
5,878.2 |
5,830.1 |
5,908.5 |
PP |
5,801.3 |
5,801.3 |
5,801.3 |
5,816.5 |
S1 |
5,740.7 |
5,740.7 |
5,804.9 |
5,771.0 |
S2 |
5,663.8 |
5,663.8 |
5,792.3 |
|
S3 |
5,526.3 |
5,603.2 |
5,779.7 |
|
S4 |
5,388.8 |
5,465.7 |
5,741.9 |
|
|
Weekly Pivots for week ending 04-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,524.5 |
6,425.0 |
5,957.2 |
|
R3 |
6,270.5 |
6,171.0 |
5,887.4 |
|
R2 |
6,016.5 |
6,016.5 |
5,864.1 |
|
R1 |
5,917.0 |
5,917.0 |
5,840.8 |
5,966.8 |
PP |
5,762.5 |
5,762.5 |
5,762.5 |
5,787.4 |
S1 |
5,663.0 |
5,663.0 |
5,794.2 |
5,712.8 |
S2 |
5,508.5 |
5,508.5 |
5,770.9 |
|
S3 |
5,254.5 |
5,409.0 |
5,747.7 |
|
S4 |
5,000.5 |
5,155.0 |
5,677.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,862.0 |
5,608.0 |
254.0 |
4.4% |
113.4 |
1.9% |
82% |
True |
False |
150,350 |
10 |
5,862.0 |
5,509.5 |
352.5 |
6.1% |
115.8 |
2.0% |
87% |
True |
False |
147,931 |
20 |
5,862.0 |
5,411.0 |
451.0 |
7.8% |
101.7 |
1.7% |
90% |
True |
False |
144,329 |
40 |
5,894.0 |
5,316.0 |
578.0 |
9.9% |
110.9 |
1.9% |
87% |
False |
False |
156,597 |
60 |
5,894.0 |
5,316.0 |
578.0 |
9.9% |
106.8 |
1.8% |
87% |
False |
False |
147,922 |
80 |
5,894.0 |
5,165.0 |
729.0 |
12.5% |
104.4 |
1.8% |
90% |
False |
False |
111,855 |
100 |
5,894.0 |
4,910.0 |
984.0 |
16.9% |
105.2 |
1.8% |
92% |
False |
False |
89,641 |
120 |
5,894.0 |
4,540.0 |
1,354.0 |
23.3% |
106.4 |
1.8% |
94% |
False |
False |
74,870 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,446.4 |
2.618 |
6,222.0 |
1.618 |
6,084.5 |
1.000 |
5,999.5 |
0.618 |
5,947.0 |
HIGH |
5,862.0 |
0.618 |
5,809.5 |
0.500 |
5,793.3 |
0.382 |
5,777.0 |
LOW |
5,724.5 |
0.618 |
5,639.5 |
1.000 |
5,587.0 |
1.618 |
5,502.0 |
2.618 |
5,364.5 |
4.250 |
5,140.1 |
|
|
Fisher Pivots for day following 04-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
5,809.4 |
5,809.3 |
PP |
5,801.3 |
5,801.2 |
S1 |
5,793.3 |
5,793.0 |
|